Marathon Petroleum Corp
Provider: Exchange
| Annualised Return | 20.6% |
| Realised Volatility | 39% |
| Downside Volatility | 28.17% |
| Max Drawdown | -69.67% |
| Winning months | 62.11% |
| Sharpe Ratio | 0.53 |
| Sortino Ratio | 0.73 |
| Calmar Ratio | 0.3 |
| Viking Ratio | 0.24 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 11.62% | 2.69% | 19.07% | -9.82% | -2.35% | -1.77% | 2.04% | 0.54% | -8.02% | 6.36% | 18.49% | ||
| 2023 | 10.42% | -3.26% | 9.09% | -9.52% | -13.42% | 11.14% | 14.08% | 7.87% | 6% | -0.06% | -0.82% | -0.56% | 30.46% |
| 2022 | 12.13% | 9.33% | 9.8% | 2.06% | 17.36% | -19.24% | 11.49% | 10.59% | -1.41% | 14.39% | 7.88% | -4.45% | 86.62% |
| 2021 | 4.35% | 28.02% | -2.07% | 4.04% | 12.11% | -2.23% | -8.61% | 8.41% | 4.29% | 6.67% | -6.89% | 5.16% | 61% |
| 2020 | -9.54% | -12.12% | -50.19% | 35.82% | 11.39% | 6.37% | 2.19% | -5.76% | -17.26% | 0.55% | 33.7% | 6.38% | -27.38% |
| 2019 | 12.29% | -5.65% | -3.48% | 1.7% | -23.66% | 21.5% | 0.91% | -11.75% | 23.45% | 5.27% | -4.39% | -0.64% | 6.05% |
| 2018 | 4.99% | -6.89% | 14.13% | 2.46% | 6.12% | -11.22% | 15.21% | 2.39% | -2.82% | -11.9% | -6.83% | -9.44% | -8.23% |
| 2017 | -4.57% | 3.97% | 1.9% | 0.79% | 2.86% | 0.56% | 6.99% | -5.6% | 6.92% | 6.53% | 5.51% | 5.35% | 34.78% |
| 2016 | -19.39% | -17.18% | 8.56% | 5.11% | -10.06% | 8.99% | 3.77% | 8.86% | -4.52% | 7.39% | 8.76% | 7.08% | 0.72% |
| 2015 | 2.58% | 13.97% | -2.49% | -3.73% | 5.47% | 1.12% | 4.51% | -12.96% | -2.07% | 11.81% | 13.44% | -11.25% | 17.37% |
| 2014 | -5.1% | -3.03% | 3.62% | 6.79% | -3.37% | -12.66% | 6.93% | 9.64% | -6.97% | 7.36% | -0.35% | 0.19% | 0.46% |
| 2013 | 17.79% | 12.16% | 8.11% | -12.54% | 5.77% | -13.87% | 3.19% | -0.52% | -11.29% | 11.41% | 16.08% | 10.87% | 48.57% |
| 2012 | 14.81% | 9.34% | 4.36% | -4.04% | -12.73% | 24.54% | 5.3% | 10.19% | 5.49% | 0.62% | 9.1% | 5.81% | 94.24% |
| 2011 | 10.64% | 5.77% | -14.91% | -26.98% | 32.67% | -6.37% | -0.3% | -9.96% |