Mesa Royalty Trust (MTR)
9.38
+0.25
(+2.74%)
USD |
NYSE |
May 17, 16:00
9.44
+0.06
(+0.64%)
Pre-Market: 20:00
Mesa Royalty Trust Max Drawdown (5Y): 78.22% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 78.22% |
| March 31, 2024 | 78.22% |
| February 29, 2024 | 78.22% |
| January 31, 2024 | 78.22% |
| December 31, 2023 | 78.22% |
| November 30, 2023 | 78.22% |
| October 31, 2023 | 78.22% |
| September 30, 2023 | 78.22% |
| August 31, 2023 | 78.22% |
| July 31, 2023 | 78.22% |
| June 30, 2023 | 78.22% |
| May 31, 2023 | 78.22% |
| April 30, 2023 | 78.22% |
| March 31, 2023 | 78.22% |
| February 28, 2023 | 78.22% |
| January 31, 2023 | 78.22% |
| December 31, 2022 | 78.22% |
| November 30, 2022 | 78.22% |
| October 31, 2022 | 78.22% |
| September 30, 2022 | 78.22% |
| August 31, 2022 | 78.22% |
| July 31, 2022 | 78.22% |
| June 30, 2022 | 78.22% |
| May 31, 2022 | 78.22% |
| April 30, 2022 | 78.22% |
| Date | Value |
|---|---|
| March 31, 2022 | 78.22% |
| February 28, 2022 | 78.22% |
| January 31, 2022 | 78.22% |
| December 31, 2021 | 78.22% |
| November 30, 2021 | 78.22% |
| October 31, 2021 | 78.22% |
| September 30, 2021 | 78.22% |
| August 31, 2021 | 78.22% |
| July 31, 2021 | 78.22% |
| June 30, 2021 | 78.22% |
| May 31, 2021 | 78.22% |
| April 30, 2021 | 78.22% |
| March 31, 2021 | 78.22% |
| February 28, 2021 | 78.22% |
| January 31, 2021 | 78.22% |
| December 31, 2020 | 79.28% |
| November 30, 2020 | 80.61% |
| October 31, 2020 | 80.61% |
| September 30, 2020 | 83.44% |
| August 31, 2020 | 83.44% |
| July 31, 2020 | 83.44% |
| June 30, 2020 | 83.44% |
| May 31, 2020 | 83.44% |
| April 30, 2020 | 83.44% |
| March 31, 2020 | 83.44% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
78.22%
Minimum
Jan 2021
83.44%
Maximum
May 2019
79.80%
Average
78.22%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
| Adams Resources & Energy Inc | 65.68% |
| Barnwell Industries Inc | 88.78% |
| CKX Lands Inc | 54.31% |
| Enservco Corp | 98.32% |
| Empire Petroleum Corp | 82.77% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.39 |
| Beta (5Y) | 0.7261 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 68.48% |
| Historical Sharpe Ratio (5Y) | -0.0482 |
| Historical Sortino (5Y) | -0.0939 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.83% |