North European Oil Royalty Trust (NRT)
7.21
-0.09
(-1.23%)
USD |
NYSE |
Apr 30, 16:00
7.20
-0.01
(-0.14%)
Pre-Market: 20:00
North European Oil Royalty Trust Max Drawdown (5Y): 71.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 71.00% |
| March 31, 2024 | 71.00% |
| February 29, 2024 | 71.00% |
| January 31, 2024 | 71.00% |
| December 31, 2023 | 71.00% |
| November 30, 2023 | 71.00% |
| October 31, 2023 | 71.00% |
| September 30, 2023 | 71.00% |
| August 31, 2023 | 71.00% |
| July 31, 2023 | 71.00% |
| June 30, 2023 | 71.00% |
| May 31, 2023 | 71.00% |
| April 30, 2023 | 71.00% |
| March 31, 2023 | 71.00% |
| February 28, 2023 | 71.00% |
| January 31, 2023 | 71.00% |
| December 31, 2022 | 71.00% |
| November 30, 2022 | 71.00% |
| October 31, 2022 | 71.00% |
| September 30, 2022 | 71.00% |
| August 31, 2022 | 71.00% |
| July 31, 2022 | 71.00% |
| June 30, 2022 | 71.00% |
| May 31, 2022 | 71.00% |
| April 30, 2022 | 71.00% |
| Date | Value |
|---|---|
| March 31, 2022 | 71.00% |
| February 28, 2022 | 71.00% |
| January 31, 2022 | 71.00% |
| December 31, 2021 | 71.00% |
| November 30, 2021 | 71.00% |
| October 31, 2021 | 71.00% |
| September 30, 2021 | 72.00% |
| August 31, 2021 | 72.00% |
| July 31, 2021 | 72.00% |
| June 30, 2021 | 72.00% |
| May 31, 2021 | 72.00% |
| April 30, 2021 | 72.00% |
| March 31, 2021 | 72.00% |
| February 28, 2021 | 72.00% |
| January 31, 2021 | 72.00% |
| December 31, 2020 | 72.00% |
| November 30, 2020 | 72.00% |
| October 31, 2020 | 73.05% |
| September 30, 2020 | 75.65% |
| August 31, 2020 | 75.65% |
| July 31, 2020 | 75.65% |
| June 30, 2020 | 75.65% |
| May 31, 2020 | 75.65% |
| April 30, 2020 | 75.65% |
| March 31, 2020 | 75.65% |
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
71.00%
Minimum
Oct 2021
75.65%
Maximum
May 2019
72.54%
Average
71.00%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Houston American Energy Corp | 91.28% |
| Mexco Energy Corp | 79.82% |
| Exxon Mobil Corp | 61.33% |
| Diamondback Energy Inc | 88.72% |
| California Resources Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.2064 |
| Beta (5Y) | 0.8299 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.89% |
| Historical Sharpe Ratio (5Y) | 0.1503 |
| Historical Sortino (5Y) | 0.2614 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.24% |