Permian Basin Royalty Trust (PBT)
11.70
+0.13
(+1.12%)
USD |
NYSE |
May 03, 16:00
11.70
0.00 (0.00%)
Pre-Market: 20:00
Permian Basin Royalty Trust Max Drawdown (5Y): 73.89% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 73.89% |
March 31, 2024 | 73.89% |
February 29, 2024 | 73.89% |
January 31, 2024 | 73.89% |
December 31, 2023 | 73.89% |
November 30, 2023 | 73.89% |
October 31, 2023 | 73.89% |
September 30, 2023 | 73.89% |
August 31, 2023 | 73.89% |
July 31, 2023 | 73.89% |
June 30, 2023 | 73.89% |
May 31, 2023 | 73.89% |
April 30, 2023 | 73.89% |
March 31, 2023 | 73.89% |
February 28, 2023 | 73.89% |
January 31, 2023 | 73.89% |
December 31, 2022 | 73.89% |
November 30, 2022 | 73.89% |
October 31, 2022 | 73.89% |
September 30, 2022 | 73.89% |
August 31, 2022 | 73.89% |
July 31, 2022 | 73.89% |
June 30, 2022 | 73.89% |
May 31, 2022 | 73.89% |
April 30, 2022 | 73.89% |
Date | Value |
---|---|
March 31, 2022 | 73.89% |
February 28, 2022 | 73.89% |
January 31, 2022 | 73.89% |
December 31, 2021 | 73.89% |
November 30, 2021 | 73.89% |
October 31, 2021 | 73.89% |
September 30, 2021 | 73.89% |
August 31, 2021 | 73.89% |
July 31, 2021 | 73.89% |
June 30, 2021 | 73.89% |
May 31, 2021 | 73.89% |
April 30, 2021 | 73.89% |
March 31, 2021 | 73.89% |
February 28, 2021 | 73.89% |
January 31, 2021 | 73.89% |
December 31, 2020 | 73.89% |
November 30, 2020 | 73.89% |
October 31, 2020 | 76.61% |
September 30, 2020 | 76.61% |
August 31, 2020 | 76.61% |
July 31, 2020 | 76.61% |
June 30, 2020 | 76.61% |
May 31, 2020 | 76.61% |
April 30, 2020 | 76.61% |
March 31, 2020 | 76.61% |
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
73.89%
Minimum
Nov 2020
76.61%
Maximum
May 2019
74.71%
Average
73.89%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
NuStar Energy LP | 83.24% |
Plains All American Pipeline LP | 90.18% |
Dorian LPG Ltd | 62.01% |
Green Plains Partners LP (DELISTED) | -- |
International Seaways Inc | 57.48% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 9.700 |
Beta (5Y) | 0.6278 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.19% |
Historical Sharpe Ratio (5Y) | 0.3139 |
Historical Sortino (5Y) | 0.7655 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.63% |