Sabine Royalty Trust (SBR)
62.79
+1.76
(+2.88%)
USD |
NYSE |
May 02, 16:00
62.81
+0.02
(+0.03%)
Pre-Market: 20:00
Sabine Royalty Trust Max Drawdown (5Y): 50.73% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 50.73% |
March 31, 2024 | 50.73% |
February 29, 2024 | 50.73% |
January 31, 2024 | 50.73% |
December 31, 2023 | 50.73% |
November 30, 2023 | 50.73% |
October 31, 2023 | 50.73% |
September 30, 2023 | 50.73% |
August 31, 2023 | 50.73% |
July 31, 2023 | 50.73% |
June 30, 2023 | 50.73% |
May 31, 2023 | 50.73% |
April 30, 2023 | 50.73% |
March 31, 2023 | 50.73% |
February 28, 2023 | 50.73% |
January 31, 2023 | 50.73% |
December 31, 2022 | 50.73% |
November 30, 2022 | 50.73% |
October 31, 2022 | 50.73% |
September 30, 2022 | 50.73% |
August 31, 2022 | 50.73% |
July 31, 2022 | 50.73% |
June 30, 2022 | 50.73% |
May 31, 2022 | 50.73% |
April 30, 2022 | 50.73% |
Date | Value |
---|---|
March 31, 2022 | 50.73% |
February 28, 2022 | 50.73% |
January 31, 2022 | 50.73% |
December 31, 2021 | 50.73% |
November 30, 2021 | 50.73% |
October 31, 2021 | 50.73% |
September 30, 2021 | 50.73% |
August 31, 2021 | 50.73% |
July 31, 2021 | 50.73% |
June 30, 2021 | 50.73% |
May 31, 2021 | 50.73% |
April 30, 2021 | 50.73% |
March 31, 2021 | 50.73% |
February 28, 2021 | 50.73% |
January 31, 2021 | 50.73% |
December 31, 2020 | 50.73% |
November 30, 2020 | 50.73% |
October 31, 2020 | 56.32% |
September 30, 2020 | 56.32% |
August 31, 2020 | 56.32% |
July 31, 2020 | 56.32% |
June 30, 2020 | 56.32% |
May 31, 2020 | 56.32% |
April 30, 2020 | 56.32% |
March 31, 2020 | 56.32% |
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
50.73%
Minimum
Nov 2020
56.32%
Maximum
May 2019
52.41%
Average
50.73%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
Helmerich & Payne Inc | 81.84% |
Camber Energy Inc | 100.0% |
Patterson-UTI Energy Inc | 94.04% |
Berry Corp (bry) | 88.45% |
Battalion Oil Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 6.716 |
Beta (5Y) | 0.5134 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.00% |
Historical Sharpe Ratio (5Y) | 0.3658 |
Historical Sortino (5Y) | 0.6307 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.70% |