San Juan Basin Royalty Trust (SJT)
4.53
+0.11
(+2.49%)
USD |
NYSE |
May 08, 16:00
4.50
-0.03
(-0.66%)
Pre-Market: 20:00
San Juan Basin Royalty Trust Max Drawdown (5Y): 84.15% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 84.15% |
March 31, 2024 | 84.15% |
February 29, 2024 | 84.15% |
January 31, 2024 | 84.15% |
December 31, 2023 | 84.15% |
November 30, 2023 | 84.15% |
October 31, 2023 | 84.15% |
September 30, 2023 | 84.15% |
August 31, 2023 | 84.15% |
July 31, 2023 | 84.15% |
June 30, 2023 | 84.15% |
May 31, 2023 | 84.15% |
April 30, 2023 | 84.15% |
March 31, 2023 | 84.15% |
February 28, 2023 | 84.15% |
January 31, 2023 | 84.15% |
December 31, 2022 | 84.15% |
November 30, 2022 | 84.15% |
October 31, 2022 | 84.15% |
September 30, 2022 | 84.15% |
August 31, 2022 | 84.15% |
July 31, 2022 | 84.15% |
June 30, 2022 | 84.15% |
May 31, 2022 | 84.15% |
April 30, 2022 | 84.15% |
Date | Value |
---|---|
March 31, 2022 | 84.15% |
February 28, 2022 | 84.15% |
January 31, 2022 | 84.15% |
December 31, 2021 | 84.15% |
November 30, 2021 | 84.15% |
October 31, 2021 | 84.15% |
September 30, 2021 | 84.15% |
August 31, 2021 | 84.15% |
July 31, 2021 | 84.15% |
June 30, 2021 | 84.15% |
May 31, 2021 | 84.15% |
April 30, 2021 | 84.15% |
March 31, 2021 | 84.15% |
February 28, 2021 | 84.15% |
January 31, 2021 | 84.15% |
December 31, 2020 | 84.15% |
November 30, 2020 | 84.15% |
October 31, 2020 | 84.15% |
September 30, 2020 | 84.15% |
August 31, 2020 | 84.15% |
July 31, 2020 | 84.15% |
June 30, 2020 | 84.15% |
May 31, 2020 | 84.15% |
April 30, 2020 | 84.15% |
March 31, 2020 | 84.15% |
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
81.54%
Minimum
May 2019
84.15%
Maximum
Sep 2019
84.02%
Average
84.15%
Median
Sep 2019
Max Drawdown (5Y) Benchmarks
Dorchester Minerals LP | 56.78% |
Antero Resources Corp | 98.23% |
Barnwell Industries Inc | 88.78% |
CKX Lands Inc | 54.31% |
Evolution Petroleum Corp | 80.49% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.720 |
Beta (5Y) | 0.8676 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.99% |
Historical Sharpe Ratio (5Y) | 0.1139 |
Historical Sortino (5Y) | 0.2369 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.24% |