USD Partners LP (USDP)
0.115
-0.01
(-6.12%)
USD |
OTCM |
May 03, 16:00
USD Partners Max Drawdown (5Y): 99.37% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.37% |
March 31, 2024 | 99.37% |
February 29, 2024 | 98.51% |
January 31, 2024 | 98.51% |
December 31, 2023 | 98.51% |
November 30, 2023 | 98.51% |
October 31, 2023 | 95.52% |
September 30, 2023 | 93.08% |
August 31, 2023 | 92.55% |
July 31, 2023 | 90.22% |
June 30, 2023 | 89.72% |
May 31, 2023 | 88.14% |
April 30, 2023 | 84.94% |
March 31, 2023 | 84.94% |
February 28, 2023 | 84.94% |
January 31, 2023 | 84.94% |
December 31, 2022 | 84.94% |
November 30, 2022 | 84.94% |
October 31, 2022 | 84.94% |
September 30, 2022 | 84.94% |
August 31, 2022 | 84.94% |
July 31, 2022 | 84.94% |
June 30, 2022 | 84.94% |
May 31, 2022 | 84.94% |
April 30, 2022 | 84.94% |
Date | Value |
---|---|
March 31, 2022 | 84.94% |
February 28, 2022 | 84.94% |
January 31, 2022 | 84.94% |
December 31, 2021 | 84.94% |
November 30, 2021 | 84.94% |
October 31, 2021 | 84.94% |
September 30, 2021 | 84.94% |
August 31, 2021 | 84.94% |
July 31, 2021 | 84.94% |
June 30, 2021 | 84.94% |
May 31, 2021 | 84.94% |
April 30, 2021 | 84.94% |
March 31, 2021 | 84.94% |
February 28, 2021 | 84.94% |
January 31, 2021 | 84.94% |
December 31, 2020 | 84.94% |
November 30, 2020 | 84.94% |
October 31, 2020 | 84.94% |
September 30, 2020 | 84.94% |
August 31, 2020 | 84.94% |
July 31, 2020 | 84.94% |
June 30, 2020 | 84.94% |
May 31, 2020 | 84.94% |
April 30, 2020 | 84.94% |
March 31, 2020 | 84.94% |
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
66.97%
Minimum
May 2019
99.37%
Maximum
Mar 2024
83.99%
Average
84.94%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
CSX Corp | 40.55% |
Norfolk Southern Corp | 44.42% |
Union Pacific Corp | 38.71% |
Radiant Logistics Inc | 60.03% |
Volato Group Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -66.28 |
Beta (5Y) | 0.7699 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 85.79% |
Historical Sharpe Ratio (5Y) | -0.6726 |
Historical Sortino (5Y) | -0.9286 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 47.45% |