BP Prudhoe Bay Royalty Trust (BPT)
1.14
+0.05
(+4.59%)
USD |
NYSE |
Nov 21, 16:00
1.115
-0.02
(-2.19%)
Pre-Market: 20:00
BP Prudhoe Bay Royalty Trust Max Drawdown (5Y): 95.69% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 95.69% |
| September 30, 2024 | 95.69% |
| August 31, 2024 | 95.69% |
| July 31, 2024 | 95.69% |
| June 30, 2024 | 95.69% |
| May 31, 2024 | 95.69% |
| April 30, 2024 | 95.69% |
| March 31, 2024 | 95.69% |
| February 29, 2024 | 95.69% |
| January 31, 2024 | 95.69% |
| December 31, 2023 | 95.69% |
| November 30, 2023 | 95.69% |
| October 31, 2023 | 95.69% |
| September 30, 2023 | 95.69% |
| August 31, 2023 | 95.69% |
| July 31, 2023 | 95.69% |
| June 30, 2023 | 95.69% |
| May 31, 2023 | 95.69% |
| April 30, 2023 | 95.69% |
| March 31, 2023 | 95.69% |
| February 28, 2023 | 95.69% |
| January 31, 2023 | 95.69% |
| December 31, 2022 | 95.69% |
| November 30, 2022 | 95.69% |
| October 31, 2022 | 95.69% |
| Date | Value |
|---|---|
| September 30, 2022 | 95.69% |
| August 31, 2022 | 95.69% |
| July 31, 2022 | 95.69% |
| June 30, 2022 | 95.69% |
| May 31, 2022 | 95.69% |
| April 30, 2022 | 95.69% |
| March 31, 2022 | 95.69% |
| February 28, 2022 | 95.69% |
| January 31, 2022 | 95.69% |
| December 31, 2021 | 95.69% |
| November 30, 2021 | 95.69% |
| October 31, 2021 | 95.69% |
| September 30, 2021 | 95.69% |
| August 31, 2021 | 95.69% |
| July 31, 2021 | 95.69% |
| June 30, 2021 | 95.69% |
| May 31, 2021 | 95.69% |
| April 30, 2021 | 95.69% |
| March 31, 2021 | 95.69% |
| February 28, 2021 | 95.69% |
| January 31, 2021 | 95.69% |
| December 31, 2020 | 95.69% |
| November 30, 2020 | 95.69% |
| October 31, 2020 | 95.69% |
| September 30, 2020 | 95.08% |
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
86.49%
Minimum
Nov 2019
95.69%
Maximum
Oct 2020
94.65%
Average
95.69%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Genesis Energy LP | 90.83% |
| Marine Petroleum Trust | 86.63% |
| Sabine Royalty Trust | 50.73% |
| NGL Energy Partners LP | 91.98% |
| Plains GP Holdings LP | 93.92% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.29 |
| Beta (5Y) | 0.0336 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 100.5% |
| Historical Sharpe Ratio (5Y) | -0.2972 |
| Historical Sortino (5Y) | -0.8321 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.33% |