BP Prudhoe Bay Royalty Trust (BPT)
1.05
-0.01
(-0.94%)
USD |
NYSE |
Nov 04, 16:00
1.05
0.00 (0.00%)
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
94.57%
Average
95.69%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Genesis Energy LP | 90.81% |
Marine Petroleum Trust | 84.96% |
Sabine Royalty Trust | 50.73% |
NGL Energy Partners LP | 91.98% |
Plains GP Holdings LP | 93.77% |
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% |