Barnwell Industries Inc (BRN)
1.825
-0.02
(-0.82%)
USD |
NYAM |
Nov 04, 16:00
1.83
0.00 (0.00%)
After-Hours: 20:00
Barnwell Industries Max Drawdown (5Y): 87.98% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 87.98% |
August 31, 2024 | 88.37% |
July 31, 2024 | 88.78% |
June 30, 2024 | 88.78% |
May 31, 2024 | 88.78% |
April 30, 2024 | 88.78% |
March 31, 2024 | 88.78% |
February 29, 2024 | 88.78% |
January 31, 2024 | 88.78% |
December 31, 2023 | 88.78% |
November 30, 2023 | 88.78% |
October 31, 2023 | 88.78% |
September 30, 2023 | 88.78% |
August 31, 2023 | 88.78% |
July 31, 2023 | 88.78% |
June 30, 2023 | 88.78% |
May 31, 2023 | 88.78% |
April 30, 2023 | 88.78% |
March 31, 2023 | 88.78% |
February 28, 2023 | 88.78% |
January 31, 2023 | 88.78% |
December 31, 2022 | 88.78% |
November 30, 2022 | 88.78% |
October 31, 2022 | 88.78% |
September 30, 2022 | 88.78% |
Date | Value |
---|---|
August 31, 2022 | 88.78% |
July 31, 2022 | 88.78% |
June 30, 2022 | 88.78% |
May 31, 2022 | 88.78% |
April 30, 2022 | 88.78% |
March 31, 2022 | 88.78% |
February 28, 2022 | 88.78% |
January 31, 2022 | 88.78% |
December 31, 2021 | 88.78% |
November 30, 2021 | 88.78% |
October 31, 2021 | 88.78% |
September 30, 2021 | 88.78% |
August 31, 2021 | 88.78% |
July 31, 2021 | 88.78% |
June 30, 2021 | 88.78% |
May 31, 2021 | 88.78% |
April 30, 2021 | 88.78% |
March 31, 2021 | 88.78% |
February 28, 2021 | 88.78% |
January 31, 2021 | 88.78% |
December 31, 2020 | 88.78% |
November 30, 2020 | 88.78% |
October 31, 2020 | 88.78% |
September 30, 2020 | 88.78% |
August 31, 2020 | 88.78% |
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
87.98%
Minimum
Sep 2024
88.78%
Maximum
Nov 2019
88.76%
Average
88.78%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Adams Resources & Energy Inc | 65.68% |
CKX Lands Inc | 54.31% |
US Energy Corp | 96.09% |
Enservco Corp | 98.32% |
Empire Petroleum Corp | 83.02% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 31.16 |
Beta (5Y) | 0.0974 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 106.3% |
Historical Sharpe Ratio (5Y) | 0.3057 |
Historical Sortino (5Y) | 0.92 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.57% |