Cross Timbers Royalty Trust (CRT)
11.10
+0.72
(+6.94%)
USD |
NYSE |
Nov 21, 16:00
10.37
-0.73
(-6.58%)
After-Hours: 20:00
Cross Timbers Royalty Trust Max Drawdown (5Y): 71.55% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 71.55% |
| September 30, 2024 | 71.55% |
| August 31, 2024 | 71.55% |
| July 31, 2024 | 71.55% |
| June 30, 2024 | 71.55% |
| May 31, 2024 | 71.55% |
| April 30, 2024 | 71.55% |
| March 31, 2024 | 71.55% |
| February 29, 2024 | 71.55% |
| January 31, 2024 | 71.55% |
| December 31, 2023 | 71.55% |
| November 30, 2023 | 71.55% |
| October 31, 2023 | 71.55% |
| September 30, 2023 | 71.55% |
| August 31, 2023 | 71.55% |
| July 31, 2023 | 71.55% |
| June 30, 2023 | 71.55% |
| May 31, 2023 | 71.55% |
| April 30, 2023 | 71.55% |
| March 31, 2023 | 71.55% |
| February 28, 2023 | 71.55% |
| January 31, 2023 | 71.55% |
| December 31, 2022 | 71.55% |
| November 30, 2022 | 71.55% |
| October 31, 2022 | 71.55% |
| Date | Value |
|---|---|
| September 30, 2022 | 71.55% |
| August 31, 2022 | 71.55% |
| July 31, 2022 | 71.55% |
| June 30, 2022 | 71.55% |
| May 31, 2022 | 71.55% |
| April 30, 2022 | 71.55% |
| March 31, 2022 | 71.55% |
| February 28, 2022 | 71.55% |
| January 31, 2022 | 71.55% |
| December 31, 2021 | 71.55% |
| November 30, 2021 | 71.55% |
| October 31, 2021 | 71.55% |
| September 30, 2021 | 71.55% |
| August 31, 2021 | 71.55% |
| July 31, 2021 | 71.55% |
| June 30, 2021 | 71.55% |
| May 31, 2021 | 71.55% |
| April 30, 2021 | 71.55% |
| March 31, 2021 | 71.55% |
| February 28, 2021 | 71.55% |
| January 31, 2021 | 71.55% |
| December 31, 2020 | 71.55% |
| November 30, 2020 | 71.55% |
| October 31, 2020 | 71.55% |
| September 30, 2020 | 71.55% |
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
67.92%
Minimum
Nov 2019
71.55%
Maximum
Mar 2020
71.31%
Average
71.55%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Evolution Petroleum Corp | 80.49% |
| Houston American Energy Corp | 91.33% |
| Mexco Energy Corp | 79.82% |
| Riley Exploration Permian Inc | 92.57% |
| Ring Energy Inc | 97.24% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.903 |
| Beta (5Y) | 0.5257 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.54% |
| Historical Sharpe Ratio (5Y) | 0.2183 |
| Historical Sortino (5Y) | 0.3348 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.84% |