Cross Timbers Royalty Trust (CRT)
13.11
-0.16
(-1.21%)
USD |
NYSE |
May 03, 16:00
13.13
+0.02
(+0.15%)
After-Hours: 20:00
Cross Timbers Royalty Trust Max Drawdown (5Y): 71.05% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 71.05% |
March 31, 2024 | 71.05% |
February 29, 2024 | 71.05% |
January 31, 2024 | 71.05% |
December 31, 2023 | 71.05% |
November 30, 2023 | 71.05% |
October 31, 2023 | 71.05% |
September 30, 2023 | 71.05% |
August 31, 2023 | 71.05% |
July 31, 2023 | 71.05% |
June 30, 2023 | 71.05% |
May 31, 2023 | 71.05% |
April 30, 2023 | 71.05% |
March 31, 2023 | 71.05% |
February 28, 2023 | 71.05% |
January 31, 2023 | 71.05% |
December 31, 2022 | 71.05% |
November 30, 2022 | 71.05% |
October 31, 2022 | 71.05% |
September 30, 2022 | 71.05% |
August 31, 2022 | 71.05% |
July 31, 2022 | 71.05% |
June 30, 2022 | 71.05% |
May 31, 2022 | 71.05% |
April 30, 2022 | 71.05% |
Date | Value |
---|---|
March 31, 2022 | 71.05% |
February 28, 2022 | 71.05% |
January 31, 2022 | 71.05% |
December 31, 2021 | 71.05% |
November 30, 2021 | 71.05% |
October 31, 2021 | 71.05% |
September 30, 2021 | 71.05% |
August 31, 2021 | 71.05% |
July 31, 2021 | 71.05% |
June 30, 2021 | 71.05% |
May 31, 2021 | 71.05% |
April 30, 2021 | 71.05% |
March 31, 2021 | 71.05% |
February 28, 2021 | 71.05% |
January 31, 2021 | 71.05% |
December 31, 2020 | 71.05% |
November 30, 2020 | 71.05% |
October 31, 2020 | 71.05% |
September 30, 2020 | 71.05% |
August 31, 2020 | 71.05% |
July 31, 2020 | 71.05% |
June 30, 2020 | 71.05% |
May 31, 2020 | 71.05% |
April 30, 2020 | 71.05% |
March 31, 2020 | 71.05% |
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
May 2019
71.05%
Maximum
Mar 2020
70.53%
Average
71.05%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Calumet Specialty Products Partners LP | 96.37% |
VAALCO Energy Inc | 82.57% |
MV Oil Trust | 81.93% |
Evolution Petroleum Corp | 80.49% |
Houston American Energy Corp | 91.28% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.023 |
Beta (5Y) | 0.5737 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.96% |
Historical Sharpe Ratio (5Y) | 0.1967 |
Historical Sortino (5Y) | 0.3163 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.38% |