Genesis Energy LP (GEL)
12.28
-0.23
(-1.84%)
USD |
NYSE |
Apr 25, 16:00
12.29
+0.01
(+0.08%)
Pre-Market: 20:00
Genesis Energy Max Drawdown (5Y): 90.81% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 90.81% |
| February 29, 2024 | 90.81% |
| January 31, 2024 | 90.81% |
| December 31, 2023 | 90.81% |
| November 30, 2023 | 90.81% |
| October 31, 2023 | 90.81% |
| September 30, 2023 | 90.81% |
| August 31, 2023 | 90.81% |
| July 31, 2023 | 90.81% |
| June 30, 2023 | 90.81% |
| May 31, 2023 | 90.81% |
| April 30, 2023 | 90.81% |
| March 31, 2023 | 90.81% |
| February 28, 2023 | 90.81% |
| January 31, 2023 | 90.81% |
| December 31, 2022 | 90.81% |
| November 30, 2022 | 90.81% |
| October 31, 2022 | 90.81% |
| September 30, 2022 | 90.81% |
| August 31, 2022 | 90.81% |
| July 31, 2022 | 90.81% |
| June 30, 2022 | 90.81% |
| May 31, 2022 | 90.81% |
| April 30, 2022 | 90.81% |
| March 31, 2022 | 90.81% |
| Date | Value |
|---|---|
| February 28, 2022 | 90.81% |
| January 31, 2022 | 90.81% |
| December 31, 2021 | 90.81% |
| November 30, 2021 | 90.81% |
| October 31, 2021 | 90.81% |
| September 30, 2021 | 90.81% |
| August 31, 2021 | 90.81% |
| July 31, 2021 | 90.81% |
| June 30, 2021 | 90.81% |
| May 31, 2021 | 90.81% |
| April 30, 2021 | 90.81% |
| March 31, 2021 | 90.81% |
| February 28, 2021 | 90.81% |
| January 31, 2021 | 90.81% |
| December 31, 2020 | 90.81% |
| November 30, 2020 | 90.81% |
| October 31, 2020 | 90.81% |
| September 30, 2020 | 90.81% |
| August 31, 2020 | 90.81% |
| July 31, 2020 | 90.81% |
| June 30, 2020 | 90.81% |
| May 31, 2020 | 90.81% |
| April 30, 2020 | 90.81% |
| March 31, 2020 | 90.81% |
| February 29, 2020 | 69.66% |
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
60.54%
Minimum
Apr 2019
90.81%
Maximum
Mar 2020
85.41%
Average
90.81%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| BP Prudhoe Bay Royalty Trust | 95.69% |
| Marine Petroleum Trust | 85.28% |
| NGL Energy Partners LP | 91.98% |
| Summit Midstream Partners LP | 97.34% |
| Plains GP Holdings LP | 97.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -35.71 |
| Beta (5Y) | 2.044 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.40% |
| Historical Sharpe Ratio (5Y) | -0.1265 |
| Historical Sortino (5Y) | -0.1801 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.86% |