Genesis Energy LP (GEL)

10.00 +0.08 (+0.81%) USD  |  NYSE  |  Dec 20, 16:00
10.24 +0.24 (+2.40%) After-Hours: 20:00
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Genesis Energy Max Drawdown (5Y): 90.83% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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BP Prudhoe Bay Royalty Trust 95.69%
Marine Petroleum Trust 86.63%
Sabine Royalty Trust 50.73%
NGL Energy Partners LP 91.98%
Plains GP Holdings LP 93.92%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -33.16
Beta (5Y) 2.118
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 71.49%
Historical Sharpe Ratio (5Y) -0.0681
Historical Sortino (5Y) -0.0964
Monthly Value at Risk (VaR) 5% (5Y Lookback) 25.86%