Kimbell Royalty Partners LP (KRP)
16.04
+0.04
(+0.25%)
USD |
NYSE |
Nov 21, 16:00
16.10
+0.06
(+0.37%)
After-Hours: 20:00
Kimbell Royalty Partners Max Drawdown (5Y): 80.90% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 80.90% |
September 30, 2024 | 80.90% |
August 31, 2024 | 80.90% |
July 31, 2024 | 80.90% |
June 30, 2024 | 80.90% |
May 31, 2024 | 80.90% |
April 30, 2024 | 80.90% |
March 31, 2024 | 80.90% |
February 29, 2024 | 80.90% |
January 31, 2024 | 80.90% |
December 31, 2023 | 80.90% |
November 30, 2023 | 80.90% |
October 31, 2023 | 80.90% |
September 30, 2023 | 80.90% |
August 31, 2023 | 80.90% |
July 31, 2023 | 80.90% |
June 30, 2023 | 80.90% |
May 31, 2023 | 80.90% |
April 30, 2023 | 80.90% |
March 31, 2023 | 80.90% |
February 28, 2023 | 80.90% |
January 31, 2023 | 80.90% |
December 31, 2022 | 80.90% |
November 30, 2022 | 80.90% |
October 31, 2022 | 80.90% |
Date | Value |
---|---|
September 30, 2022 | 80.90% |
August 31, 2022 | 80.90% |
July 31, 2022 | 80.90% |
June 30, 2022 | 80.90% |
May 31, 2022 | 80.90% |
April 30, 2022 | 80.90% |
March 31, 2022 | 80.90% |
February 28, 2022 | 80.90% |
January 31, 2022 | 80.90% |
December 31, 2021 | 80.90% |
November 30, 2021 | 80.90% |
October 31, 2021 | 80.90% |
September 30, 2021 | 80.90% |
August 31, 2021 | 80.90% |
July 31, 2021 | 80.90% |
June 30, 2021 | 80.90% |
May 31, 2021 | 80.90% |
April 30, 2021 | 80.90% |
March 31, 2021 | 80.90% |
February 28, 2021 | 80.90% |
January 31, 2021 | 80.90% |
December 31, 2020 | 80.90% |
November 30, 2020 | 80.90% |
October 31, 2020 | 80.90% |
September 30, 2020 | 80.90% |
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
42.31%
Minimum
Nov 2019
80.90%
Maximum
Mar 2020
78.37%
Average
80.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Sitio Royalties Corp | -- |
Evolution Petroleum Corp | 80.49% |
Houston American Energy Corp | 91.33% |
Mexco Energy Corp | 79.82% |
Riley Exploration Permian Inc | 92.57% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.811 |
Beta (5Y) | 1.132 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.28% |
Historical Sharpe Ratio (5Y) | 0.2495 |
Historical Sortino (5Y) | 0.312 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.95% |