Marine Petroleum Trust (MARPS)
3.999
+0.11
(+2.79%)
USD |
NASDAQ |
Nov 21, 16:00
3.99
-0.01
(-0.22%)
Pre-Market: 20:00
Marine Petroleum Trust Max Drawdown (5Y): 86.63% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 86.63% |
| September 30, 2024 | 86.63% |
| August 31, 2024 | 86.63% |
| July 31, 2024 | 86.63% |
| June 30, 2024 | 86.63% |
| May 31, 2024 | 86.63% |
| April 30, 2024 | 86.63% |
| March 31, 2024 | 86.63% |
| February 29, 2024 | 86.63% |
| January 31, 2024 | 86.63% |
| December 31, 2023 | 86.90% |
| November 30, 2023 | 90.39% |
| October 31, 2023 | 90.39% |
| September 30, 2023 | 90.39% |
| August 31, 2023 | 90.39% |
| July 31, 2023 | 90.39% |
| June 30, 2023 | 90.39% |
| May 31, 2023 | 90.39% |
| April 30, 2023 | 90.39% |
| March 31, 2023 | 90.39% |
| February 28, 2023 | 90.39% |
| January 31, 2023 | 90.39% |
| December 31, 2022 | 90.39% |
| November 30, 2022 | 90.39% |
| October 31, 2022 | 90.39% |
| Date | Value |
|---|---|
| September 30, 2022 | 90.39% |
| August 31, 2022 | 90.39% |
| July 31, 2022 | 90.39% |
| June 30, 2022 | 90.39% |
| May 31, 2022 | 90.39% |
| April 30, 2022 | 90.39% |
| March 31, 2022 | 90.39% |
| February 28, 2022 | 90.39% |
| January 31, 2022 | 90.39% |
| December 31, 2021 | 90.39% |
| November 30, 2021 | 90.39% |
| October 31, 2021 | 90.39% |
| September 30, 2021 | 90.39% |
| August 31, 2021 | 90.39% |
| July 31, 2021 | 90.39% |
| June 30, 2021 | 90.39% |
| May 31, 2021 | 90.39% |
| April 30, 2021 | 90.39% |
| March 31, 2021 | 90.39% |
| February 28, 2021 | 90.39% |
| January 31, 2021 | 90.39% |
| December 31, 2020 | 90.39% |
| November 30, 2020 | 90.39% |
| October 31, 2020 | 90.39% |
| September 30, 2020 | 90.39% |
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
86.63%
Minimum
Jan 2024
90.39%
Maximum
Nov 2019
89.71%
Average
90.39%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| BP Prudhoe Bay Royalty Trust | 95.69% |
| Genesis Energy LP | 90.83% |
| Sabine Royalty Trust | 50.73% |
| NGL Energy Partners LP | 91.98% |
| Plains GP Holdings LP | 93.92% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 16.63 |
| Beta (5Y) | 0.2395 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 100.1% |
| Historical Sharpe Ratio (5Y) | 0.197 |
| Historical Sortino (5Y) | 0.6941 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.53% |