NGL Energy Partners LP (NGL)
3.98
-0.06
(-1.49%)
USD |
NYSE |
Nov 04, 16:00
3.98
0.00 (0.00%)
Pre-Market: 20:00
NGL Energy Partners Max Drawdown (5Y): 91.98% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 91.98% |
| September 30, 2024 | 91.98% |
| August 31, 2024 | 91.98% |
| July 31, 2024 | 91.98% |
| June 30, 2024 | 91.98% |
| May 31, 2024 | 91.98% |
| April 30, 2024 | 91.98% |
| March 31, 2024 | 91.98% |
| February 29, 2024 | 91.98% |
| January 31, 2024 | 91.98% |
| December 31, 2023 | 91.98% |
| November 30, 2023 | 91.98% |
| October 31, 2023 | 91.98% |
| September 30, 2023 | 91.98% |
| August 31, 2023 | 91.98% |
| July 31, 2023 | 91.98% |
| June 30, 2023 | 91.98% |
| May 31, 2023 | 91.98% |
| April 30, 2023 | 91.98% |
| March 31, 2023 | 91.98% |
| February 28, 2023 | 91.98% |
| January 31, 2023 | 91.98% |
| December 31, 2022 | 91.98% |
| November 30, 2022 | 91.98% |
| October 31, 2022 | 91.98% |
| Date | Value |
|---|---|
| September 30, 2022 | 91.98% |
| August 31, 2022 | 91.98% |
| July 31, 2022 | 91.98% |
| June 30, 2022 | 91.98% |
| May 31, 2022 | 91.98% |
| April 30, 2022 | 91.98% |
| March 31, 2022 | 91.98% |
| February 28, 2022 | 91.98% |
| January 31, 2022 | 91.98% |
| December 31, 2021 | 91.98% |
| November 30, 2021 | 91.98% |
| October 31, 2021 | 91.98% |
| September 30, 2021 | 91.98% |
| August 31, 2021 | 91.98% |
| July 31, 2021 | 91.98% |
| June 30, 2021 | 91.98% |
| May 31, 2021 | 91.98% |
| April 30, 2021 | 91.98% |
| March 31, 2021 | 91.98% |
| February 28, 2021 | 91.98% |
| January 31, 2021 | 91.98% |
| December 31, 2020 | 91.98% |
| November 30, 2020 | 91.98% |
| October 31, 2020 | 91.98% |
| September 30, 2020 | 91.98% |
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
84.94%
Minimum
Nov 2019
91.98%
Maximum
Mar 2020
91.51%
Average
91.98%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| BP Prudhoe Bay Royalty Trust | 95.69% |
| Genesis Energy LP | 90.81% |
| Marine Petroleum Trust | 84.96% |
| Sabine Royalty Trust | 50.73% |
| Plains GP Holdings LP | 93.77% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -39.79 |
| Beta (5Y) | 1.694 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 92.63% |
| Historical Sharpe Ratio (5Y) | -0.1934 |
| Historical Sortino (5Y) | -0.3764 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.83% |