Natural Resources Partners LP (NRP)
91.73
+2.33
(+2.61%)
USD |
NYSE |
Apr 26, 16:00
91.86
+0.13
(+0.14%)
After-Hours: 20:00
Natural Resources Partners Max Drawdown (5Y): 78.72% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 78.72% |
| February 29, 2024 | 78.72% |
| January 31, 2024 | 78.72% |
| December 31, 2023 | 78.72% |
| November 30, 2023 | 78.72% |
| October 31, 2023 | 78.72% |
| September 30, 2023 | 78.72% |
| August 31, 2023 | 78.72% |
| July 31, 2023 | 78.72% |
| June 30, 2023 | 78.72% |
| May 31, 2023 | 78.72% |
| April 30, 2023 | 78.72% |
| March 31, 2023 | 78.72% |
| February 28, 2023 | 78.72% |
| January 31, 2023 | 79.84% |
| December 31, 2022 | 81.18% |
| November 30, 2022 | 81.74% |
| October 31, 2022 | 82.57% |
| September 30, 2022 | 84.04% |
| August 31, 2022 | 84.19% |
| July 31, 2022 | 84.44% |
| June 30, 2022 | 84.44% |
| May 31, 2022 | 85.30% |
| April 30, 2022 | 85.30% |
| March 31, 2022 | 85.30% |
| Date | Value |
|---|---|
| February 28, 2022 | 85.30% |
| January 31, 2022 | 85.30% |
| December 31, 2021 | 85.30% |
| November 30, 2021 | 85.30% |
| October 31, 2021 | 85.30% |
| September 30, 2021 | 85.30% |
| August 31, 2021 | 85.30% |
| July 31, 2021 | 85.30% |
| June 30, 2021 | 90.69% |
| May 31, 2021 | 90.69% |
| April 30, 2021 | 91.92% |
| March 31, 2021 | 94.03% |
| February 28, 2021 | 94.56% |
| January 31, 2021 | 96.36% |
| December 31, 2020 | 96.67% |
| November 30, 2020 | 96.67% |
| October 31, 2020 | 96.93% |
| September 30, 2020 | 96.93% |
| August 31, 2020 | 96.93% |
| July 31, 2020 | 96.93% |
| June 30, 2020 | 96.93% |
| May 31, 2020 | 96.93% |
| April 30, 2020 | 96.93% |
| March 31, 2020 | 96.93% |
| February 29, 2020 | 96.93% |
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
78.72%
Minimum
Feb 2023
96.93%
Maximum
Apr 2019
88.27%
Average
85.30%
Median
Jul 2021
Max Drawdown (5Y) Benchmarks
| NACCO Industries Inc | 71.91% |
| Alliance Resource Partners LP | 85.24% |
| Hallador Energy Co | 93.21% |
| Royal Energy Resources Inc | 99.96% |
| Peabody Energy Corp | 98.07% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 19.54 |
| Beta (5Y) | 0.4612 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.76% |
| Historical Sharpe Ratio (5Y) | 0.5585 |
| Historical Sortino (5Y) | 0.9103 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.96% |