Natural Resources Partners LP (NRP)
105.98
-0.77
(-0.72%)
USD |
NYSE |
Nov 22, 16:00
106.26
+0.28
(+0.26%)
After-Hours: 20:00
Natural Resources Partners Max Drawdown (5Y): 81.95% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 81.95% |
| September 30, 2024 | 81.95% |
| August 31, 2024 | 81.95% |
| July 31, 2024 | 81.95% |
| June 30, 2024 | 81.95% |
| May 31, 2024 | 81.95% |
| April 30, 2024 | 81.95% |
| March 31, 2024 | 81.95% |
| February 29, 2024 | 81.95% |
| January 31, 2024 | 81.95% |
| December 31, 2023 | 81.95% |
| November 30, 2023 | 81.95% |
| October 31, 2023 | 81.95% |
| September 30, 2023 | 81.95% |
| August 31, 2023 | 81.95% |
| July 31, 2023 | 81.95% |
| June 30, 2023 | 81.95% |
| May 31, 2023 | 81.95% |
| April 30, 2023 | 81.95% |
| March 31, 2023 | 81.95% |
| February 28, 2023 | 81.95% |
| January 31, 2023 | 81.95% |
| December 31, 2022 | 82.57% |
| November 30, 2022 | 84.04% |
| October 31, 2022 | 84.19% |
| Date | Value |
|---|---|
| September 30, 2022 | 84.44% |
| August 31, 2022 | 84.44% |
| July 31, 2022 | 85.30% |
| June 30, 2022 | 85.30% |
| May 31, 2022 | 85.30% |
| April 30, 2022 | 85.30% |
| March 31, 2022 | 85.30% |
| 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 | 85.80% |
| August 31, 2021 | 90.03% |
| July 31, 2021 | 90.69% |
| June 30, 2021 | 92.80% |
| May 31, 2021 | 94.76% |
| April 30, 2021 | 94.96% |
| March 31, 2021 | 96.36% |
| February 28, 2021 | 96.67% |
| January 31, 2021 | 96.70% |
| December 31, 2020 | 97.08% |
| November 30, 2020 | 97.08% |
| October 31, 2020 | 97.08% |
| September 30, 2020 | 97.08% |
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
81.95%
Minimum
Jan 2023
97.08%
Maximum
Nov 2019
87.89%
Average
85.30%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| NACCO Industries Inc | 71.91% |
| Alliance Resource Partners LP | 85.74% |
| Hallador Energy Co | 93.39% |
| Peabody Energy Corp | 98.07% |
| ProFrac Holding Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 32.33 |
| Beta (5Y) | 0.5048 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.01% |
| Historical Sharpe Ratio (5Y) | 0.9032 |
| Historical Sortino (5Y) | 1.330 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.30% |