North European Oil Royalty Trust (NRT)
9.02
+0.41
(+4.76%)
USD |
NYSE |
Aug 28, 16:00
8.97
-0.05
(-0.55%)
After-Hours: 20:00
North European Oil Royalty Trust Max Drawdown (5Y) : 73.52% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 73.52% |
| June 30, 2026 | 73.52% |
| May 31, 2026 | 73.52% |
| April 30, 2026 | 73.52% |
| March 31, 2026 | 73.52% |
| February 28, 2026 | 73.52% |
| January 31, 2026 | 73.52% |
| December 31, 2025 | 73.52% |
| November 30, 2025 | 73.52% |
| October 31, 2025 | 73.52% |
| September 30, 2025 | 73.52% |
| August 31, 2025 | 73.52% |
| July 31, 2025 | 73.52% |
| June 30, 2025 | 73.52% |
| May 31, 2025 | 73.52% |
| April 30, 2025 | 73.52% |
| March 31, 2025 | 73.52% |
| February 28, 2025 | 73.52% |
| January 31, 2025 | 73.52% |
| December 31, 2024 | 73.52% |
| November 30, 2024 | 72.89% |
| October 31, 2024 | 72.89% |
| September 30, 2024 | 72.89% |
| August 31, 2024 | 72.89% |
| July 31, 2024 | 72.89% |
| Date | Value |
|---|---|
| June 30, 2024 | 72.89% |
| May 31, 2024 | 72.89% |
| April 30, 2024 | 72.89% |
| March 31, 2024 | 72.89% |
| February 29, 2024 | 72.89% |
| January 31, 2024 | 72.89% |
| December 31, 2023 | 72.89% |
| November 30, 2023 | 72.89% |
| October 31, 2023 | 72.89% |
| September 30, 2023 | 72.89% |
| August 31, 2023 | 72.89% |
| July 31, 2023 | 72.89% |
| June 30, 2023 | 72.89% |
| May 31, 2023 | 72.89% |
| April 30, 2023 | 72.89% |
| March 31, 2023 | 72.89% |
| February 28, 2023 | 72.89% |
| January 31, 2023 | 72.89% |
| December 31, 2022 | 72.89% |
| November 30, 2022 | 72.89% |
| October 31, 2022 | 72.89% |
| September 30, 2022 | 72.89% |
| August 31, 2022 | 72.89% |
| July 31, 2022 | 72.89% |
| June 30, 2022 | 72.89% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| APA Corp. | 73.79% |
| Barnwell Industries, Inc. | 81.25% |
| ConocoPhillips | 36.30% |
| Devon Energy Corp. | 60.83% |
| Ovintiv, Inc. | 65.22% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 15.00 |
| Beta (5Y) | -0.0703 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.78% |
| Historical Sharpe Ratio (5Y) | 0.2573 |
| Historical Sortino (5Y) | 0.4795 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.51% |