Permian Basin Royalty Trust (PBT)
12.01
-0.31
(-2.52%)
USD |
NYSE |
Apr 25, 16:00
12.47
+0.46
(+3.83%)
After-Hours: 20:00
Permian Basin Royalty Trust Max Drawdown (5Y): 73.89% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 73.89% |
| February 29, 2024 | 73.89% |
| January 31, 2024 | 73.89% |
| December 31, 2023 | 73.89% |
| November 30, 2023 | 73.89% |
| October 31, 2023 | 73.89% |
| September 30, 2023 | 73.89% |
| August 31, 2023 | 73.89% |
| July 31, 2023 | 73.89% |
| June 30, 2023 | 73.89% |
| May 31, 2023 | 73.89% |
| April 30, 2023 | 73.89% |
| March 31, 2023 | 73.89% |
| February 28, 2023 | 73.89% |
| January 31, 2023 | 73.89% |
| December 31, 2022 | 73.89% |
| November 30, 2022 | 73.89% |
| October 31, 2022 | 73.89% |
| September 30, 2022 | 73.89% |
| August 31, 2022 | 73.89% |
| July 31, 2022 | 73.89% |
| June 30, 2022 | 73.89% |
| May 31, 2022 | 73.89% |
| April 30, 2022 | 73.89% |
| March 31, 2022 | 73.89% |
| Date | Value |
|---|---|
| February 28, 2022 | 73.89% |
| January 31, 2022 | 73.89% |
| December 31, 2021 | 73.89% |
| November 30, 2021 | 73.89% |
| October 31, 2021 | 73.89% |
| September 30, 2021 | 73.89% |
| August 31, 2021 | 73.89% |
| July 31, 2021 | 73.89% |
| June 30, 2021 | 73.89% |
| May 31, 2021 | 73.89% |
| April 30, 2021 | 73.89% |
| March 31, 2021 | 73.89% |
| February 28, 2021 | 73.89% |
| January 31, 2021 | 73.89% |
| December 31, 2020 | 73.89% |
| November 30, 2020 | 73.89% |
| October 31, 2020 | 76.61% |
| September 30, 2020 | 76.61% |
| August 31, 2020 | 76.61% |
| July 31, 2020 | 76.61% |
| June 30, 2020 | 76.61% |
| May 31, 2020 | 76.61% |
| April 30, 2020 | 76.61% |
| March 31, 2020 | 76.61% |
| February 29, 2020 | 76.61% |
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
73.89%
Minimum
Nov 2020
76.61%
Maximum
Apr 2019
74.75%
Average
73.89%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| NuStar Energy LP | 83.24% |
| Plains All American Pipeline LP | 90.18% |
| Dorian LPG Ltd | 63.95% |
| Green Plains Partners LP (DELISTED) | -- |
| International Seaways Inc | 57.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.800 |
| Beta (5Y) | 0.5885 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.27% |
| Historical Sharpe Ratio (5Y) | 0.2719 |
| Historical Sortino (5Y) | 0.6642 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.63% |