PermRock Royalty Trust (PRT)
3.85
+0.08
(+2.12%)
USD |
NYSE |
Nov 05, 16:00
3.85
0.00 (0.00%)
After-Hours: 18:30
PermRock Royalty Trust Max Drawdown (5Y): 91.42% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 91.42% |
| September 30, 2024 | 91.42% |
| August 31, 2024 | 91.42% |
| July 31, 2024 | 91.42% |
| June 30, 2024 | 91.42% |
| May 31, 2024 | 91.42% |
| April 30, 2024 | 91.42% |
| March 31, 2024 | 91.42% |
| February 29, 2024 | 91.42% |
| January 31, 2024 | 91.42% |
| December 31, 2023 | 91.42% |
| November 30, 2023 | 91.42% |
| October 31, 2023 | 91.42% |
| September 30, 2023 | 91.42% |
| August 31, 2023 | 91.42% |
| July 31, 2023 | 91.42% |
| June 30, 2023 | 91.42% |
| May 31, 2023 | 91.42% |
| April 30, 2023 | 91.42% |
| March 31, 2023 | 91.42% |
| February 28, 2023 | 91.42% |
| January 31, 2023 | 91.42% |
| December 31, 2022 | 91.42% |
| November 30, 2022 | 91.42% |
| October 31, 2022 | 91.42% |
| Date | Value |
|---|---|
| September 30, 2022 | 91.42% |
| August 31, 2022 | 91.42% |
| July 31, 2022 | 91.42% |
| June 30, 2022 | 91.42% |
| May 31, 2022 | 91.42% |
| April 30, 2022 | 91.42% |
| March 31, 2022 | 91.42% |
| February 28, 2022 | 91.42% |
| January 31, 2022 | 91.42% |
| December 31, 2021 | 91.42% |
| November 30, 2021 | 91.42% |
| October 31, 2021 | 91.42% |
| September 30, 2021 | 91.42% |
| August 31, 2021 | 91.42% |
| July 31, 2021 | 91.42% |
| June 30, 2021 | 91.42% |
| May 31, 2021 | 91.42% |
| April 30, 2021 | 91.42% |
| March 31, 2021 | 91.42% |
| February 28, 2021 | 91.42% |
| January 31, 2021 | 91.42% |
| December 31, 2020 | 91.42% |
| November 30, 2020 | 91.42% |
| October 31, 2020 | 91.42% |
| September 30, 2020 | 91.42% |
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
62.08%
Minimum
Nov 2019
91.42%
Maximum
Mar 2020
89.59%
Average
91.42%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| CNX Resources Corp | 81.66% |
| EQT Corp | 89.81% |
| Vivakor Inc | 97.79% |
| HighPeak Energy Inc | -- |
| Chord Energy Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.07 |
| Beta (5Y) | 0.9961 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.38% |
| Historical Sharpe Ratio (5Y) | -0.0644 |
| Historical Sortino (5Y) | -0.1118 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.04% |