Permianville Royalty Trust (PVL)
1.45
-0.03
(-2.03%)
USD |
NYSE |
May 03, 16:00
1.45
0.00 (0.00%)
After-Hours: 20:00
Permianville Royalty Trust Max Drawdown (5Y): 85.56% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 85.56% |
| March 31, 2024 | 85.56% |
| February 29, 2024 | 85.56% |
| January 31, 2024 | 85.56% |
| December 31, 2023 | 85.56% |
| November 30, 2023 | 85.56% |
| October 31, 2023 | 85.56% |
| September 30, 2023 | 85.56% |
| August 31, 2023 | 85.56% |
| July 31, 2023 | 85.56% |
| June 30, 2023 | 85.56% |
| May 31, 2023 | 85.56% |
| April 30, 2023 | 85.56% |
| March 31, 2023 | 85.56% |
| February 28, 2023 | 85.56% |
| January 31, 2023 | 85.56% |
| December 31, 2022 | 85.56% |
| November 30, 2022 | 85.56% |
| October 31, 2022 | 85.56% |
| September 30, 2022 | 85.56% |
| August 31, 2022 | 85.56% |
| July 31, 2022 | 85.56% |
| June 30, 2022 | 85.56% |
| May 31, 2022 | 85.56% |
| April 30, 2022 | 85.56% |
| Date | Value |
|---|---|
| March 31, 2022 | 85.56% |
| February 28, 2022 | 85.56% |
| January 31, 2022 | 85.56% |
| December 31, 2021 | 85.56% |
| November 30, 2021 | 85.56% |
| October 31, 2021 | 85.56% |
| September 30, 2021 | 85.56% |
| August 31, 2021 | 85.56% |
| July 31, 2021 | 85.56% |
| June 30, 2021 | 85.56% |
| May 31, 2021 | 85.56% |
| April 30, 2021 | 85.56% |
| March 31, 2021 | 85.56% |
| February 28, 2021 | 85.56% |
| January 31, 2021 | 85.56% |
| December 31, 2020 | 85.56% |
| November 30, 2020 | 85.56% |
| October 31, 2020 | 88.10% |
| September 30, 2020 | 88.10% |
| August 31, 2020 | 88.10% |
| July 31, 2020 | 88.10% |
| June 30, 2020 | 88.10% |
| May 31, 2020 | 88.10% |
| April 30, 2020 | 88.10% |
| March 31, 2020 | 88.10% |
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
85.56%
Minimum
Nov 2020
88.10%
Maximum
May 2019
86.32%
Average
85.56%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| VAALCO Energy Inc | 82.57% |
| Ring Energy Inc | 97.24% |
| Evolution Petroleum Corp | 80.49% |
| Houston American Energy Corp | 91.28% |
| Tellurian Inc | 96.62% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.43 |
| Beta (5Y) | 0.9268 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.06% |
| Historical Sharpe Ratio (5Y) | -0.1075 |
| Historical Sortino (5Y) | -0.1951 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.12% |