Pacific Coast Oil Trust (ROYTL)
0.37
0.00 (0.00%)
USD |
OTCM |
May 20, 09:30
Pacific Coast Oil Trust Max Drawdown (5Y): 98.03% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 98.03% |
| March 31, 2024 | 98.03% |
| February 29, 2024 | 98.03% |
| January 31, 2024 | 98.03% |
| December 31, 2023 | 98.03% |
| November 30, 2023 | 98.03% |
| October 31, 2023 | 98.03% |
| September 30, 2023 | 98.03% |
| August 31, 2023 | 98.03% |
| July 31, 2023 | 98.03% |
| June 30, 2023 | 98.03% |
| May 31, 2023 | 98.03% |
| April 30, 2023 | 98.03% |
| March 31, 2023 | 98.03% |
| February 28, 2023 | 98.03% |
| January 31, 2023 | 98.03% |
| December 31, 2022 | 98.03% |
| November 30, 2022 | 98.03% |
| October 31, 2022 | 98.03% |
| September 30, 2022 | 98.03% |
| August 31, 2022 | 98.03% |
| July 31, 2022 | 98.03% |
| June 30, 2022 | 98.03% |
| May 31, 2022 | 98.03% |
| April 30, 2022 | 98.03% |
| Date | Value |
|---|---|
| March 31, 2022 | 98.03% |
| February 28, 2022 | 98.03% |
| January 31, 2022 | 98.03% |
| December 31, 2021 | 98.03% |
| November 30, 2021 | 98.03% |
| October 31, 2021 | 98.03% |
| September 30, 2021 | 97.40% |
| August 31, 2021 | 97.40% |
| July 31, 2021 | 97.40% |
| June 30, 2021 | 97.40% |
| May 31, 2021 | 97.40% |
| April 30, 2021 | 97.40% |
| March 31, 2021 | 97.40% |
| February 28, 2021 | 97.40% |
| January 31, 2021 | 97.40% |
| December 31, 2020 | 97.40% |
| November 30, 2020 | 97.24% |
| October 31, 2020 | 97.24% |
| September 30, 2020 | 97.24% |
| August 31, 2020 | 95.76% |
| July 31, 2020 | 95.76% |
| June 30, 2020 | 95.76% |
| May 31, 2020 | 95.76% |
| April 30, 2020 | 95.76% |
| March 31, 2020 | 95.76% |
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
94.76%
Minimum
May 2019
98.03%
Maximum
Oct 2021
97.18%
Average
98.03%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Evolution Petroleum Corp | 80.49% |
| Houston American Energy Corp | 91.28% |
| Tellurian Inc | 96.62% |
| Mexco Energy Corp | 79.82% |
| Riley Exploration Permian Inc | 92.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -39.23 |
| Beta (5Y) | 0.7389 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 112.7% |
| Historical Sharpe Ratio (5Y) | -0.275 |
| Historical Sortino (5Y) | -0.4864 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 42.66% |