Sabine Royalty Trust (SBR)
71.28
+0.87
(+1.24%)
USD |
NYSE |
Oct 05, 16:00
71.28
0.00 (0.00%)
After-Hours: 20:00
Sabine Royalty Trust Max Drawdown (5Y) : 34.53% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 34.53% |
| August 31, 2026 | 34.53% |
| July 31, 2026 | 34.53% |
| June 30, 2026 | 34.53% |
| May 31, 2026 | 34.53% |
| April 30, 2026 | 34.53% |
| March 31, 2026 | 34.53% |
| February 28, 2026 | 34.61% |
| January 31, 2026 | 35.09% |
| December 31, 2025 | 36.86% |
| November 30, 2025 | 38.68% |
| October 31, 2025 | 42.51% |
| September 30, 2025 | 42.51% |
| August 31, 2025 | 42.51% |
| July 31, 2025 | 42.51% |
| June 30, 2025 | 42.51% |
| May 31, 2025 | 43.52% |
| April 30, 2025 | 48.69% |
| March 31, 2025 | 48.69% |
| February 28, 2025 | 50.73% |
| January 31, 2025 | 50.73% |
| December 31, 2024 | 50.73% |
| November 30, 2024 | 50.73% |
| October 31, 2024 | 50.73% |
| September 30, 2024 | 50.73% |
| Date | Value |
|---|---|
| August 31, 2024 | 50.73% |
| July 31, 2024 | 50.73% |
| June 30, 2024 | 50.73% |
| May 31, 2024 | 50.73% |
| April 30, 2024 | 50.73% |
| March 31, 2024 | 50.73% |
| February 29, 2024 | 50.73% |
| January 31, 2024 | 50.73% |
| December 31, 2023 | 50.73% |
| November 30, 2023 | 50.73% |
| October 31, 2023 | 50.73% |
| September 30, 2023 | 50.73% |
| August 31, 2023 | 50.73% |
| July 31, 2023 | 50.73% |
| June 30, 2023 | 50.73% |
| May 31, 2023 | 50.73% |
| April 30, 2023 | 50.73% |
| March 31, 2023 | 50.73% |
| February 28, 2023 | 50.73% |
| January 31, 2023 | 50.73% |
| December 31, 2022 | 50.73% |
| November 30, 2022 | 50.73% |
| October 31, 2022 | 50.73% |
| September 30, 2022 | 50.73% |
| August 31, 2022 | 50.73% |
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
| Mesa Royalty Trust | 91.63% |
| San Juan Basin Royalty Trust | 80.04% |
| Texas Pacific Land Corp. | 52.51% |
| VOC Energy Trust | 75.48% |
| AMEN Properties, Inc. | 50.33% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 13.71 |
| Beta (5Y) | 0.2914 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.66% |
| Historical Sharpe Ratio (5Y) | 0.5607 |
| Historical Sortino (5Y) | 0.9855 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.12% |