Sabine Royalty Trust (SBR)
62.68
+0.85
(+1.37%)
USD |
NYSE |
Nov 21, 16:00
62.64
-0.04
(-0.06%)
Pre-Market: 20:00
Sabine Royalty Trust Max Drawdown (5Y): 50.73% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 50.73% |
September 30, 2024 | 50.73% |
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% |
Date | Value |
---|---|
September 30, 2022 | 50.73% |
August 31, 2022 | 50.73% |
July 31, 2022 | 50.73% |
June 30, 2022 | 50.73% |
May 31, 2022 | 50.73% |
April 30, 2022 | 50.73% |
March 31, 2022 | 50.73% |
February 28, 2022 | 50.73% |
January 31, 2022 | 50.73% |
December 31, 2021 | 50.73% |
November 30, 2021 | 50.73% |
October 31, 2021 | 50.73% |
September 30, 2021 | 50.73% |
August 31, 2021 | 50.73% |
July 31, 2021 | 50.73% |
June 30, 2021 | 50.73% |
May 31, 2021 | 50.73% |
April 30, 2021 | 50.73% |
March 31, 2021 | 50.73% |
February 28, 2021 | 50.73% |
January 31, 2021 | 50.73% |
December 31, 2020 | 56.32% |
November 30, 2020 | 56.32% |
October 31, 2020 | 56.32% |
September 30, 2020 | 56.32% |
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
50.73%
Minimum
Jan 2021
56.32%
Maximum
Nov 2019
52.04%
Average
50.73%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
BP Prudhoe Bay Royalty Trust | 95.69% |
Genesis Energy LP | 90.83% |
Marine Petroleum Trust | 86.63% |
NGL Energy Partners LP | 91.98% |
Plains GP Holdings LP | 93.92% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 11.91 |
Beta (5Y) | 0.4753 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.35% |
Historical Sharpe Ratio (5Y) | 0.5412 |
Historical Sortino (5Y) | 0.906 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.65% |