Sabine Royalty Trust (SBR)
74.05
-0.41
(-0.55%)
USD |
NYSE |
Aug 26, 14:21
Sabine Royalty Trust Max Drawdown (5Y) : 34.53% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| August 31, 2024 | 50.73% |
| July 31, 2024 | 50.73% |
| Date | Value |
|---|---|
| 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% |
| July 31, 2022 | 50.73% |
| June 30, 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Mesa Royalty Trust | 88.87% |
| San Juan Basin Royalty Trust | 79.88% |
| Texas Pacific Land Corp. | 52.51% |
| VOC Energy Trust | 75.48% |
| AMEN Properties, Inc. | 50.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 17.52 |
| Beta (5Y) | 0.2152 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.79% |
| Historical Sharpe Ratio (5Y) | 0.6545 |
| Historical Sortino (5Y) | 1.164 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.12% |