San Juan Basin Royalty Trust (SJT)

3.88 -0.02 (-0.51%) USD  |  NYSE  |  Dec 20, 16:00
3.83 -0.05 (-1.29%) After-Hours: 20:00
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San Juan Basin Royalty Trust Max Drawdown (5Y): 82.21% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Dorchester Minerals LP 56.78%
Barnwell Industries Inc 89.74%
CKX Lands Inc 54.31%
Evolution Petroleum Corp 80.49%
Houston American Energy Corp 91.33%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 11.75
Beta (5Y) 0.8327
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 58.58%
Historical Sharpe Ratio (5Y) 0.3905
Historical Sortino (5Y) 0.8153
Monthly Value at Risk (VaR) 5% (5Y Lookback) 23.42%