San Juan Basin Royalty Trust (SJT)
3.92
-0.08
(-2.00%)
USD |
NYSE |
Nov 15, 12:27
San Juan Basin Royalty Trust Max Drawdown (5Y): 81.52% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 81.52% |
| September 30, 2024 | 81.52% |
| August 31, 2024 | 81.52% |
| July 31, 2024 | 81.52% |
| June 30, 2024 | 84.15% |
| May 31, 2024 | 84.15% |
| April 30, 2024 | 84.15% |
| March 31, 2024 | 84.15% |
| February 29, 2024 | 84.15% |
| January 31, 2024 | 84.15% |
| December 31, 2023 | 84.15% |
| November 30, 2023 | 84.15% |
| October 31, 2023 | 84.15% |
| September 30, 2023 | 84.15% |
| August 31, 2023 | 84.15% |
| July 31, 2023 | 84.15% |
| June 30, 2023 | 84.15% |
| May 31, 2023 | 84.15% |
| April 30, 2023 | 84.15% |
| March 31, 2023 | 84.15% |
| February 28, 2023 | 84.15% |
| January 31, 2023 | 84.15% |
| December 31, 2022 | 84.15% |
| November 30, 2022 | 84.15% |
| October 31, 2022 | 84.15% |
| Date | Value |
|---|---|
| September 30, 2022 | 84.15% |
| August 31, 2022 | 84.15% |
| July 31, 2022 | 84.15% |
| June 30, 2022 | 84.15% |
| May 31, 2022 | 84.15% |
| April 30, 2022 | 84.15% |
| March 31, 2022 | 84.15% |
| February 28, 2022 | 84.15% |
| January 31, 2022 | 84.15% |
| December 31, 2021 | 84.15% |
| November 30, 2021 | 84.15% |
| October 31, 2021 | 84.15% |
| September 30, 2021 | 84.15% |
| August 31, 2021 | 84.15% |
| July 31, 2021 | 84.15% |
| June 30, 2021 | 84.15% |
| May 31, 2021 | 84.15% |
| April 30, 2021 | 84.15% |
| March 31, 2021 | 84.15% |
| February 28, 2021 | 84.15% |
| January 31, 2021 | 84.15% |
| December 31, 2020 | 84.15% |
| November 30, 2020 | 84.15% |
| October 31, 2020 | 84.15% |
| September 30, 2020 | 84.15% |
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
81.52%
Minimum
Jul 2024
84.15%
Maximum
Nov 2019
83.98%
Average
84.15%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Dorchester Minerals LP | 56.78% |
| APA Corp | 93.49% |
| Patterson-UTI Energy Inc | 94.04% |
| Battalion Oil Corp | -- |
| Chord Energy Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.771 |
| Beta (5Y) | 0.8007 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.66% |
| Historical Sharpe Ratio (5Y) | 0.3087 |
| Historical Sortino (5Y) | 0.6459 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.42% |