Sitio Royalties Corp (STR)
22.63
+0.27
(+1.21%)
USD |
NYSE |
Nov 05, 16:00
22.63
0.00 (0.00%)
After-Hours: 18:06
Sitio Royalties Max Drawdown (5Y): 84.63% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 84.63% |
| September 30, 2024 | 84.63% |
| August 31, 2024 | 84.63% |
| July 31, 2024 | 84.63% |
| June 30, 2024 | 84.63% |
| May 31, 2024 | 84.63% |
| April 30, 2024 | 84.63% |
| March 31, 2024 | 84.63% |
| February 29, 2024 | 84.63% |
| January 31, 2024 | 84.63% |
| December 31, 2023 | 84.63% |
| November 30, 2023 | 84.63% |
| October 31, 2023 | 84.63% |
| September 30, 2023 | 84.63% |
| August 31, 2023 | 84.63% |
| July 31, 2023 | 84.63% |
| June 30, 2023 | 84.63% |
| May 31, 2023 | 84.63% |
| April 30, 2023 | 84.63% |
| March 31, 2023 | 84.63% |
| February 28, 2023 | 84.63% |
| January 31, 2023 | 84.63% |
| December 31, 2022 | 84.63% |
| November 30, 2022 | 84.63% |
| October 31, 2022 | 84.63% |
| Date | Value |
|---|---|
| September 30, 2022 | 84.63% |
| August 31, 2022 | 84.63% |
| July 31, 2022 | 84.63% |
| June 30, 2022 | 84.63% |
| May 31, 2022 | 84.63% |
| April 30, 2022 | 84.63% |
| March 31, 2022 | 84.63% |
| February 28, 2022 | 84.63% |
| January 31, 2022 | 84.63% |
| December 31, 2021 | 84.63% |
| November 30, 2021 | 84.63% |
| October 31, 2021 | 84.63% |
| September 30, 2021 | 84.63% |
| August 31, 2021 | 84.63% |
| July 31, 2021 | 84.63% |
| June 30, 2021 | 84.63% |
| May 31, 2021 | 84.63% |
| April 30, 2021 | 84.63% |
| March 31, 2021 | 84.63% |
| February 28, 2021 | 84.63% |
| January 31, 2021 | 84.63% |
| December 31, 2020 | 84.63% |
| November 30, 2020 | 84.63% |
| October 31, 2020 | 84.63% |
| September 30, 2020 | 84.63% |
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
53.20%
Minimum
Nov 2019
84.63%
Maximum
Mar 2020
82.74%
Average
84.63%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Kimbell Royalty Partners LP | 80.90% |
| Evolution Petroleum Corp | 80.49% |
| Houston American Energy Corp | 91.33% |
| Mexco Energy Corp | 79.82% |
| Riley Exploration Permian Inc | 92.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.08 |
| Beta (5Y) | 1.742 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.77% |
| Historical Sharpe Ratio (5Y) | -0.0306 |
| Historical Sortino (5Y) | -0.0457 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.65% |