Sitio Royalties Corp (STR)

18.75 -0.12 (-0.64%) USD  |  NYSE  |  Dec 20, 16:00
18.77 +0.02 (+0.11%) After-Hours: 20:00
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Sitio Royalties Max Drawdown (5Y): 84.63% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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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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Kimbell Royalty Partners LP 80.90%
Enterprise Products Partners LP 58.03%
Northern Oil & Gas Inc 94.08%
Permian Resources Corp 98.91%
Civitas Resources Inc 99.73%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -24.31
Beta (5Y) 1.739
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 51.56%
Historical Sharpe Ratio (5Y) -0.0212
Historical Sortino (5Y) -0.0314
Monthly Value at Risk (VaR) 5% (5Y Lookback) 21.56%