Sitio Royalties Corp (STR)
24.64
-0.04
(-0.16%)
USD |
NYSE |
Nov 21, 16:00
24.55
-0.09
(-0.37%)
Pre-Market: 08:35
Sitio Royalties Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
| 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) | 1.743 |
| 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% |