BP Prudhoe Bay Royalty Trust (BPT)
2.23
-0.03
(-1.33%)
USD |
NYSE |
May 03, 16:00
2.245
+0.02
(+0.67%)
Pre-Market: 20:00
BP Prudhoe Bay Royalty Trust Max Drawdown (5Y): 95.69% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 95.69% |
March 31, 2024 | 95.69% |
February 29, 2024 | 95.69% |
January 31, 2024 | 95.69% |
December 31, 2023 | 95.69% |
November 30, 2023 | 95.69% |
October 31, 2023 | 95.69% |
September 30, 2023 | 95.69% |
August 31, 2023 | 95.69% |
July 31, 2023 | 95.69% |
June 30, 2023 | 95.69% |
May 31, 2023 | 95.69% |
April 30, 2023 | 95.69% |
March 31, 2023 | 95.69% |
February 28, 2023 | 95.69% |
January 31, 2023 | 95.69% |
December 31, 2022 | 95.69% |
November 30, 2022 | 95.69% |
October 31, 2022 | 95.69% |
September 30, 2022 | 95.69% |
August 31, 2022 | 95.69% |
July 31, 2022 | 95.69% |
June 30, 2022 | 95.69% |
May 31, 2022 | 95.69% |
April 30, 2022 | 95.69% |
Date | Value |
---|---|
March 31, 2022 | 95.69% |
February 28, 2022 | 95.69% |
January 31, 2022 | 95.69% |
December 31, 2021 | 95.69% |
November 30, 2021 | 95.69% |
October 31, 2021 | 95.69% |
September 30, 2021 | 95.69% |
August 31, 2021 | 95.69% |
July 31, 2021 | 95.69% |
June 30, 2021 | 95.69% |
May 31, 2021 | 95.69% |
April 30, 2021 | 95.69% |
March 31, 2021 | 95.69% |
February 28, 2021 | 95.69% |
January 31, 2021 | 95.69% |
December 31, 2020 | 95.69% |
November 30, 2020 | 95.69% |
October 31, 2020 | 95.69% |
September 30, 2020 | 95.08% |
August 31, 2020 | 92.80% |
July 31, 2020 | 90.70% |
June 30, 2020 | 90.23% |
May 31, 2020 | 90.23% |
April 30, 2020 | 90.23% |
March 31, 2020 | 90.23% |
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
85.79%
Minimum
May 2019
95.69%
Maximum
Oct 2020
93.58%
Average
95.69%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Marine Petroleum Trust | 85.28% |
Genesis Energy LP | 90.81% |
NGL Energy Partners LP | 91.98% |
Summit Midstream Partners LP | 97.34% |
Plains GP Holdings LP | 97.82% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -31.64 |
Beta (5Y) | 0.0509 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 100.9% |
Historical Sharpe Ratio (5Y) | -0.3078 |
Historical Sortino (5Y) | -0.8533 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.98% |