Genesis Energy LP (GEL)
12.77
+0.52
(+4.24%)
USD |
NYSE |
May 03, 16:00
12.79
+0.02
(+0.16%)
Pre-Market: 20:00
Genesis Energy Max Drawdown (5Y): 90.81% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 90.81% |
March 31, 2024 | 90.81% |
February 29, 2024 | 90.81% |
January 31, 2024 | 90.81% |
December 31, 2023 | 90.81% |
November 30, 2023 | 90.81% |
October 31, 2023 | 90.81% |
September 30, 2023 | 90.81% |
August 31, 2023 | 90.81% |
July 31, 2023 | 90.81% |
June 30, 2023 | 90.81% |
May 31, 2023 | 90.81% |
April 30, 2023 | 90.81% |
March 31, 2023 | 90.81% |
February 28, 2023 | 90.81% |
January 31, 2023 | 90.81% |
December 31, 2022 | 90.81% |
November 30, 2022 | 90.81% |
October 31, 2022 | 90.81% |
September 30, 2022 | 90.81% |
August 31, 2022 | 90.81% |
July 31, 2022 | 90.81% |
June 30, 2022 | 90.81% |
May 31, 2022 | 90.81% |
April 30, 2022 | 90.81% |
Date | Value |
---|---|
March 31, 2022 | 90.81% |
February 28, 2022 | 90.81% |
January 31, 2022 | 90.81% |
December 31, 2021 | 90.81% |
November 30, 2021 | 90.81% |
October 31, 2021 | 90.81% |
September 30, 2021 | 90.81% |
August 31, 2021 | 90.81% |
July 31, 2021 | 90.81% |
June 30, 2021 | 90.81% |
May 31, 2021 | 90.81% |
April 30, 2021 | 90.81% |
March 31, 2021 | 90.81% |
February 28, 2021 | 90.81% |
January 31, 2021 | 90.81% |
December 31, 2020 | 90.81% |
November 30, 2020 | 90.81% |
October 31, 2020 | 90.81% |
September 30, 2020 | 90.81% |
August 31, 2020 | 90.81% |
July 31, 2020 | 90.81% |
June 30, 2020 | 90.81% |
May 31, 2020 | 90.81% |
April 30, 2020 | 90.81% |
March 31, 2020 | 90.81% |
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
60.54%
Minimum
May 2019
90.81%
Maximum
Mar 2020
85.91%
Average
90.81%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
BP Prudhoe Bay Royalty Trust | 95.69% |
Marine Petroleum Trust | 85.28% |
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) | -29.85 |
Beta (5Y) | 2.010 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.47% |
Historical Sharpe Ratio (5Y) | -0.1044 |
Historical Sortino (5Y) | -0.1482 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.86% |