Marine Petroleum Trust (MARPS)
4.29
-0.06
(-1.38%)
USD |
NASDAQ |
Apr 24, 15:51
Marine Petroleum Trust Max Drawdown (5Y): 85.28% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 85.28% |
February 29, 2024 | 85.28% |
January 31, 2024 | 85.28% |
December 31, 2023 | 85.28% |
November 30, 2023 | 86.32% |
October 31, 2023 | 87.17% |
September 30, 2023 | 90.59% |
August 31, 2023 | 90.59% |
July 31, 2023 | 90.59% |
June 30, 2023 | 90.59% |
May 31, 2023 | 90.59% |
April 30, 2023 | 90.59% |
March 31, 2023 | 90.59% |
February 28, 2023 | 90.59% |
January 31, 2023 | 90.59% |
December 31, 2022 | 90.59% |
November 30, 2022 | 90.59% |
October 31, 2022 | 90.59% |
September 30, 2022 | 90.59% |
August 31, 2022 | 90.59% |
July 31, 2022 | 90.59% |
June 30, 2022 | 90.59% |
May 31, 2022 | 90.59% |
April 30, 2022 | 90.59% |
March 31, 2022 | 90.59% |
Date | Value |
---|---|
February 28, 2022 | 90.59% |
January 31, 2022 | 90.59% |
December 31, 2021 | 90.59% |
November 30, 2021 | 90.59% |
October 31, 2021 | 90.59% |
September 30, 2021 | 90.59% |
August 31, 2021 | 90.59% |
July 31, 2021 | 90.59% |
June 30, 2021 | 90.59% |
May 31, 2021 | 90.59% |
April 30, 2021 | 90.59% |
March 31, 2021 | 90.59% |
February 28, 2021 | 90.59% |
January 31, 2021 | 90.59% |
December 31, 2020 | 90.59% |
November 30, 2020 | 90.59% |
October 31, 2020 | 90.59% |
September 30, 2020 | 90.59% |
August 31, 2020 | 90.59% |
July 31, 2020 | 90.59% |
June 30, 2020 | 90.59% |
May 31, 2020 | 90.59% |
April 30, 2020 | 90.59% |
March 31, 2020 | 90.59% |
February 29, 2020 | 90.59% |
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
85.28%
Minimum
Dec 2023
90.59%
Maximum
Apr 2019
90.11%
Average
90.59%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
BP Prudhoe Bay Royalty Trust | 95.69% |
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) | 17.77 |
Beta (5Y) | 0.1428 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 100.3% |
Historical Sharpe Ratio (5Y) | 0.1957 |
Historical Sortino (5Y) | 0.7109 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.27% |