Borr Drilling Ltd (BORR)
5.54
+0.28
(+5.32%)
USD |
NYSE |
May 03, 16:00
5.54
0.00 (0.00%)
Pre-Market: 20:00
Borr Drilling Max Drawdown (5Y): 99.06% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.06% |
March 31, 2024 | 99.06% |
February 29, 2024 | 99.06% |
January 31, 2024 | 99.06% |
December 31, 2023 | 99.06% |
November 30, 2023 | 99.06% |
October 31, 2023 | 99.06% |
September 30, 2023 | 99.06% |
August 31, 2023 | 99.06% |
July 31, 2023 | 99.06% |
June 30, 2023 | 99.06% |
May 31, 2023 | 99.06% |
April 30, 2023 | 99.06% |
March 31, 2023 | 99.06% |
February 28, 2023 | 99.06% |
January 31, 2023 | 99.06% |
December 31, 2022 | 99.06% |
November 30, 2022 | 99.06% |
October 31, 2022 | 99.06% |
September 30, 2022 | 99.06% |
August 31, 2022 | 99.06% |
July 31, 2022 | 99.06% |
June 30, 2022 | 99.06% |
May 31, 2022 | 99.06% |
April 30, 2022 | 99.06% |
Date | Value |
---|---|
March 31, 2022 | 99.06% |
February 28, 2022 | 99.06% |
January 31, 2022 | 99.06% |
December 31, 2021 | 99.06% |
November 30, 2021 | 99.06% |
October 31, 2021 | 99.06% |
September 30, 2021 | 99.06% |
August 31, 2021 | 99.06% |
July 31, 2021 | 99.06% |
June 30, 2021 | 99.06% |
May 31, 2021 | 99.06% |
April 30, 2021 | 99.06% |
March 31, 2021 | 99.06% |
February 28, 2021 | 99.06% |
January 31, 2021 | 99.06% |
December 31, 2020 | 99.06% |
November 30, 2020 | 99.06% |
October 31, 2020 | 99.06% |
September 30, 2020 | 99.06% |
August 31, 2020 | 99.06% |
July 31, 2020 | 99.06% |
June 30, 2020 | 99.06% |
May 31, 2020 | 99.06% |
April 30, 2020 | 99.06% |
March 31, 2020 | 99.06% |
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
62.24%
Minimum
May 2019
99.06%
Maximum
Mar 2020
95.60%
Average
99.06%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
DHT Holdings Inc | 39.57% |
Golar LNG Ltd | 90.08% |
Nabors Industries Ltd | 98.73% |
Teekay Corp | 94.83% |
Teekay Tankers Ltd | 86.02% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -63.70 |
Beta (5Y) | 2.965 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 119.0% |
Historical Sharpe Ratio (5Y) | -0.2577 |
Historical Sortino (5Y) | -0.4772 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 43.60% |