EuroDry Ltd (EDRY)
20.30
+0.18
(+0.91%)
USD |
NASDAQ |
May 01, 16:00
20.15
-0.14
(-0.71%)
After-Hours: 20:00
EuroDry Max Drawdown (5Y): 74.32% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 74.32% |
March 31, 2024 | 74.32% |
February 29, 2024 | 74.32% |
January 31, 2024 | 74.32% |
December 31, 2023 | 74.32% |
November 30, 2023 | 74.32% |
October 31, 2023 | 74.32% |
September 30, 2023 | 74.32% |
August 31, 2023 | 74.32% |
July 31, 2023 | 74.32% |
June 30, 2023 | 74.32% |
May 31, 2023 | 74.32% |
April 30, 2023 | 74.32% |
March 31, 2023 | 74.32% |
February 28, 2023 | 74.32% |
January 31, 2023 | 74.32% |
December 31, 2022 | 74.32% |
November 30, 2022 | 74.32% |
October 31, 2022 | 74.32% |
September 30, 2022 | 74.32% |
August 31, 2022 | 74.32% |
July 31, 2022 | 74.32% |
June 30, 2022 | 74.32% |
May 31, 2022 | 74.32% |
April 30, 2022 | 74.32% |
Date | Value |
---|---|
March 31, 2022 | 74.32% |
February 28, 2022 | 74.32% |
January 31, 2022 | 74.32% |
December 31, 2021 | 74.32% |
November 30, 2021 | 74.32% |
October 31, 2021 | 74.32% |
September 30, 2021 | 74.32% |
August 31, 2021 | 74.32% |
July 31, 2021 | 74.32% |
June 30, 2021 | 74.32% |
May 31, 2021 | 74.32% |
April 30, 2021 | 74.32% |
March 31, 2021 | 74.32% |
February 28, 2021 | 74.32% |
January 31, 2021 | 74.32% |
December 31, 2020 | 74.32% |
November 30, 2020 | 74.32% |
October 31, 2020 | 74.32% |
September 30, 2020 | 74.32% |
August 31, 2020 | 74.32% |
July 31, 2020 | 74.32% |
June 30, 2020 | 74.32% |
May 31, 2020 | 73.14% |
April 30, 2020 | 67.89% |
March 31, 2020 | 66.09% |
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
44.79%
Minimum
May 2019
74.32%
Maximum
Jun 2020
70.06%
Average
74.32%
Median
Jun 2020
Max Drawdown (5Y) Benchmarks
Euroseas Ltd | 96.83% |
Star Bulk Carriers Corp | 87.26% |
Seanergy Maritime Holdings Corp | 99.98% |
United Maritime Corp | -- |
Capital Product Partners LP | 85.88% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 10.25 |
Beta (5Y) | 0.7391 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 74.25% |
Historical Sharpe Ratio (5Y) | 0.249 |
Historical Sortino (5Y) | 0.5494 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.98% |