Genco Shipping & Trading Ltd (GNK)
21.88
+0.12
(+0.55%)
USD |
NYSE |
May 02, 11:06
Genco Shipping & Trading Max Drawdown (5Y): 95.94% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 95.94% |
| March 31, 2024 | 96.66% |
| February 29, 2024 | 96.66% |
| January 31, 2024 | 96.66% |
| December 31, 2023 | 96.66% |
| November 30, 2023 | 96.66% |
| October 31, 2023 | 96.66% |
| September 30, 2023 | 96.66% |
| August 31, 2023 | 96.66% |
| July 31, 2023 | 96.66% |
| June 30, 2023 | 96.66% |
| May 31, 2023 | 96.66% |
| April 30, 2023 | 96.66% |
| March 31, 2023 | 96.66% |
| February 28, 2023 | 96.66% |
| January 31, 2023 | 96.66% |
| December 31, 2022 | 96.66% |
| November 30, 2022 | 96.66% |
| October 31, 2022 | 96.66% |
| September 30, 2022 | 96.66% |
| August 31, 2022 | 96.66% |
| July 31, 2022 | 96.66% |
| June 30, 2022 | 96.66% |
| May 31, 2022 | 96.66% |
| April 30, 2022 | 96.66% |
| Date | Value |
|---|---|
| March 31, 2022 | 96.66% |
| February 28, 2022 | 96.66% |
| January 31, 2022 | 96.66% |
| December 31, 2021 | 96.66% |
| November 30, 2021 | 96.66% |
| October 31, 2021 | 96.66% |
| September 30, 2021 | 96.86% |
| August 31, 2021 | 97.43% |
| July 31, 2021 | 97.97% |
| June 30, 2021 | 98.06% |
| May 31, 2021 | 98.25% |
| April 30, 2021 | 98.25% |
| March 31, 2021 | 98.25% |
| February 28, 2021 | 98.25% |
| January 31, 2021 | 98.25% |
| December 31, 2020 | 98.25% |
| November 30, 2020 | 98.25% |
| October 31, 2020 | 98.25% |
| September 30, 2020 | 98.25% |
| August 31, 2020 | 98.25% |
| July 31, 2020 | 98.25% |
| June 30, 2020 | 98.25% |
| May 31, 2020 | 98.25% |
| April 30, 2020 | 98.25% |
| March 31, 2020 | 98.25% |
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
95.94%
Minimum
Apr 2024
98.25%
Maximum
May 2019
97.37%
Average
96.66%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Eagle Bulk Shipping Inc (DELISTED) | 99.83% |
| Kirby Corp | 63.34% |
| Matson Inc | 53.61% |
| Pangaea Logistics Solutions Ltd | 65.96% |
| Seacor Marine Holdings Inc | 94.11% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 9.766 |
| Beta (5Y) | 1.110 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.03% |
| Historical Sharpe Ratio (5Y) | 0.4175 |
| Historical Sortino (5Y) | 0.7694 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.93% |