Overseas Shipholding Group Inc (OSG)
6.32
-0.06
(-0.94%)
USD |
NYSE |
May 03, 16:00
6.325
0.00 (0.00%)
After-Hours: 20:00
Overseas Shipholding Group Max Drawdown (5Y): 74.95% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 74.95% |
March 31, 2024 | 75.90% |
February 29, 2024 | 76.37% |
January 31, 2024 | 76.37% |
December 31, 2023 | 76.37% |
November 30, 2023 | 76.37% |
October 31, 2023 | 76.37% |
September 30, 2023 | 76.37% |
August 31, 2023 | 76.37% |
July 31, 2023 | 76.37% |
June 30, 2023 | 76.37% |
May 31, 2023 | 76.37% |
April 30, 2023 | 76.37% |
March 31, 2023 | 76.37% |
February 28, 2023 | 76.37% |
January 31, 2023 | 76.37% |
December 31, 2022 | 76.37% |
November 30, 2022 | 76.37% |
October 31, 2022 | 76.37% |
September 30, 2022 | 76.37% |
August 31, 2022 | 76.37% |
July 31, 2022 | 76.37% |
June 30, 2022 | 76.37% |
May 31, 2022 | 76.37% |
April 30, 2022 | 76.37% |
Date | Value |
---|---|
March 31, 2022 | 76.37% |
February 28, 2022 | 76.37% |
January 31, 2022 | 76.37% |
December 31, 2021 | 76.37% |
November 30, 2021 | 76.37% |
October 31, 2021 | 76.37% |
September 30, 2021 | 76.37% |
August 31, 2021 | 76.37% |
July 31, 2021 | 76.37% |
June 30, 2021 | 76.37% |
May 31, 2021 | 76.37% |
April 30, 2021 | 76.37% |
March 31, 2021 | 76.37% |
February 28, 2021 | 76.37% |
January 31, 2021 | 76.37% |
December 31, 2020 | 76.37% |
November 30, 2020 | 76.37% |
October 31, 2020 | 76.37% |
September 30, 2020 | 76.37% |
August 31, 2020 | 76.37% |
July 31, 2020 | 76.37% |
June 30, 2020 | 76.37% |
May 31, 2020 | 76.37% |
April 30, 2020 | 76.37% |
March 31, 2020 | 76.37% |
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
74.95%
Minimum
Apr 2024
76.37%
Maximum
May 2019
76.34%
Average
76.37%
Median
May 2019
Max Drawdown (5Y) Benchmarks
BP Prudhoe Bay Royalty Trust | 95.69% |
Genesis Energy LP | 90.81% |
Marine Petroleum Trust | 85.28% |
NGL Energy Partners LP | 91.98% |
Plains GP Holdings LP | 97.82% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 21.44 |
Beta (5Y) | 0.3882 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.70% |
Historical Sharpe Ratio (5Y) | 0.6331 |
Historical Sortino (5Y) | 1.316 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.31% |