Pangaea Logistics Solutions Ltd (PANL)
7.225
+0.04
(+0.49%)
USD |
NASDAQ |
May 01, 10:55
Pangaea Logistics Solutions Max Drawdown (5Y): 65.96% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 65.96% |
| March 31, 2024 | 67.36% |
| February 29, 2024 | 67.99% |
| January 31, 2024 | 68.81% |
| December 31, 2023 | 69.60% |
| November 30, 2023 | 71.33% |
| October 31, 2023 | 72.31% |
| September 30, 2023 | 72.32% |
| August 31, 2023 | 72.32% |
| July 31, 2023 | 72.32% |
| June 30, 2023 | 72.32% |
| May 31, 2023 | 72.32% |
| April 30, 2023 | 72.32% |
| March 31, 2023 | 72.32% |
| February 28, 2023 | 72.32% |
| January 31, 2023 | 75.96% |
| December 31, 2022 | 75.96% |
| November 30, 2022 | 78.82% |
| October 31, 2022 | 78.82% |
| September 30, 2022 | 78.82% |
| August 31, 2022 | 78.82% |
| July 31, 2022 | 78.82% |
| June 30, 2022 | 78.82% |
| May 31, 2022 | 78.82% |
| April 30, 2022 | 78.82% |
| Date | Value |
|---|---|
| March 31, 2022 | 78.82% |
| February 28, 2022 | 78.82% |
| January 31, 2022 | 78.82% |
| December 31, 2021 | 78.82% |
| November 30, 2021 | 78.82% |
| October 31, 2021 | 78.82% |
| September 30, 2021 | 78.82% |
| August 31, 2021 | 78.82% |
| July 31, 2021 | 78.82% |
| June 30, 2021 | 78.82% |
| May 31, 2021 | 78.82% |
| April 30, 2021 | 78.82% |
| March 31, 2021 | 78.82% |
| February 28, 2021 | 78.82% |
| January 31, 2021 | 78.82% |
| December 31, 2020 | 78.92% |
| November 30, 2020 | 79.11% |
| October 31, 2020 | 79.11% |
| September 30, 2020 | 79.11% |
| August 31, 2020 | 79.11% |
| July 31, 2020 | 79.11% |
| June 30, 2020 | 79.11% |
| May 31, 2020 | 79.11% |
| April 30, 2020 | 79.11% |
| March 31, 2020 | 79.11% |
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
65.96%
Minimum
Apr 2024
79.11%
Maximum
May 2019
76.81%
Average
78.82%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
| Eagle Bulk Shipping Inc (DELISTED) | 99.83% |
| Kirby Corp | 63.34% |
| Matson Inc | 53.61% |
| Genco Shipping & Trading Ltd | 95.94% |
| Seacor Marine Holdings Inc | 94.11% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 9.096 |
| Beta (5Y) | 0.8147 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.56% |
| Historical Sharpe Ratio (5Y) | 0.3904 |
| Historical Sortino (5Y) | 0.6708 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.44% |