SFL Corp Ltd (SFL)
13.26
-0.07
(-0.53%)
USD |
NYSE |
May 01, 16:00
13.25
-0.01
(-0.08%)
Pre-Market: 20:00
SFL Max Drawdown (5Y): 55.47% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 55.47% |
March 31, 2024 | 55.47% |
February 29, 2024 | 55.47% |
January 31, 2024 | 55.47% |
December 31, 2023 | 55.47% |
November 30, 2023 | 55.47% |
October 31, 2023 | 55.47% |
September 30, 2023 | 55.47% |
August 31, 2023 | 55.47% |
July 31, 2023 | 55.47% |
June 30, 2023 | 55.47% |
May 31, 2023 | 55.47% |
April 30, 2023 | 55.47% |
March 31, 2023 | 55.47% |
February 28, 2023 | 55.47% |
January 31, 2023 | 55.47% |
December 31, 2022 | 55.47% |
November 30, 2022 | 55.47% |
October 31, 2022 | 55.47% |
September 30, 2022 | 55.47% |
August 31, 2022 | 55.47% |
July 31, 2022 | 55.47% |
June 30, 2022 | 55.47% |
May 31, 2022 | 55.47% |
April 30, 2022 | 55.47% |
Date | Value |
---|---|
March 31, 2022 | 55.47% |
February 28, 2022 | 55.47% |
January 31, 2022 | 55.47% |
December 31, 2021 | 55.47% |
November 30, 2021 | 55.47% |
October 31, 2021 | 55.47% |
September 30, 2021 | 55.47% |
August 31, 2021 | 55.47% |
July 31, 2021 | 55.47% |
June 30, 2021 | 55.47% |
May 31, 2021 | 55.47% |
April 30, 2021 | 55.47% |
March 31, 2021 | 55.47% |
February 28, 2021 | 55.47% |
January 31, 2021 | 55.47% |
December 31, 2020 | 55.47% |
November 30, 2020 | 53.59% |
October 31, 2020 | 53.59% |
September 30, 2020 | 53.59% |
August 31, 2020 | 53.59% |
July 31, 2020 | 53.59% |
June 30, 2020 | 53.59% |
May 31, 2020 | 53.59% |
April 30, 2020 | 53.59% |
March 31, 2020 | 53.59% |
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
40.10%
Minimum
May 2019
55.47%
Maximum
Dec 2020
52.63%
Average
55.47%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Nordic American Tankers Ltd | 86.52% |
Ardmore Shipping Corp | 76.86% |
Costamare Inc | 75.12% |
United Maritime Corp | -- |
Toro Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.253 |
Beta (5Y) | 0.6549 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.76% |
Historical Sharpe Ratio (5Y) | 0.261 |
Historical Sortino (5Y) | 0.4006 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.90% |