Stolt-Nielsen Ltd (SOIEF)
45.50
0.00 (0.00%)
USD |
OTCM |
May 16, 16:00
Stolt-Nielsen Max Drawdown (5Y): 62.66% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 62.66% |
March 31, 2024 | 62.66% |
February 29, 2024 | 62.66% |
January 31, 2024 | 62.66% |
December 31, 2023 | 62.66% |
November 30, 2023 | 62.66% |
October 31, 2023 | 62.66% |
September 30, 2023 | 62.66% |
August 31, 2023 | 62.66% |
July 31, 2023 | 62.66% |
June 30, 2023 | 62.66% |
May 31, 2023 | 62.66% |
April 30, 2023 | 62.66% |
March 31, 2023 | 62.66% |
February 28, 2023 | 62.66% |
January 31, 2023 | 62.66% |
December 31, 2022 | 62.66% |
November 30, 2022 | 62.66% |
October 31, 2022 | 62.66% |
September 30, 2022 | 62.66% |
August 31, 2022 | 62.66% |
July 31, 2022 | 62.66% |
June 30, 2022 | 62.66% |
May 31, 2022 | 62.66% |
April 30, 2022 | 62.66% |
Date | Value |
---|---|
March 31, 2022 | 62.66% |
February 28, 2022 | 62.66% |
January 31, 2022 | 62.66% |
December 31, 2021 | 62.66% |
November 30, 2021 | 62.66% |
October 31, 2021 | 62.66% |
September 30, 2021 | 62.66% |
August 31, 2021 | 62.66% |
July 31, 2021 | 62.66% |
June 30, 2021 | 62.66% |
May 31, 2021 | 62.66% |
April 30, 2021 | 62.66% |
March 31, 2021 | 62.66% |
February 28, 2021 | 62.66% |
January 31, 2021 | 62.66% |
December 31, 2020 | 65.27% |
November 30, 2020 | 66.38% |
October 31, 2020 | 66.38% |
September 30, 2020 | 66.38% |
August 31, 2020 | 66.38% |
July 31, 2020 | 66.38% |
June 30, 2020 | 66.38% |
May 31, 2020 | 66.38% |
April 30, 2020 | 66.38% |
March 31, 2020 | 66.38% |
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
62.66%
Minimum
Jan 2021
66.38%
Maximum
May 2019
63.88%
Average
62.66%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
Eagle Bulk Shipping Inc (DELISTED) | 99.83% |
Kirby Corp | 63.34% |
Nordic American Tankers Ltd | 86.52% |
Pangaea Logistics Solutions Ltd | 65.96% |
OceanPal Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 24.82 |
Beta (5Y) | 0.6326 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.62% |
Historical Sharpe Ratio (5Y) | 0.8252 |
Historical Sortino (5Y) | 1.120 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.82% |