Borr Drilling Ltd (BORR)

3.60 -0.06 (-1.64%) USD  |  NYSE  |  Dec 20, 16:00
3.615 +0.02 (+0.42%) After-Hours: 20:00
More

Borr Drilling Max Drawdown (5Y): 99.06% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for BORR.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
DHT Holdings Inc 39.57%
Golar LNG Ltd 90.08%
Nordic American Tankers Ltd 79.67%
Nabors Industries Ltd 98.73%
Teekay Corp Ltd 95.10%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -62.86
Beta (5Y) 2.953
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 116.8%
Historical Sharpe Ratio (5Y) -0.2005
Historical Sortino (5Y) -0.3718
Monthly Value at Risk (VaR) 5% (5Y Lookback) 43.60%