Borr Drilling Ltd (BORR)
3.95
+0.09
(+2.33%)
USD |
NYSE |
Nov 21, 16:00
3.94
-0.01
(-0.25%)
After-Hours: 20:00
Borr Drilling Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| 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) | -60.89 |
| Beta (5Y) | 3.012 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 116.8% |
| Historical Sharpe Ratio (5Y) | -0.1884 |
| Historical Sortino (5Y) | -0.3467 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 43.60% |