Borr Drilling Ltd (BORR)
4.15
+0.17
(+4.27%)
USD |
NYSE |
Nov 14, 10:56
Borr Drilling Max Drawdown (5Y): 99.06% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.06% |
| September 30, 2024 | 99.06% |
| August 31, 2024 | 99.06% |
| July 31, 2024 | 99.06% |
| June 30, 2024 | 99.06% |
| May 31, 2024 | 99.06% |
| April 30, 2024 | 99.06% |
| March 31, 2024 | 99.06% |
| February 29, 2024 | 99.06% |
| January 31, 2024 | 99.06% |
| December 31, 2023 | 99.06% |
| November 30, 2023 | 99.06% |
| October 31, 2023 | 99.06% |
| September 30, 2023 | 99.06% |
| August 31, 2023 | 99.06% |
| July 31, 2023 | 99.06% |
| June 30, 2023 | 99.06% |
| May 31, 2023 | 99.06% |
| April 30, 2023 | 99.06% |
| March 31, 2023 | 99.06% |
| February 28, 2023 | 99.06% |
| January 31, 2023 | 99.06% |
| December 31, 2022 | 99.06% |
| November 30, 2022 | 99.06% |
| October 31, 2022 | 99.06% |
| Date | Value |
|---|---|
| September 30, 2022 | 99.06% |
| August 31, 2022 | 99.06% |
| July 31, 2022 | 99.06% |
| June 30, 2022 | 99.06% |
| May 31, 2022 | 99.06% |
| April 30, 2022 | 99.06% |
| March 31, 2022 | 99.06% |
| February 28, 2022 | 99.06% |
| January 31, 2022 | 99.06% |
| December 31, 2021 | 99.06% |
| November 30, 2021 | 99.06% |
| October 31, 2021 | 99.06% |
| September 30, 2021 | 99.06% |
| August 31, 2021 | 99.06% |
| July 31, 2021 | 99.06% |
| June 30, 2021 | 99.06% |
| May 31, 2021 | 99.06% |
| April 30, 2021 | 99.06% |
| March 31, 2021 | 99.06% |
| February 28, 2021 | 99.06% |
| January 31, 2021 | 99.06% |
| December 31, 2020 | 99.06% |
| November 30, 2020 | 99.06% |
| October 31, 2020 | 99.06% |
| September 30, 2020 | 99.06% |
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
82.60%
Minimum
Nov 2019
99.06%
Maximum
Mar 2020
98.11%
Average
99.06%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Golar LNG Ltd | 90.08% |
| DHT Holdings Inc | 39.57% |
| Nordic American Tankers Ltd | 79.67% |
| Nabors Industries Ltd | 98.73% |
| Teekay Corp Ltd | 94.83% |
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% |