EuroDry Ltd (EDRY)
16.60
-0.34
(-2.04%)
USD |
NASDAQ |
Nov 04, 16:00
16.42
-0.18
(-1.11%)
After-Hours: 20:00
EuroDry Max Drawdown (5Y): 74.32% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 74.32% |
| August 31, 2024 | 74.32% |
| July 31, 2024 | 74.32% |
| June 30, 2024 | 74.32% |
| May 31, 2024 | 74.32% |
| April 30, 2024 | 74.32% |
| March 31, 2024 | 74.32% |
| February 29, 2024 | 74.32% |
| January 31, 2024 | 74.32% |
| December 31, 2023 | 74.32% |
| November 30, 2023 | 74.32% |
| October 31, 2023 | 74.32% |
| September 30, 2023 | 74.32% |
| August 31, 2023 | 74.32% |
| July 31, 2023 | 74.32% |
| June 30, 2023 | 74.32% |
| May 31, 2023 | 74.32% |
| April 30, 2023 | 74.32% |
| March 31, 2023 | 74.32% |
| February 28, 2023 | 74.32% |
| January 31, 2023 | 74.32% |
| December 31, 2022 | 74.32% |
| November 30, 2022 | 74.32% |
| October 31, 2022 | 74.32% |
| September 30, 2022 | 74.32% |
| Date | Value |
|---|---|
| August 31, 2022 | 74.32% |
| July 31, 2022 | 74.32% |
| June 30, 2022 | 74.32% |
| May 31, 2022 | 74.32% |
| April 30, 2022 | 74.32% |
| March 31, 2022 | 74.32% |
| February 28, 2022 | 74.32% |
| January 31, 2022 | 74.32% |
| December 31, 2021 | 74.32% |
| November 30, 2021 | 74.32% |
| October 31, 2021 | 74.32% |
| September 30, 2021 | 74.32% |
| August 31, 2021 | 74.32% |
| July 31, 2021 | 74.32% |
| June 30, 2021 | 74.32% |
| May 31, 2021 | 74.32% |
| April 30, 2021 | 74.32% |
| March 31, 2021 | 74.32% |
| February 28, 2021 | 74.32% |
| January 31, 2021 | 74.32% |
| December 31, 2020 | 74.32% |
| November 30, 2020 | 74.32% |
| October 31, 2020 | 74.32% |
| September 30, 2020 | 74.32% |
| August 31, 2020 | 74.32% |
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
48.94%
Minimum
Nov 2019
74.32%
Maximum
Jun 2020
72.64%
Average
74.32%
Median
Jun 2020
Max Drawdown (5Y) Benchmarks
| Star Bulk Carriers Corp | 75.92% |
| Euroseas Ltd | 96.83% |
| Capital Clean Energy Carriers Corp | 85.88% |
| StealthGas Inc | 75.07% |
| Seanergy Maritime Holdings Corp | 99.98% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.764 |
| Beta (5Y) | 0.7779 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 74.43% |
| Historical Sharpe Ratio (5Y) | 0.2472 |
| Historical Sortino (5Y) | 0.5545 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.98% |