EuroDry Ltd (EDRY)
14.38
-0.03
(-0.21%)
USD |
NASDAQ |
Nov 22, 13:21
EuroDry 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
| Star Bulk Carriers Corp | 78.00% |
| Euroseas Ltd | 97.06% |
| Danaos Corp | 97.00% |
| Capital Clean Energy Carriers Corp | 86.61% |
| StealthGas Inc | 75.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.442 |
| Beta (5Y) | 0.7993 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 74.49% |
| Historical Sharpe Ratio (5Y) | 0.1847 |
| Historical Sortino (5Y) | 0.4162 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.98% |