EuroDry Ltd (EDRY)

10.66 0.00 (0.00%) USD  |  NASDAQ  |  Dec 20, 16:00
10.75 +0.08 (+0.80%) After-Hours: 20:00
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EuroDry Max Drawdown (5Y): 74.32% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Star Bulk Carriers Corp 76.43%
Danaos Corp 97.00%
Euroseas Ltd 97.06%
Capital Clean Energy Carriers Corp 86.61%
Seanergy Maritime Holdings Corp 99.98%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.134
Beta (5Y) 0.7300
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 75.19%
Historical Sharpe Ratio (5Y) 0.1146
Historical Sortino (5Y) 0.2546
Monthly Value at Risk (VaR) 5% (5Y Lookback) 25.27%