Euroseas Ltd (ESEA)
39.45
-2.85
(-6.74%)
USD |
NASDAQ |
Nov 21, 16:00
39.41
-0.04
(-0.10%)
Pre-Market: 20:00
Euroseas Max Drawdown (5Y): 97.06% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 97.06% |
September 30, 2024 | 97.06% |
August 31, 2024 | 97.06% |
July 31, 2024 | 97.06% |
June 30, 2024 | 97.06% |
May 31, 2024 | 97.06% |
April 30, 2024 | 97.06% |
March 31, 2024 | 97.06% |
February 29, 2024 | 97.06% |
January 31, 2024 | 97.06% |
December 31, 2023 | 97.06% |
November 30, 2023 | 97.06% |
October 31, 2023 | 97.06% |
September 30, 2023 | 97.06% |
August 31, 2023 | 97.06% |
July 31, 2023 | 97.06% |
June 30, 2023 | 97.06% |
May 31, 2023 | 97.06% |
April 30, 2023 | 97.06% |
March 31, 2023 | 97.06% |
February 28, 2023 | 97.06% |
January 31, 2023 | 97.06% |
December 31, 2022 | 97.06% |
November 30, 2022 | 97.06% |
October 31, 2022 | 97.06% |
Date | Value |
---|---|
September 30, 2022 | 97.06% |
August 31, 2022 | 97.06% |
July 31, 2022 | 97.06% |
June 30, 2022 | 97.06% |
May 31, 2022 | 97.06% |
April 30, 2022 | 97.06% |
March 31, 2022 | 97.06% |
February 28, 2022 | 97.06% |
January 31, 2022 | 97.06% |
December 31, 2021 | 97.06% |
November 30, 2021 | 97.06% |
October 31, 2021 | 97.06% |
September 30, 2021 | 97.06% |
August 31, 2021 | 97.06% |
July 31, 2021 | 97.06% |
June 30, 2021 | 97.06% |
May 31, 2021 | 97.06% |
April 30, 2021 | 97.06% |
March 31, 2021 | 97.06% |
February 28, 2021 | 97.06% |
January 31, 2021 | 97.06% |
December 31, 2020 | 97.06% |
November 30, 2020 | 97.06% |
October 31, 2020 | 97.06% |
September 30, 2020 | 97.06% |
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
95.63%
Minimum
Nov 2019
97.06%
Maximum
Mar 2020
96.97%
Average
97.06%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Seanergy Maritime Holdings Corp | 99.98% |
EuroDry Ltd | -- |
Star Bulk Carriers Corp | 78.00% |
C.H. Robinson Worldwide Inc | 40.56% |
Capital Clean Energy Carriers Corp | 86.61% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 41.45 |
Beta (5Y) | 0.8784 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 72.52% |
Historical Sharpe Ratio (5Y) | 0.7279 |
Historical Sortino (5Y) | 1.696 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.71% |