Euroseas Ltd (ESEA)

34.22 +1.13 (+3.41%) USD  |  NASDAQ  |  Dec 20, 16:00
34.06 -0.16 (-0.47%) After-Hours: 20:00
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Euroseas Max Drawdown (5Y): 97.06% 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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Seanergy Maritime Holdings Corp 99.98%
Danaos Corp 97.00%
Global Ship Lease Inc 94.39%
EuroDry Ltd 74.32%
Capital Clean Energy Carriers Corp 86.61%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 50.96
Beta (5Y) 0.8864
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 72.23%
Historical Sharpe Ratio (5Y) 0.8695
Historical Sortino (5Y) 2.037
Monthly Value at Risk (VaR) 5% (5Y Lookback) 21.36%