Frontline PLC (FRO)
23.72
+0.28
(+1.22%)
USD |
NYSE |
Apr 26, 12:57
Frontline Max Drawdown (5Y): 66.54% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 66.54% |
| February 29, 2024 | 66.54% |
| January 31, 2024 | 66.54% |
| December 31, 2023 | 67.79% |
| November 30, 2023 | 74.54% |
| October 31, 2023 | 74.54% |
| September 30, 2023 | 74.54% |
| August 31, 2023 | 74.54% |
| July 31, 2023 | 74.54% |
| June 30, 2023 | 75.71% |
| May 31, 2023 | 78.80% |
| April 30, 2023 | 78.80% |
| March 31, 2023 | 78.80% |
| February 28, 2023 | 79.80% |
| January 31, 2023 | 79.80% |
| December 31, 2022 | 80.80% |
| November 30, 2022 | 81.60% |
| October 31, 2022 | 81.60% |
| September 30, 2022 | 81.60% |
| August 31, 2022 | 81.60% |
| July 31, 2022 | 81.60% |
| June 30, 2022 | 81.60% |
| May 31, 2022 | 81.60% |
| April 30, 2022 | 81.60% |
| March 31, 2022 | 81.60% |
| Date | Value |
|---|---|
| February 28, 2022 | 81.60% |
| January 31, 2022 | 81.60% |
| December 31, 2021 | 81.60% |
| November 30, 2021 | 81.60% |
| October 31, 2021 | 81.60% |
| September 30, 2021 | 81.60% |
| August 31, 2021 | 81.60% |
| July 31, 2021 | 81.60% |
| June 30, 2021 | 81.60% |
| May 31, 2021 | 81.60% |
| April 30, 2021 | 81.60% |
| March 31, 2021 | 81.60% |
| February 28, 2021 | 88.53% |
| January 31, 2021 | 90.61% |
| December 31, 2020 | 91.27% |
| November 30, 2020 | 92.78% |
| October 31, 2020 | 92.78% |
| September 30, 2020 | 92.78% |
| August 31, 2020 | 92.78% |
| July 31, 2020 | 92.78% |
| June 30, 2020 | 92.78% |
| May 31, 2020 | 92.78% |
| April 30, 2020 | 92.78% |
| March 31, 2020 | 92.78% |
| February 29, 2020 | 92.78% |
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
66.54%
Minimum
Jan 2024
96.68%
Maximum
Apr 2019
84.31%
Average
81.60%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
| Scorpio Tankers Inc | 87.01% |
| International Seaways Inc | 57.48% |
| Euronav NV | 45.10% |
| DHT Holdings Inc | 39.57% |
| Dorian LPG Ltd | 63.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 37.01 |
| Beta (5Y) | 0.0642 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.28% |
| Historical Sharpe Ratio (5Y) | 0.7682 |
| Historical Sortino (5Y) | 1.423 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.95% |