Frontline PLC (FRO)

13.38 +0.04 (+0.30%) USD  |  NYSE  |  Dec 20, 16:00
13.38 0.00 (0.00%) After-Hours: 20:00
More

Frontline Max Drawdown (5Y): 52.17% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for FRO.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Genesis Energy LP 90.83%
Nordic American Tankers Ltd 79.67%
BP Prudhoe Bay Royalty Trust 95.69%
Marine Petroleum Trust 86.63%
Plains GP Holdings LP 93.92%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 15.13
Beta (5Y) 0.0012
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 48.29%
Historical Sharpe Ratio (5Y) 0.3136
Historical Sortino (5Y) 0.5812
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.14%