Frontline PLC (FRO)
19.23
-0.55
(-2.78%)
USD |
NYSE |
Nov 15, 16:00
19.23
0.00 (0.00%)
After-Hours: 19:49
Frontline Max Drawdown (5Y): 51.73% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 51.73% |
| September 30, 2024 | 51.73% |
| August 31, 2024 | 51.73% |
| July 31, 2024 | 51.73% |
| June 30, 2024 | 57.71% |
| May 31, 2024 | 66.54% |
| April 30, 2024 | 66.54% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
51.73%
Minimum
Jul 2024
93.64%
Maximum
Nov 2019
79.72%
Average
81.60%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
| S.D. Standard ETC PLC | -- |
| Nordic American Tankers Ltd | 79.67% |
| DHT Holdings Inc | 39.57% |
| Teekay Tankers Ltd | 79.73% |
| TORM PLC | 47.13% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 20.67 |
| Beta (5Y) | 0.0638 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.99% |
| Historical Sharpe Ratio (5Y) | 0.4478 |
| Historical Sortino (5Y) | 0.8247 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.84% |