Globus Maritime Ltd (GLBS)

1.14 +0.04 (+3.17%) USD  |  NASDAQ  |  Dec 20, 16:00
1.16 +0.02 (+1.75%) After-Hours: 20:00
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Globus Maritime Max Drawdown (5Y): 99.98% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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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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Capital Clean Energy Carriers Corp 86.61%
Euroseas Ltd 97.06%
StealthGas Inc 75.36%
Star Bulk Carriers Corp 76.43%
Seanergy Maritime Holdings Corp 99.98%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -65.70
Beta (5Y) 0.3151
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 88.63%
Historical Sharpe Ratio (5Y) -0.6938
Historical Sortino (5Y) -1.272
Monthly Value at Risk (VaR) 5% (5Y Lookback) 40.34%