Genco Shipping & Trading Ltd (GNK)
15.95
+0.21
(+1.33%)
USD |
NYSE |
Nov 01, 16:00
15.96
0.00 (0.00%)
After-Hours: 20:00
Genco Shipping & Trading Max Drawdown (5Y): 93.56% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 93.56% |
| September 30, 2024 | 93.56% |
| August 31, 2024 | 93.56% |
| July 31, 2024 | 93.86% |
| June 30, 2024 | 94.07% |
| May 31, 2024 | 95.44% |
| April 30, 2024 | 95.94% |
| March 31, 2024 | 96.66% |
| February 29, 2024 | 96.66% |
| January 31, 2024 | 96.66% |
| December 31, 2023 | 96.66% |
| November 30, 2023 | 96.66% |
| October 31, 2023 | 96.66% |
| September 30, 2023 | 96.66% |
| August 31, 2023 | 96.66% |
| July 31, 2023 | 96.66% |
| June 30, 2023 | 96.66% |
| May 31, 2023 | 96.66% |
| April 30, 2023 | 96.66% |
| March 31, 2023 | 96.66% |
| February 28, 2023 | 96.66% |
| January 31, 2023 | 96.66% |
| December 31, 2022 | 96.66% |
| November 30, 2022 | 96.66% |
| October 31, 2022 | 96.66% |
| Date | Value |
|---|---|
| September 30, 2022 | 96.66% |
| August 31, 2022 | 96.66% |
| July 31, 2022 | 96.66% |
| June 30, 2022 | 96.66% |
| May 31, 2022 | 96.66% |
| April 30, 2022 | 96.66% |
| March 31, 2022 | 96.66% |
| February 28, 2022 | 96.66% |
| January 31, 2022 | 96.66% |
| December 31, 2021 | 96.66% |
| November 30, 2021 | 96.66% |
| October 31, 2021 | 96.66% |
| September 30, 2021 | 96.86% |
| August 31, 2021 | 97.43% |
| July 31, 2021 | 97.97% |
| June 30, 2021 | 98.06% |
| May 31, 2021 | 98.25% |
| April 30, 2021 | 98.25% |
| March 31, 2021 | 98.25% |
| February 28, 2021 | 98.25% |
| January 31, 2021 | 98.25% |
| December 31, 2020 | 98.25% |
| November 30, 2020 | 98.25% |
| October 31, 2020 | 98.25% |
| September 30, 2020 | 98.25% |
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
93.56%
Minimum
Aug 2024
98.25%
Maximum
Nov 2019
96.95%
Average
96.66%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Kirby Corp | 63.34% |
| Pangaea Logistics Solutions Ltd | 65.69% |
| Matson Inc | 53.61% |
| Seacor Marine Holdings Inc | 94.11% |
| Radiant Logistics Inc | 60.03% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.211 |
| Beta (5Y) | 0.9824 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.66% |
| Historical Sharpe Ratio (5Y) | 0.3137 |
| Historical Sortino (5Y) | 0.5698 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.50% |