Golden Ocean Group Ltd (GOGL)
11.19
-0.64
(-5.41%)
USD |
NASDAQ |
Nov 21, 16:00
11.06
-0.13
(-1.16%)
After-Hours: 07:34
Golden Ocean Group Max Drawdown (5Y): 89.05% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 89.05% |
| September 30, 2024 | 89.05% |
| August 31, 2024 | 89.05% |
| July 31, 2024 | 90.71% |
| June 30, 2024 | 90.71% |
| May 31, 2024 | 93.58% |
| April 30, 2024 | 93.58% |
| March 31, 2024 | 93.58% |
| February 29, 2024 | 93.58% |
| January 31, 2024 | 93.58% |
| December 31, 2023 | 93.58% |
| November 30, 2023 | 93.58% |
| October 31, 2023 | 93.58% |
| September 30, 2023 | 93.58% |
| August 31, 2023 | 93.58% |
| July 31, 2023 | 93.58% |
| June 30, 2023 | 93.58% |
| May 31, 2023 | 93.58% |
| April 30, 2023 | 93.58% |
| March 31, 2023 | 93.58% |
| February 28, 2023 | 93.58% |
| January 31, 2023 | 93.58% |
| December 31, 2022 | 93.58% |
| November 30, 2022 | 93.58% |
| October 31, 2022 | 93.58% |
| Date | Value |
|---|---|
| September 30, 2022 | 93.58% |
| August 31, 2022 | 93.58% |
| July 31, 2022 | 93.58% |
| June 30, 2022 | 93.58% |
| May 31, 2022 | 93.58% |
| April 30, 2022 | 93.58% |
| March 31, 2022 | 93.58% |
| February 28, 2022 | 93.58% |
| January 31, 2022 | 93.58% |
| December 31, 2021 | 93.58% |
| November 30, 2021 | 94.42% |
| October 31, 2021 | 94.97% |
| September 30, 2021 | 95.07% |
| August 31, 2021 | 95.07% |
| July 31, 2021 | 95.34% |
| June 30, 2021 | 95.45% |
| May 31, 2021 | 95.73% |
| April 30, 2021 | 95.73% |
| March 31, 2021 | 95.80% |
| February 28, 2021 | 96.40% |
| January 31, 2021 | 96.65% |
| December 31, 2020 | 96.65% |
| November 30, 2020 | 96.65% |
| October 31, 2020 | 96.65% |
| September 30, 2020 | 96.65% |
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
89.05%
Minimum
Aug 2024
96.65%
Maximum
Nov 2019
94.33%
Average
93.58%
Median
Dec 2021
Max Drawdown (5Y) Benchmarks
| SFL Corp Ltd | 55.47% |
| Jardine Matheson Holdings Ltd | 43.79% |
| Ardmore Shipping Corp | 79.63% |
| Stolt-Nielsen Ltd | 62.66% |
| Himalaya Shipping Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.282 |
| Beta (5Y) | 1.209 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.02% |
| Historical Sharpe Ratio (5Y) | 0.4974 |
| Historical Sortino (5Y) | 0.8901 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.16% |