Golden Ocean Group Ltd (GOGL)
14.12
+0.03
(+0.21%)
USD |
NASDAQ |
May 01, 16:00
14.12
0.00 (0.00%)
After-Hours: 20:00
Golden Ocean Group Max Drawdown (5Y): 88.87% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 88.87% |
March 31, 2024 | 92.27% |
February 29, 2024 | 92.27% |
January 31, 2024 | 92.45% |
December 31, 2023 | 93.11% |
November 30, 2023 | 93.11% |
October 31, 2023 | 93.11% |
September 30, 2023 | 93.11% |
August 31, 2023 | 93.11% |
July 31, 2023 | 93.11% |
June 30, 2023 | 93.11% |
May 31, 2023 | 93.11% |
April 30, 2023 | 93.11% |
March 31, 2023 | 93.11% |
February 28, 2023 | 93.11% |
January 31, 2023 | 93.11% |
December 31, 2022 | 93.11% |
November 30, 2022 | 93.11% |
October 31, 2022 | 93.11% |
September 30, 2022 | 93.11% |
August 31, 2022 | 93.11% |
July 31, 2022 | 93.11% |
June 30, 2022 | 93.11% |
May 31, 2022 | 93.11% |
April 30, 2022 | 93.11% |
Date | Value |
---|---|
March 31, 2022 | 93.11% |
February 28, 2022 | 93.11% |
January 31, 2022 | 93.11% |
December 31, 2021 | 93.11% |
November 30, 2021 | 93.11% |
October 31, 2021 | 93.28% |
September 30, 2021 | 94.42% |
August 31, 2021 | 94.97% |
July 31, 2021 | 95.07% |
June 30, 2021 | 95.07% |
May 31, 2021 | 95.17% |
April 30, 2021 | 95.35% |
March 31, 2021 | 95.63% |
February 28, 2021 | 95.63% |
January 31, 2021 | 95.63% |
December 31, 2020 | 95.78% |
November 30, 2020 | 96.45% |
October 31, 2020 | 96.45% |
September 30, 2020 | 96.45% |
August 31, 2020 | 96.45% |
July 31, 2020 | 96.45% |
June 30, 2020 | 96.45% |
May 31, 2020 | 96.45% |
April 30, 2020 | 96.45% |
March 31, 2020 | 96.45% |
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
88.87%
Minimum
Apr 2024
96.45%
Maximum
May 2019
94.42%
Average
93.20%
Median
Max Drawdown (5Y) Benchmarks
Nordic American Tankers Ltd | 86.52% |
SFL Corp Ltd | 55.47% |
Textainer Group Holdings Ltd (DELISTED) | 78.76% |
Ardmore Shipping Corp | 76.86% |
Hafnia Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 14.64 |
Beta (5Y) | 1.333 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.55% |
Historical Sharpe Ratio (5Y) | 0.5952 |
Historical Sortino (5Y) | 1.102 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.09% |