Grindrod Shipping Holdings Ltd (GRIN)
13.79
-0.05
(-0.36%)
USD |
NASDAQ |
May 10, 16:00
13.84
+0.05
(+0.36%)
After-Hours: 20:00
Grindrod Shipping Holdings Max Drawdown (5Y): 88.89% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 88.89% |
March 31, 2024 | 88.89% |
February 29, 2024 | 88.89% |
January 31, 2024 | 88.89% |
December 31, 2023 | 88.89% |
November 30, 2023 | 88.89% |
October 31, 2023 | 88.89% |
September 30, 2023 | 88.89% |
August 31, 2023 | 88.89% |
July 31, 2023 | 88.89% |
June 30, 2023 | 88.89% |
May 31, 2023 | 88.89% |
April 30, 2023 | 88.89% |
March 31, 2023 | 88.89% |
February 28, 2023 | 88.89% |
January 31, 2023 | 88.89% |
December 31, 2022 | 88.89% |
November 30, 2022 | 88.89% |
October 31, 2022 | 88.89% |
September 30, 2022 | 88.89% |
August 31, 2022 | 88.89% |
July 31, 2022 | 88.89% |
June 30, 2022 | 88.89% |
May 31, 2022 | 88.89% |
April 30, 2022 | 88.89% |
Date | Value |
---|---|
March 31, 2022 | 88.89% |
February 28, 2022 | 88.89% |
January 31, 2022 | 88.89% |
December 31, 2021 | 88.89% |
November 30, 2021 | 88.89% |
October 31, 2021 | 88.89% |
September 30, 2021 | 88.89% |
August 31, 2021 | 88.89% |
July 31, 2021 | 88.89% |
June 30, 2021 | 88.89% |
May 31, 2021 | 88.89% |
April 30, 2021 | 88.89% |
March 31, 2021 | 88.89% |
February 28, 2021 | 88.89% |
January 31, 2021 | 88.89% |
December 31, 2020 | 88.89% |
November 30, 2020 | 88.89% |
October 31, 2020 | 88.89% |
September 30, 2020 | 88.89% |
August 31, 2020 | 88.89% |
July 31, 2020 | 88.89% |
June 30, 2020 | 88.89% |
May 31, 2020 | 88.89% |
April 30, 2020 | 88.89% |
March 31, 2020 | 88.34% |
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
75.38%
Minimum
May 2019
88.89%
Maximum
Apr 2020
86.82%
Average
88.89%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 24.50 |
Beta (5Y) | 0.614 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 69.98% |
Historical Sharpe Ratio (5Y) | 0.4478 |
Historical Sortino (5Y) | 0.8048 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.45% |