Global Ship Lease Inc (GSL)

21.25 +0.04 (+0.19%) USD  |  NYSE  |  Dec 20, 16:00
21.30 +0.05 (+0.24%) After-Hours: 20:00
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Global Ship Lease Max Drawdown (5Y): 94.39% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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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Danaos Corp 97.00%
Euroseas Ltd 97.06%
Capital Clean Energy Carriers Corp 86.61%
Star Bulk Carriers Corp 76.43%
Seanergy Maritime Holdings Corp 99.98%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 2.466
Beta (5Y) 1.550
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 53.30%
Historical Sharpe Ratio (5Y) 0.4347
Historical Sortino (5Y) 0.6629
Monthly Value at Risk (VaR) 5% (5Y Lookback) 19.40%