Pangaea Logistics Solutions Ltd (PANL)
6.18
-0.24
(-3.74%)
USD |
NASDAQ |
Nov 01, 16:00
6.22
+0.04
(+0.65%)
After-Hours: 20:00
Pangaea Logistics Solutions Max Drawdown (5Y): 65.69% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 65.69% |
September 30, 2024 | 65.69% |
August 31, 2024 | 65.69% |
July 31, 2024 | 65.69% |
June 30, 2024 | 65.69% |
May 31, 2024 | 65.69% |
April 30, 2024 | 65.96% |
March 31, 2024 | 67.36% |
February 29, 2024 | 67.99% |
January 31, 2024 | 68.81% |
December 31, 2023 | 69.60% |
November 30, 2023 | 71.33% |
October 31, 2023 | 72.31% |
September 30, 2023 | 72.32% |
August 31, 2023 | 72.32% |
July 31, 2023 | 72.32% |
June 30, 2023 | 72.32% |
May 31, 2023 | 72.32% |
April 30, 2023 | 72.32% |
March 31, 2023 | 72.32% |
February 28, 2023 | 72.32% |
January 31, 2023 | 75.96% |
December 31, 2022 | 75.96% |
November 30, 2022 | 78.82% |
October 31, 2022 | 78.82% |
Date | Value |
---|---|
September 30, 2022 | 78.82% |
August 31, 2022 | 78.82% |
July 31, 2022 | 78.82% |
June 30, 2022 | 78.82% |
May 31, 2022 | 78.82% |
April 30, 2022 | 78.82% |
March 31, 2022 | 78.82% |
February 28, 2022 | 78.82% |
January 31, 2022 | 78.82% |
December 31, 2021 | 78.82% |
November 30, 2021 | 78.82% |
October 31, 2021 | 78.82% |
September 30, 2021 | 78.82% |
August 31, 2021 | 78.82% |
July 31, 2021 | 78.82% |
June 30, 2021 | 78.82% |
May 31, 2021 | 78.82% |
April 30, 2021 | 78.82% |
March 31, 2021 | 78.82% |
February 28, 2021 | 78.82% |
January 31, 2021 | 78.82% |
December 31, 2020 | 78.92% |
November 30, 2020 | 79.11% |
October 31, 2020 | 79.11% |
September 30, 2020 | 79.11% |
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
65.69%
Minimum
May 2024
79.11%
Maximum
Nov 2019
75.47%
Average
78.82%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
Kirby Corp | 63.34% |
Matson Inc | 53.61% |
Genco Shipping & Trading Ltd | 93.56% |
Seacor Marine Holdings Inc | 94.11% |
CSX Corp | 40.55% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.64 |
Beta (5Y) | 0.8735 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.17% |
Historical Sharpe Ratio (5Y) | 0.3586 |
Historical Sortino (5Y) | 0.6227 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.44% |