Pacific Basin Shipping Ltd (PCFBF)
0.375
0.00 (0.00%)
USD |
OTCM |
May 22, 16:00
Pacific Basin Shipping Max Drawdown (5Y): 65.18% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 65.18% |
| March 31, 2024 | 65.18% |
| February 29, 2024 | 65.18% |
| January 31, 2024 | 65.18% |
| December 31, 2023 | 65.18% |
| November 30, 2023 | 65.18% |
| October 31, 2023 | 65.18% |
| September 30, 2023 | 65.18% |
| August 31, 2023 | 65.18% |
| July 31, 2023 | 65.18% |
| June 30, 2023 | 65.18% |
| May 31, 2023 | 65.18% |
| April 30, 2023 | 65.18% |
| March 31, 2023 | 65.18% |
| February 28, 2023 | 65.18% |
| January 31, 2023 | 65.18% |
| December 31, 2022 | 65.18% |
| November 30, 2022 | 65.18% |
| October 31, 2022 | 65.18% |
| September 30, 2022 | 65.18% |
| August 31, 2022 | 65.18% |
| July 31, 2022 | 65.18% |
| June 30, 2022 | 65.18% |
| May 31, 2022 | 65.18% |
| April 30, 2022 | 65.18% |
| Date | Value |
|---|---|
| March 31, 2022 | 65.18% |
| February 28, 2022 | 65.18% |
| January 31, 2022 | 65.18% |
| December 31, 2021 | 65.18% |
| November 30, 2021 | 68.03% |
| October 31, 2021 | 69.87% |
| September 30, 2021 | 69.97% |
| August 31, 2021 | 71.90% |
| July 31, 2021 | 71.90% |
| June 30, 2021 | 78.69% |
| May 31, 2021 | 78.69% |
| April 30, 2021 | 80.62% |
| March 31, 2021 | 82.56% |
| February 28, 2021 | 82.56% |
| January 31, 2021 | 82.56% |
| December 31, 2020 | 82.56% |
| November 30, 2020 | 83.24% |
| October 31, 2020 | 83.24% |
| September 30, 2020 | 83.24% |
| August 31, 2020 | 83.24% |
| July 31, 2020 | 83.24% |
| June 30, 2020 | 83.24% |
| May 31, 2020 | 83.24% |
| April 30, 2020 | 83.24% |
| March 31, 2020 | 83.24% |
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
65.18%
Minimum
Dec 2021
83.24%
Maximum
May 2019
73.20%
Average
68.95%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 14.94 |
| Beta (5Y) | 0.3182 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.49% |
| Historical Sharpe Ratio (5Y) | 0.3591 |
| Historical Sortino (5Y) | 0.7035 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.66% |