Transocean Ltd (RIG)
5.74
-0.04
(-0.69%)
USD |
NYSE |
Apr 25, 16:00
5.73
-0.01
(-0.17%)
Pre-Market: 20:00
Transocean Max Drawdown (5Y): 95.77% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 95.77% |
| February 29, 2024 | 95.77% |
| January 31, 2024 | 95.77% |
| December 31, 2023 | 95.77% |
| November 30, 2023 | 95.77% |
| October 31, 2023 | 95.77% |
| September 30, 2023 | 95.77% |
| August 31, 2023 | 95.77% |
| July 31, 2023 | 95.77% |
| June 30, 2023 | 95.77% |
| May 31, 2023 | 95.77% |
| April 30, 2023 | 95.77% |
| March 31, 2023 | 95.77% |
| February 28, 2023 | 95.77% |
| January 31, 2023 | 95.77% |
| December 31, 2022 | 95.77% |
| November 30, 2022 | 95.77% |
| October 31, 2022 | 95.77% |
| September 30, 2022 | 95.77% |
| August 31, 2022 | 95.77% |
| July 31, 2022 | 95.77% |
| June 30, 2022 | 95.77% |
| May 31, 2022 | 95.77% |
| April 30, 2022 | 95.77% |
| March 31, 2022 | 95.77% |
| Date | Value |
|---|---|
| February 28, 2022 | 95.77% |
| January 31, 2022 | 95.77% |
| December 31, 2021 | 95.77% |
| November 30, 2021 | 95.77% |
| October 31, 2021 | 95.77% |
| September 30, 2021 | 95.77% |
| August 31, 2021 | 95.77% |
| July 31, 2021 | 95.77% |
| June 30, 2021 | 95.77% |
| May 31, 2021 | 95.77% |
| April 30, 2021 | 95.77% |
| March 31, 2021 | 95.77% |
| February 28, 2021 | 95.77% |
| January 31, 2021 | 95.77% |
| December 31, 2020 | 95.77% |
| November 30, 2020 | 95.77% |
| October 31, 2020 | 95.77% |
| September 30, 2020 | 95.02% |
| August 31, 2020 | 95.02% |
| July 31, 2020 | 95.02% |
| June 30, 2020 | 95.02% |
| May 31, 2020 | 95.02% |
| April 30, 2020 | 95.02% |
| March 31, 2020 | 94.55% |
| February 29, 2020 | 86.17% |
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
85.90%
Minimum
Apr 2019
95.77%
Maximum
Oct 2020
93.89%
Average
95.77%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Exxon Mobil Corp | 61.33% |
| Devon Energy Corp | 91.39% |
| Occidental Petroleum Corp | 88.01% |
| Vital Energy | 97.86% |
| Chesapeake Energy Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -44.57 |
| Beta (5Y) | 2.777 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 103.9% |
| Historical Sharpe Ratio (5Y) | -0.0801 |
| Historical Sortino (5Y) | -0.1641 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.85% |