Transocean Ltd (RIG)
4.22
-0.24
(-5.38%)
USD |
NYSE |
Nov 15, 16:00
4.21
-0.01
(-0.24%)
Pre-Market: 20:00
Transocean Max Drawdown (5Y): 95.77% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 95.77% |
| September 30, 2024 | 95.77% |
| August 31, 2024 | 95.77% |
| July 31, 2024 | 95.77% |
| June 30, 2024 | 95.77% |
| May 31, 2024 | 95.77% |
| April 30, 2024 | 95.77% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
86.17%
Minimum
Nov 2019
95.77%
Maximum
Oct 2020
95.03%
Average
95.77%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| APA Corp | 93.49% |
| Murphy Oil Corp | 87.04% |
| Vital Energy | 97.86% |
| PEDEVCO Corp | 88.73% |
| Seadrill Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -40.08 |
| Beta (5Y) | 2.783 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 101.9% |
| Historical Sharpe Ratio (5Y) | -0.0407 |
| Historical Sortino (5Y) | -0.0826 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.95% |