Shell PLC (RYDAF)
35.49
-0.90
(-2.47%)
USD |
OTCM |
Apr 26, 09:32
Shell Max Drawdown (5Y): 66.57% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 66.57% |
February 29, 2024 | 66.57% |
January 31, 2024 | 66.57% |
December 31, 2023 | 66.57% |
November 30, 2023 | 66.57% |
October 31, 2023 | 66.57% |
September 30, 2023 | 66.57% |
August 31, 2023 | 66.57% |
July 31, 2023 | 66.57% |
June 30, 2023 | 66.57% |
May 31, 2023 | 66.57% |
April 30, 2023 | 66.57% |
March 31, 2023 | 66.57% |
February 28, 2023 | 66.57% |
January 31, 2023 | 66.57% |
December 31, 2022 | 66.57% |
November 30, 2022 | 66.57% |
October 31, 2022 | 66.57% |
September 30, 2022 | 66.57% |
August 31, 2022 | 66.57% |
July 31, 2022 | 66.57% |
June 30, 2022 | 66.57% |
May 31, 2022 | 66.57% |
April 30, 2022 | 66.57% |
March 31, 2022 | 66.57% |
Date | Value |
---|---|
February 28, 2022 | 66.57% |
January 31, 2022 | 66.57% |
December 31, 2021 | 66.57% |
November 30, 2021 | 66.57% |
October 31, 2021 | 66.57% |
September 30, 2021 | 66.57% |
August 31, 2021 | 66.57% |
July 31, 2021 | 66.57% |
June 30, 2021 | 66.57% |
May 31, 2021 | 66.57% |
April 30, 2021 | 66.57% |
March 31, 2021 | 66.57% |
February 28, 2021 | 66.57% |
January 31, 2021 | 66.57% |
December 31, 2020 | 66.57% |
November 30, 2020 | 66.57% |
October 31, 2020 | 66.57% |
September 30, 2020 | 66.57% |
August 31, 2020 | 66.57% |
July 31, 2020 | 66.57% |
June 30, 2020 | 66.57% |
May 31, 2020 | 66.57% |
April 30, 2020 | 66.57% |
March 31, 2020 | 66.57% |
February 29, 2020 | 51.91% |
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
51.91%
Minimum
Apr 2019
66.57%
Maximum
Mar 2020
63.88%
Average
66.57%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
BP PLC | 63.90% |
Navigator Holdings Ltd | 81.34% |
Awilco Drilling PLC | 100.0% |
TORM PLC | 47.13% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.416 |
Beta (5Y) | 0.675 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.72% |
Historical Sharpe Ratio (5Y) | 0.0671 |
Historical Sortino (5Y) | 0.0934 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.43% |