Shell PLC (RYDAF)
31.60
-0.71
(-2.20%)
USD |
OTCM |
Nov 15, 16:00
Shell Max Drawdown (5Y): 66.57% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 66.57% |
| September 30, 2024 | 66.57% |
| August 31, 2024 | 66.57% |
| July 31, 2024 | 66.57% |
| June 30, 2024 | 66.57% |
| May 31, 2024 | 66.57% |
| April 30, 2024 | 66.57% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
66.57%
Maximum
Mar 2020
65.60%
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) | -3.992 |
| Beta (5Y) | 0.6062 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.73% |
| Historical Sharpe Ratio (5Y) | 0.1073 |
| Historical Sortino (5Y) | 0.1506 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.43% |