Shell Plc (RYDAF)
46.61
-0.65
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USD |
OTCM |
Oct 05, 16:00
Shell Max Drawdown (5Y) : 34.17% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 34.17% |
| August 31, 2026 | 37.67% |
| July 31, 2026 | 40.06% |
| June 30, 2026 | 42.14% |
| May 31, 2026 | 42.14% |
| April 30, 2026 | 42.14% |
| March 31, 2026 | 42.14% |
| February 28, 2026 | 42.14% |
| January 31, 2026 | 44.42% |
| December 31, 2025 | 45.54% |
| November 30, 2025 | 47.81% |
| October 31, 2025 | 59.61% |
| September 30, 2025 | 64.43% |
| August 31, 2025 | 64.43% |
| July 31, 2025 | 64.43% |
| June 30, 2025 | 64.43% |
| May 31, 2025 | 64.43% |
| April 30, 2025 | 64.43% |
| March 31, 2025 | 64.43% |
| February 28, 2025 | 66.59% |
| January 31, 2025 | 66.59% |
| December 31, 2024 | 66.59% |
| November 30, 2024 | 66.59% |
| October 31, 2024 | 66.59% |
| September 30, 2024 | 66.59% |
| Date | Value |
|---|---|
| August 31, 2024 | 66.59% |
| July 31, 2024 | 66.59% |
| June 30, 2024 | 66.59% |
| May 31, 2024 | 66.59% |
| April 30, 2024 | 66.59% |
| March 31, 2024 | 66.59% |
| February 29, 2024 | 66.59% |
| January 31, 2024 | 66.59% |
| December 31, 2023 | 66.59% |
| November 30, 2023 | 66.59% |
| October 31, 2023 | 66.59% |
| September 30, 2023 | 66.59% |
| August 31, 2023 | 66.59% |
| July 31, 2023 | 66.59% |
| June 30, 2023 | 66.59% |
| May 31, 2023 | 66.59% |
| April 30, 2023 | 66.59% |
| March 31, 2023 | 66.59% |
| February 28, 2023 | 66.59% |
| January 31, 2023 | 66.59% |
| December 31, 2022 | 66.59% |
| November 30, 2022 | 66.59% |
| October 31, 2022 | 66.59% |
| September 30, 2022 | 66.59% |
| August 31, 2022 | 66.59% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| BP Plc | 33.36% |
| Active Energy Group Plc | 100.00% |
| Calumet, Inc. | 61.87% |
| BP Castrol KK | -- |
| CVR Energy, Inc. | 59.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 15.13 |
| Beta (5Y) | 0.1793 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.72% |
| Historical Sharpe Ratio (5Y) | 0.7132 |
| Historical Sortino (5Y) | 1.249 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.59% |