SBM Offshore NV (SBFFF)
15.71
0.00 (0.00%)
USD |
OTCM |
Mar 27, 16:00
SBM Offshore Max Drawdown (5Y): 46.97% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 46.97% |
January 31, 2024 | 46.97% |
December 31, 2023 | 46.97% |
November 30, 2023 | 46.97% |
October 31, 2023 | 46.97% |
September 30, 2023 | 46.97% |
August 31, 2023 | 46.97% |
July 31, 2023 | 46.97% |
June 30, 2023 | 46.97% |
May 31, 2023 | 46.97% |
April 30, 2023 | 46.97% |
March 31, 2023 | 46.97% |
February 28, 2023 | 46.97% |
January 31, 2023 | 46.97% |
December 31, 2022 | 46.97% |
November 30, 2022 | 46.97% |
October 31, 2022 | 46.97% |
September 30, 2022 | 46.97% |
August 31, 2022 | 46.97% |
July 31, 2022 | 46.97% |
June 30, 2022 | 46.97% |
May 31, 2022 | 46.97% |
April 30, 2022 | 46.97% |
March 31, 2022 | 46.97% |
February 28, 2022 | 46.97% |
Date | Value |
---|---|
January 31, 2022 | 46.97% |
December 31, 2021 | 46.97% |
November 30, 2021 | 46.97% |
October 31, 2021 | 46.97% |
September 30, 2021 | 46.97% |
August 31, 2021 | 46.97% |
July 31, 2021 | 46.97% |
June 30, 2021 | 46.97% |
May 31, 2021 | 46.97% |
April 30, 2021 | 52.14% |
March 31, 2021 | 52.14% |
February 28, 2021 | 54.65% |
January 31, 2021 | 55.23% |
December 31, 2020 | 55.23% |
November 30, 2020 | 59.52% |
October 31, 2020 | 59.52% |
September 30, 2020 | 59.52% |
August 31, 2020 | 59.52% |
July 31, 2020 | 59.52% |
June 30, 2020 | 59.52% |
May 31, 2020 | 61.02% |
April 30, 2020 | 61.02% |
March 31, 2020 | 61.02% |
February 29, 2020 | 61.02% |
January 31, 2020 | 61.02% |
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
46.97%
Minimum
May 2021
64.78%
Maximum
Mar 2019
52.89%
Average
46.97%
Median
May 2021
Max Drawdown (5Y) Benchmarks
Core Laboratories Inc | 93.49% |
Koninklijke Vopak NV | 65.80% |
Barnwell Industries Inc | 88.78% |
CKX Lands Inc | 54.31% |
Evolution Petroleum Corp | 80.49% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.96 |
Beta (5Y) | 0.625 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.30% |
Historical Sharpe Ratio (5Y) | 0.0588 |
Historical Sortino (5Y) | 0.0829 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.07% |