SBM Offshore NV (SBFFY)
15.57
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
SBM Offshore Max Drawdown (5Y): 41.71% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 41.71% |
March 31, 2024 | 41.71% |
February 29, 2024 | 41.71% |
January 31, 2024 | 41.71% |
December 31, 2023 | 41.71% |
November 30, 2023 | 41.71% |
October 31, 2023 | 41.71% |
September 30, 2023 | 41.71% |
August 31, 2023 | 41.71% |
July 31, 2023 | 41.71% |
June 30, 2023 | 41.71% |
May 31, 2023 | 41.71% |
April 30, 2023 | 41.71% |
March 31, 2023 | 41.71% |
February 28, 2023 | 41.71% |
January 31, 2023 | 41.71% |
December 31, 2022 | 41.71% |
November 30, 2022 | 41.71% |
October 31, 2022 | 41.71% |
September 30, 2022 | 41.71% |
August 31, 2022 | 41.71% |
July 31, 2022 | 41.71% |
June 30, 2022 | 41.71% |
May 31, 2022 | 41.71% |
April 30, 2022 | 41.71% |
Date | Value |
---|---|
March 31, 2022 | 41.71% |
February 28, 2022 | 41.71% |
January 31, 2022 | 41.71% |
December 31, 2021 | 41.71% |
November 30, 2021 | 41.71% |
October 31, 2021 | 41.71% |
September 30, 2021 | 41.71% |
August 31, 2021 | 41.71% |
July 31, 2021 | 41.71% |
June 30, 2021 | 41.71% |
May 31, 2021 | 44.67% |
April 30, 2021 | 52.62% |
March 31, 2021 | 52.62% |
February 28, 2021 | 54.60% |
January 31, 2021 | 54.60% |
December 31, 2020 | 54.60% |
November 30, 2020 | 59.88% |
October 31, 2020 | 62.39% |
September 30, 2020 | 62.39% |
August 31, 2020 | 62.39% |
July 31, 2020 | 62.39% |
June 30, 2020 | 62.39% |
May 31, 2020 | 63.56% |
April 30, 2020 | 63.56% |
March 31, 2020 | 63.56% |
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
41.71%
Minimum
Jun 2021
64.08%
Maximum
May 2019
49.59%
Average
41.71%
Median
Jun 2021
Max Drawdown (5Y) Benchmarks
Core Laboratories Inc | 93.49% |
Koninklijke Vopak NV | 67.58% |
Hess Corp | 60.12% |
Exxon Mobil Corp | 61.33% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.404 |
Beta (5Y) | 0.3849 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.27% |
Historical Sharpe Ratio (5Y) | -0.0035 |
Historical Sortino (5Y) | -0.0053 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.08% |