SBM Offshore NV (SBFFY)
19.00
0.00 (0.00%)
USD |
OTCM |
Nov 13, 16:00
SBM Offshore Max Drawdown (5Y): 41.71% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 41.71% |
| August 31, 2024 | 41.71% |
| July 31, 2024 | 41.71% |
| June 30, 2024 | 41.71% |
| May 31, 2024 | 41.71% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
47.45%
Average
41.71%
Median
Jun 2021
Max Drawdown (5Y) Benchmarks
| Koninklijke Vopak NV | 65.80% |
| Fugro NV | -- |
| Barnwell Industries Inc | 87.98% |
| CKX Lands Inc | 54.31% |
| Evolution Petroleum Corp | 80.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.3602 |
| Beta (5Y) | 0.4202 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.16% |
| Historical Sharpe Ratio (5Y) | 0.1674 |
| Historical Sortino (5Y) | 0.2662 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.58% |