Star Bulk Carriers Corp (SBLK)
18.71
-0.26
(-1.37%)
USD |
NASDAQ |
Nov 21, 16:00
18.68
-0.03
(-0.16%)
Pre-Market: 08:35
Star Bulk Carriers Max Drawdown (5Y): 78.00% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 78.00% |
| September 30, 2024 | 81.62% |
| August 31, 2024 | 86.43% |
| July 31, 2024 | 89.05% |
| June 30, 2024 | 89.05% |
| May 31, 2024 | 90.63% |
| April 30, 2024 | 90.63% |
| March 31, 2024 | 91.34% |
| February 29, 2024 | 91.66% |
| January 31, 2024 | 91.66% |
| December 31, 2023 | 91.66% |
| November 30, 2023 | 91.66% |
| October 31, 2023 | 91.66% |
| September 30, 2023 | 91.66% |
| August 31, 2023 | 91.66% |
| July 31, 2023 | 91.66% |
| June 30, 2023 | 91.66% |
| May 31, 2023 | 91.66% |
| April 30, 2023 | 91.66% |
| March 31, 2023 | 91.66% |
| February 28, 2023 | 91.66% |
| January 31, 2023 | 91.66% |
| December 31, 2022 | 91.66% |
| November 30, 2022 | 91.66% |
| October 31, 2022 | 91.66% |
| Date | Value |
|---|---|
| September 30, 2022 | 91.66% |
| August 31, 2022 | 91.66% |
| July 31, 2022 | 91.66% |
| June 30, 2022 | 91.66% |
| May 31, 2022 | 91.66% |
| April 30, 2022 | 91.66% |
| March 31, 2022 | 91.66% |
| February 28, 2022 | 91.66% |
| January 31, 2022 | 91.66% |
| December 31, 2021 | 93.09% |
| November 30, 2021 | 94.19% |
| October 31, 2021 | 95.62% |
| September 30, 2021 | 95.62% |
| August 31, 2021 | 95.80% |
| July 31, 2021 | 96.06% |
| June 30, 2021 | 97.76% |
| May 31, 2021 | 98.03% |
| April 30, 2021 | 98.03% |
| March 31, 2021 | 98.03% |
| February 28, 2021 | 98.11% |
| January 31, 2021 | 98.78% |
| December 31, 2020 | 98.96% |
| November 30, 2020 | 98.96% |
| October 31, 2020 | 98.96% |
| September 30, 2020 | 98.96% |
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
78.00%
Minimum
Oct 2024
98.96%
Maximum
Nov 2019
93.74%
Average
91.66%
Median
Jan 2022
Max Drawdown (5Y) Benchmarks
| EuroDry Ltd | -- |
| Euroseas Ltd | 97.06% |
| StealthGas Inc | 75.36% |
| Capital Clean Energy Carriers Corp | 86.61% |
| Seanergy Maritime Holdings Corp | 99.98% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 9.313 |
| Beta (5Y) | 1.015 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.12% |
| Historical Sharpe Ratio (5Y) | 0.4384 |
| Historical Sortino (5Y) | 0.7545 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.87% |