Star Bulk Carriers Corp (SBLK)
23.24
+0.14
(+0.61%)
USD |
NASDAQ |
Apr 18, 13:28
Star Bulk Carriers Max Drawdown (5Y): 90.63% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 90.63% |
| February 29, 2024 | 90.63% |
| January 31, 2024 | 90.75% |
| 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% |
| 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% |
| Date | Value |
|---|---|
| February 28, 2022 | 91.66% |
| January 31, 2022 | 91.66% |
| December 31, 2021 | 91.66% |
| November 30, 2021 | 91.66% |
| October 31, 2021 | 92.68% |
| September 30, 2021 | 93.84% |
| August 31, 2021 | 95.04% |
| July 31, 2021 | 95.04% |
| June 30, 2021 | 95.60% |
| May 31, 2021 | 95.90% |
| April 30, 2021 | 96.93% |
| March 31, 2021 | 97.32% |
| February 28, 2021 | 97.32% |
| January 31, 2021 | 97.33% |
| December 31, 2020 | 97.75% |
| November 30, 2020 | 98.70% |
| October 31, 2020 | 98.86% |
| September 30, 2020 | 98.86% |
| August 31, 2020 | 98.86% |
| July 31, 2020 | 98.86% |
| June 30, 2020 | 98.86% |
| May 31, 2020 | 98.86% |
| April 30, 2020 | 98.86% |
| March 31, 2020 | 98.86% |
| February 29, 2020 | 98.86% |
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
90.63%
Minimum
Feb 2024
98.86%
Maximum
Apr 2019
94.78%
Average
93.26%
Median
Max Drawdown (5Y) Benchmarks
| Eagle Bulk Shipping Inc (DELISTED) | 99.83% |
| Euroseas Ltd | 96.83% |
| Seanergy Maritime Holdings Corp | 99.98% |
| EuroDry Ltd | 74.32% |
| United Maritime Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 25.12 |
| Beta (5Y) | 1.134 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.70% |
| Historical Sharpe Ratio (5Y) | 0.7575 |
| Historical Sortino (5Y) | 1.325 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.87% |