SFL Corp Ltd (SFL)
10.89
+0.25
(+2.35%)
USD |
NYSE |
Nov 21, 16:00
10.99
+0.10
(+0.92%)
Pre-Market: 20:00
SFL Max Drawdown (5Y): 55.47% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 55.47% |
| September 30, 2024 | 55.47% |
| August 31, 2024 | 55.47% |
| July 31, 2024 | 55.47% |
| June 30, 2024 | 55.47% |
| May 31, 2024 | 55.47% |
| April 30, 2024 | 55.47% |
| March 31, 2024 | 55.47% |
| February 29, 2024 | 55.47% |
| January 31, 2024 | 55.47% |
| December 31, 2023 | 55.47% |
| November 30, 2023 | 55.47% |
| October 31, 2023 | 55.47% |
| September 30, 2023 | 55.47% |
| August 31, 2023 | 55.47% |
| July 31, 2023 | 55.47% |
| June 30, 2023 | 55.47% |
| May 31, 2023 | 55.47% |
| April 30, 2023 | 55.47% |
| March 31, 2023 | 55.47% |
| February 28, 2023 | 55.47% |
| January 31, 2023 | 55.47% |
| December 31, 2022 | 55.47% |
| November 30, 2022 | 55.47% |
| October 31, 2022 | 55.47% |
| Date | Value |
|---|---|
| September 30, 2022 | 55.47% |
| August 31, 2022 | 55.47% |
| July 31, 2022 | 55.47% |
| June 30, 2022 | 55.47% |
| May 31, 2022 | 55.47% |
| April 30, 2022 | 55.47% |
| March 31, 2022 | 55.47% |
| February 28, 2022 | 55.47% |
| January 31, 2022 | 55.47% |
| December 31, 2021 | 55.47% |
| November 30, 2021 | 55.47% |
| October 31, 2021 | 55.47% |
| September 30, 2021 | 55.47% |
| August 31, 2021 | 55.47% |
| July 31, 2021 | 55.47% |
| June 30, 2021 | 55.47% |
| May 31, 2021 | 55.47% |
| April 30, 2021 | 55.47% |
| March 31, 2021 | 55.47% |
| February 28, 2021 | 55.47% |
| January 31, 2021 | 55.47% |
| December 31, 2020 | 55.47% |
| November 30, 2020 | 53.59% |
| October 31, 2020 | 53.59% |
| September 30, 2020 | 53.59% |
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
40.10%
Minimum
Nov 2019
55.47%
Maximum
Dec 2020
54.16%
Average
55.47%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Ardmore Shipping Corp | 79.63% |
| Costamare Inc | 75.21% |
| Siem Industries Inc | 86.40% |
| Gold and GemStone Mining Inc | 94.23% |
| Toro Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.410 |
| Beta (5Y) | 0.6898 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.47% |
| Historical Sharpe Ratio (5Y) | 0.0148 |
| Historical Sortino (5Y) | 0.0232 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.62% |