SFL Corp Ltd (SFL)

9.74 +0.02 (+0.21%) USD  |  NYSE  |  Dec 20, 16:00
9.77 +0.03 (+0.31%) After-Hours: 20:00
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SFL Max Drawdown (5Y): 55.47% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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) -8.404
Beta (5Y) 0.6831
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 33.62%
Historical Sharpe Ratio (5Y) 0.0214
Historical Sortino (5Y) 0.0339
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.62%