Stolt-Nielsen Ltd (SOIEF)
26.00
-2.00
(-7.14%)
USD |
OTCM |
Nov 21, 16:00
Stolt-Nielsen Max Drawdown (5Y): 62.66% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 62.66% |
| September 30, 2024 | 62.66% |
| August 31, 2024 | 62.66% |
| July 31, 2024 | 62.66% |
| June 30, 2024 | 62.66% |
| May 31, 2024 | 62.66% |
| April 30, 2024 | 62.66% |
| March 31, 2024 | 62.66% |
| February 29, 2024 | 62.66% |
| January 31, 2024 | 62.66% |
| December 31, 2023 | 62.66% |
| November 30, 2023 | 62.66% |
| October 31, 2023 | 62.66% |
| September 30, 2023 | 62.66% |
| August 31, 2023 | 62.66% |
| July 31, 2023 | 62.66% |
| June 30, 2023 | 62.66% |
| May 31, 2023 | 62.66% |
| April 30, 2023 | 62.66% |
| March 31, 2023 | 62.66% |
| February 28, 2023 | 62.66% |
| January 31, 2023 | 62.66% |
| December 31, 2022 | 62.66% |
| November 30, 2022 | 62.66% |
| October 31, 2022 | 62.66% |
| Date | Value |
|---|---|
| September 30, 2022 | 62.66% |
| August 31, 2022 | 62.66% |
| July 31, 2022 | 62.66% |
| June 30, 2022 | 62.66% |
| May 31, 2022 | 62.66% |
| April 30, 2022 | 62.66% |
| March 31, 2022 | 62.66% |
| February 28, 2022 | 62.66% |
| January 31, 2022 | 62.66% |
| December 31, 2021 | 62.66% |
| November 30, 2021 | 62.66% |
| October 31, 2021 | 62.66% |
| September 30, 2021 | 62.66% |
| August 31, 2021 | 62.66% |
| July 31, 2021 | 62.66% |
| June 30, 2021 | 62.66% |
| May 31, 2021 | 62.66% |
| April 30, 2021 | 62.66% |
| March 31, 2021 | 62.66% |
| February 28, 2021 | 62.66% |
| January 31, 2021 | 62.66% |
| December 31, 2020 | 65.27% |
| November 30, 2020 | 66.38% |
| October 31, 2020 | 66.38% |
| September 30, 2020 | 66.38% |
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
62.66%
Minimum
Jan 2021
66.38%
Maximum
Nov 2019
63.51%
Average
62.66%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
| Kirby Corp | 63.34% |
| SFL Corp Ltd | 55.47% |
| Matson Inc | 53.61% |
| Ardmore Shipping Corp | 79.63% |
| Pangaea Logistics Solutions Ltd | 65.69% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 15.24 |
| Beta (5Y) | 0.5840 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.69% |
| Historical Sharpe Ratio (5Y) | 0.5599 |
| Historical Sortino (5Y) | 0.8094 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.93% |