Scorpio Tankers Inc (STNG)
71.81
+0.97
(+1.37%)
USD |
NYSE |
Apr 25, 16:00
72.46
+0.65
(+0.91%)
Pre-Market: 20:00
Scorpio Tankers Max Drawdown (5Y): 87.01% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 87.01% |
February 29, 2024 | 87.01% |
January 31, 2024 | 87.01% |
December 31, 2023 | 87.01% |
November 30, 2023 | 87.01% |
October 31, 2023 | 87.01% |
September 30, 2023 | 87.01% |
August 31, 2023 | 87.01% |
July 31, 2023 | 87.01% |
June 30, 2023 | 87.01% |
May 31, 2023 | 87.01% |
April 30, 2023 | 87.01% |
March 31, 2023 | 87.01% |
February 28, 2023 | 87.01% |
January 31, 2023 | 87.01% |
December 31, 2022 | 87.01% |
November 30, 2022 | 87.01% |
October 31, 2022 | 87.01% |
September 30, 2022 | 87.01% |
August 31, 2022 | 87.01% |
July 31, 2022 | 87.01% |
June 30, 2022 | 87.01% |
May 31, 2022 | 87.01% |
April 30, 2022 | 87.01% |
March 31, 2022 | 87.01% |
Date | Value |
---|---|
February 28, 2022 | 87.01% |
January 31, 2022 | 87.01% |
December 31, 2021 | 87.01% |
November 30, 2021 | 87.01% |
October 31, 2021 | 87.01% |
September 30, 2021 | 87.01% |
August 31, 2021 | 87.01% |
July 31, 2021 | 87.01% |
June 30, 2021 | 87.01% |
May 31, 2021 | 87.01% |
April 30, 2021 | 87.01% |
March 31, 2021 | 87.01% |
February 28, 2021 | 87.01% |
January 31, 2021 | 87.01% |
December 31, 2020 | 87.01% |
November 30, 2020 | 87.01% |
October 31, 2020 | 87.01% |
September 30, 2020 | 86.60% |
August 31, 2020 | 86.60% |
July 31, 2020 | 86.60% |
June 30, 2020 | 86.60% |
May 31, 2020 | 86.60% |
April 30, 2020 | 86.60% |
March 31, 2020 | 86.60% |
February 29, 2020 | 84.65% |
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
84.65%
Minimum
Apr 2019
87.01%
Maximum
Oct 2020
86.53%
Average
87.01%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Frontline PLC | 66.54% |
International Seaways Inc | 57.48% |
Euronav NV | 45.10% |
DHT Holdings Inc | 39.57% |
Dorian LPG Ltd | 63.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 27.15 |
Beta (5Y) | 0.211 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.28% |
Historical Sharpe Ratio (5Y) | 0.5314 |
Historical Sortino (5Y) | 0.908 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.15% |