Scorpio Tankers Inc (STNG)
54.16
+1.04
(+1.96%)
USD |
NYSE |
Nov 13, 16:00
54.14
-0.02
(-0.04%)
After-Hours: 20:00
Scorpio Tankers Max Drawdown (5Y): 87.01% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 87.01% |
| September 30, 2024 | 87.01% |
| August 31, 2024 | 87.01% |
| July 31, 2024 | 87.01% |
| June 30, 2024 | 87.01% |
| May 31, 2024 | 87.01% |
| April 30, 2024 | 87.01% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
87.01%
Maximum
Oct 2020
86.80%
Average
87.01%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Navigator Holdings Ltd | 81.34% |
| Dorian LPG Ltd | 62.01% |
| Flex LNG Ltd | 79.78% |
| Cool Co Ltd | -- |
| DHT Holdings Inc | 39.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.61 |
| Beta (5Y) | 0.1782 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.77% |
| Historical Sharpe Ratio (5Y) | 0.2358 |
| Historical Sortino (5Y) | 0.395 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.15% |