Valaris Ltd. (VAL)
78.39
-1.17
(-1.47%)
USD |
NYSE |
Oct 02, 16:00
78.34
-0.05
(-0.06%)
After-Hours: 20:00
Valaris Max Drawdown (5Y) : 63.82% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 63.82% |
| August 31, 2026 | 63.82% |
| July 31, 2026 | 63.82% |
| June 30, 2026 | 63.82% |
| May 31, 2026 | 63.82% |
| April 30, 2026 | 63.82% |
| March 31, 2026 | 63.82% |
| February 28, 2026 | 63.82% |
| January 31, 2026 | 63.82% |
| Date | Value |
|---|---|
| December 31, 2025 | 63.82% |
| November 30, 2025 | 63.82% |
| October 31, 2025 | 63.82% |
| September 30, 2025 | 63.82% |
| August 31, 2025 | 63.82% |
| July 31, 2025 | 63.82% |
| June 30, 2025 | 63.82% |
| May 31, 2025 | 63.82% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Transocean Ltd. | 83.36% |
| Seadrill Ltd. | -- |
| Nabors Industries Ltd. | 90.77% |
| Borr Drilling Ltd. | 97.14% |
| Vantage Drilling International Ltd. | 90.04% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.378 |
| Beta (5Y) | 1.045 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.07% |
| Historical Sharpe Ratio (5Y) | 0.2763 |
| Historical Sortino (5Y) | 0.5735 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.29% |