Dana Inc (DAN)
13.31
-0.01
(-0.08%)
USD |
NYSE |
May 03, 16:00
13.30
0.00 (0.00%)
After-Hours: 20:00
Dana Max Drawdown (5Y): 86.96% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 86.96% |
March 31, 2024 | 86.96% |
February 29, 2024 | 86.96% |
January 31, 2024 | 86.96% |
December 31, 2023 | 86.96% |
November 30, 2023 | 86.96% |
October 31, 2023 | 86.96% |
September 30, 2023 | 86.96% |
August 31, 2023 | 86.96% |
July 31, 2023 | 86.96% |
June 30, 2023 | 86.96% |
May 31, 2023 | 86.96% |
April 30, 2023 | 86.96% |
March 31, 2023 | 86.96% |
February 28, 2023 | 86.96% |
January 31, 2023 | 86.96% |
December 31, 2022 | 86.96% |
November 30, 2022 | 86.96% |
October 31, 2022 | 86.96% |
September 30, 2022 | 86.96% |
August 31, 2022 | 86.96% |
July 31, 2022 | 86.96% |
June 30, 2022 | 86.96% |
May 31, 2022 | 86.96% |
April 30, 2022 | 86.96% |
Date | Value |
---|---|
March 31, 2022 | 86.96% |
February 28, 2022 | 86.96% |
January 31, 2022 | 86.96% |
December 31, 2021 | 86.96% |
November 30, 2021 | 86.96% |
October 31, 2021 | 86.96% |
September 30, 2021 | 86.96% |
August 31, 2021 | 86.96% |
July 31, 2021 | 86.96% |
June 30, 2021 | 86.96% |
May 31, 2021 | 86.96% |
April 30, 2021 | 86.96% |
March 31, 2021 | 86.96% |
February 28, 2021 | 86.96% |
January 31, 2021 | 86.96% |
December 31, 2020 | 86.96% |
November 30, 2020 | 86.96% |
October 31, 2020 | 86.96% |
September 30, 2020 | 86.96% |
August 31, 2020 | 86.96% |
July 31, 2020 | 86.96% |
June 30, 2020 | 86.96% |
May 31, 2020 | 86.96% |
April 30, 2020 | 86.96% |
March 31, 2020 | 86.96% |
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
62.05%
Minimum
May 2019
86.96%
Maximum
Mar 2020
83.16%
Average
86.96%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
OmniTek Engineering Corp | 98.44% |
American Axle & Mfg Holdings Inc | 89.20% |
BorgWarner Inc | 65.56% |
Visteon Corp | 70.89% |
Cooper-Standard Holdings Inc | 97.44% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -36.14 |
Beta (5Y) | 2.458 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.68% |
Historical Sharpe Ratio (5Y) | -0.1572 |
Historical Sortino (5Y) | -0.2374 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.66% |