Delek US Holdings Inc (DK)
29.34
+0.04
(+0.14%)
USD |
NYSE |
Apr 26, 16:00
29.34
0.00 (0.00%)
Pre-Market: 20:00
Delek US Holdings Max Drawdown (5Y): 84.15% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 84.15% |
February 29, 2024 | 84.15% |
January 31, 2024 | 84.15% |
December 31, 2023 | 84.15% |
November 30, 2023 | 84.15% |
October 31, 2023 | 84.15% |
September 30, 2023 | 84.15% |
August 31, 2023 | 84.15% |
July 31, 2023 | 84.15% |
June 30, 2023 | 84.15% |
May 31, 2023 | 84.15% |
April 30, 2023 | 84.15% |
March 31, 2023 | 84.15% |
February 28, 2023 | 84.15% |
January 31, 2023 | 84.15% |
December 31, 2022 | 84.15% |
November 30, 2022 | 84.15% |
October 31, 2022 | 84.15% |
September 30, 2022 | 84.15% |
August 31, 2022 | 84.15% |
July 31, 2022 | 84.15% |
June 30, 2022 | 84.15% |
May 31, 2022 | 84.15% |
April 30, 2022 | 84.15% |
March 31, 2022 | 84.15% |
Date | Value |
---|---|
February 28, 2022 | 84.15% |
January 31, 2022 | 84.15% |
December 31, 2021 | 84.15% |
November 30, 2021 | 84.15% |
October 31, 2021 | 84.15% |
September 30, 2021 | 84.15% |
August 31, 2021 | 84.15% |
July 31, 2021 | 84.15% |
June 30, 2021 | 84.15% |
May 31, 2021 | 84.15% |
April 30, 2021 | 84.15% |
March 31, 2021 | 84.15% |
February 28, 2021 | 84.15% |
January 31, 2021 | 84.15% |
December 31, 2020 | 84.15% |
November 30, 2020 | 84.15% |
October 31, 2020 | 84.15% |
September 30, 2020 | 84.15% |
August 31, 2020 | 84.15% |
July 31, 2020 | 84.15% |
June 30, 2020 | 84.15% |
May 31, 2020 | 84.15% |
April 30, 2020 | 84.15% |
March 31, 2020 | 84.15% |
February 29, 2020 | 69.90% |
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
69.90%
Minimum
Apr 2019
84.15%
Maximum
Mar 2020
81.53%
Average
84.15%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Delek Logistics Partners LP | 82.68% |
PBF Energy Inc | 91.50% |
Valero Energy Corp | 71.86% |
HF Sinclair Corp | 77.35% |
Marathon Petroleum Corp | 79.66% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -19.60 |
Beta (5Y) | 1.322 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.16% |
Historical Sharpe Ratio (5Y) | -0.0409 |
Historical Sortino (5Y) | -0.0641 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.05% |