Danaos Corp. (DAC)
165.49
-0.45
(-0.27%)
USD |
NYSE |
Oct 07, 14:19
Danaos Max Drawdown (5Y) : 50.15% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 50.15% |
| August 31, 2026 | 50.15% |
| July 31, 2026 | 50.15% |
| June 30, 2026 | 50.15% |
| May 31, 2026 | 50.15% |
| April 30, 2026 | 50.15% |
| March 31, 2026 | 50.15% |
| February 28, 2026 | 50.15% |
| January 31, 2026 | 63.13% |
| December 31, 2025 | 71.32% |
| November 30, 2025 | 85.07% |
| October 31, 2025 | 90.26% |
| September 30, 2025 | 91.55% |
| August 31, 2025 | 94.97% |
| July 31, 2025 | 96.04% |
| June 30, 2025 | 96.31% |
| May 31, 2025 | 96.31% |
| April 30, 2025 | 96.31% |
| March 31, 2025 | 96.46% |
| February 28, 2025 | 97.00% |
| January 31, 2025 | 97.00% |
| December 31, 2024 | 97.00% |
| November 30, 2024 | 97.00% |
| October 31, 2024 | 97.00% |
| September 30, 2024 | 97.00% |
| Date | Value |
|---|---|
| August 31, 2024 | 97.00% |
| July 31, 2024 | 97.00% |
| June 30, 2024 | 97.00% |
| May 31, 2024 | 97.00% |
| April 30, 2024 | 97.00% |
| March 31, 2024 | 97.00% |
| February 29, 2024 | 97.00% |
| January 31, 2024 | 97.00% |
| December 31, 2023 | 97.00% |
| November 30, 2023 | 97.00% |
| October 31, 2023 | 97.00% |
| September 30, 2023 | 97.00% |
| August 31, 2023 | 97.00% |
| July 31, 2023 | 97.00% |
| June 30, 2023 | 97.00% |
| May 31, 2023 | 97.00% |
| April 30, 2023 | 97.00% |
| March 31, 2023 | 97.00% |
| February 28, 2023 | 97.00% |
| January 31, 2023 | 97.00% |
| December 31, 2022 | 97.00% |
| November 30, 2022 | 97.00% |
| October 31, 2022 | 97.00% |
| September 30, 2022 | 97.00% |
| August 31, 2022 | 97.00% |
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
| Diana Shipping, Inc. | 70.86% |
| Euroseas Ltd. | 51.22% |
| Global Ship Lease, Inc. | 47.53% |
| Navios Maritime Partners LP | 53.74% |
| Star Bulk Carriers Corp. | 48.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.520 |
| Beta (5Y) | 0.8713 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.20% |
| Historical Sharpe Ratio (5Y) | 0.4421 |
| Historical Sortino (5Y) | 0.73 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.91% |