Danaos Corp (DAC)
75.28
+1.30
(+1.75%)
USD |
NYSE |
Apr 26, 16:00
75.28
0.00 (0.00%)
After-Hours: 20:00
Danaos Max Drawdown (5Y): 97.00% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
July 31, 2022 | 97.00% |
June 30, 2022 | 97.00% |
May 31, 2022 | 97.00% |
April 30, 2022 | 97.00% |
March 31, 2022 | 97.00% |
Date | Value |
---|---|
February 28, 2022 | 97.00% |
January 31, 2022 | 97.00% |
December 31, 2021 | 97.00% |
November 30, 2021 | 97.00% |
October 31, 2021 | 97.00% |
September 30, 2021 | 97.00% |
August 31, 2021 | 97.00% |
July 31, 2021 | 97.00% |
June 30, 2021 | 97.00% |
May 31, 2021 | 97.00% |
April 30, 2021 | 97.00% |
March 31, 2021 | 97.00% |
February 28, 2021 | 97.00% |
January 31, 2021 | 97.00% |
December 31, 2020 | 97.00% |
November 30, 2020 | 97.00% |
October 31, 2020 | 97.00% |
September 30, 2020 | 97.00% |
August 31, 2020 | 97.00% |
July 31, 2020 | 97.00% |
June 30, 2020 | 97.00% |
May 31, 2020 | 97.00% |
April 30, 2020 | 97.00% |
March 31, 2020 | 97.00% |
February 29, 2020 | 94.56% |
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
91.83%
Minimum
Apr 2019
97.00%
Maximum
Mar 2020
96.25%
Average
97.00%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Diana Shipping Inc | 84.34% |
Global Ship Lease Inc | 94.39% |
Star Bulk Carriers Corp | 90.63% |
Euroseas Ltd | 96.83% |
Seanergy Maritime Holdings Corp | 99.98% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 26.81 |
Beta (5Y) | 1.299 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 78.07% |
Historical Sharpe Ratio (5Y) | 0.5606 |
Historical Sortino (5Y) | 1.119 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.73% |