Danaos Corp (DAC)

76.40 -0.19 (-0.25%) USD  |  NYSE  |  Dec 20, 16:00
76.45 +0.05 (+0.07%) After-Hours: 20:00
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Danaos Max Drawdown (5Y): 97.00% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Global Ship Lease Inc 94.39%
Euroseas Ltd 97.06%
EuroDry Ltd 74.32%
Capital Clean Energy Carriers Corp 86.61%
Star Bulk Carriers Corp 76.43%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 45.35
Beta (5Y) 1.493
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 69.63%
Historical Sharpe Ratio (5Y) 0.9377
Historical Sortino (5Y) 2.037
Monthly Value at Risk (VaR) 5% (5Y Lookback) 19.51%