Danaos Corp (DAC)
82.55
+0.80
(+0.98%)
USD |
NYSE |
Nov 05, 14:30
Danaos Max Drawdown (5Y): 97.00% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 97.00% |
| September 30, 2024 | 97.00% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
93.89%
Minimum
Nov 2019
97.00%
Maximum
Mar 2020
96.81%
Average
97.00%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Diana Shipping Inc | 84.34% |
| Capital Clean Energy Carriers Corp | 85.88% |
| Euroseas Ltd | 96.83% |
| StealthGas Inc | 75.07% |
| Star Bulk Carriers Corp | 75.92% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 33.21 |
| Beta (5Y) | 1.472 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.54% |
| Historical Sharpe Ratio (5Y) | 0.7402 |
| Historical Sortino (5Y) | 1.582 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.03% |