DHT Holdings Inc (DHT)
10.09
-0.02
(-0.20%)
USD |
NYSE |
Nov 05, 11:39
DHT Holdings Max Drawdown (5Y): 39.57% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 39.57% |
| September 30, 2024 | 39.57% |
| August 31, 2024 | 39.57% |
| July 31, 2024 | 39.57% |
| June 30, 2024 | 39.57% |
| May 31, 2024 | 39.57% |
| April 30, 2024 | 39.57% |
| March 31, 2024 | 39.57% |
| February 29, 2024 | 39.57% |
| January 31, 2024 | 39.57% |
| December 31, 2023 | 39.57% |
| November 30, 2023 | 45.68% |
| October 31, 2023 | 45.68% |
| September 30, 2023 | 45.68% |
| August 31, 2023 | 45.68% |
| July 31, 2023 | 45.68% |
| June 30, 2023 | 45.68% |
| May 31, 2023 | 45.68% |
| April 30, 2023 | 45.68% |
| March 31, 2023 | 45.68% |
| February 28, 2023 | 48.98% |
| January 31, 2023 | 51.39% |
| December 31, 2022 | 52.94% |
| November 30, 2022 | 52.94% |
| October 31, 2022 | 52.94% |
| Date | Value |
|---|---|
| September 30, 2022 | 52.94% |
| August 31, 2022 | 52.94% |
| July 31, 2022 | 52.94% |
| June 30, 2022 | 52.94% |
| May 31, 2022 | 52.94% |
| April 30, 2022 | 52.94% |
| March 31, 2022 | 52.94% |
| February 28, 2022 | 52.94% |
| January 31, 2022 | 52.94% |
| December 31, 2021 | 52.94% |
| November 30, 2021 | 52.94% |
| October 31, 2021 | 69.88% |
| September 30, 2021 | 72.86% |
| August 31, 2021 | 74.30% |
| July 31, 2021 | 74.30% |
| June 30, 2021 | 74.30% |
| May 31, 2021 | 74.30% |
| April 30, 2021 | 80.22% |
| March 31, 2021 | 81.15% |
| February 28, 2021 | 84.27% |
| January 31, 2021 | 84.27% |
| December 31, 2020 | 84.73% |
| November 30, 2020 | 87.63% |
| October 31, 2020 | 87.97% |
| September 30, 2020 | 87.97% |
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
39.57%
Minimum
Dec 2023
87.97%
Maximum
Nov 2019
61.43%
Average
52.94%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
| Nordic American Tankers Ltd | 79.67% |
| Teekay Tankers Ltd | 79.73% |
| Golar LNG Ltd | 90.08% |
| Teekay Corp Ltd | 94.83% |
| Nabors Industries Ltd | 98.73% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 18.52 |
| Beta (5Y) | -0.3657 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.47% |
| Historical Sharpe Ratio (5Y) | 0.3409 |
| Historical Sortino (5Y) | 0.6166 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.80% |