Delek US Holdings Inc (DK)

15.94 -0.19 (-1.18%) USD  |  NYSE  |  Dec 20, 16:00
16.01 +0.07 (+0.44%) Pre-Market: 20:00
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Delek US Holdings Max Drawdown (5Y): 84.15% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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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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Marathon Petroleum Corp 79.66%
Valero Energy Corp 71.86%
HF Sinclair Corp 77.35%
Phillips 66 64.21%
PBF Energy Inc 91.50%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -26.87
Beta (5Y) 1.219
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 56.95%
Historical Sharpe Ratio (5Y) -0.1859
Historical Sortino (5Y) -0.3023
Monthly Value at Risk (VaR) 5% (5Y Lookback) 23.81%