Delek US Holdings, Inc. (DK)
75.44
-0.66
(-0.86%)
USD |
NYSE |
Sep 14, 12:45
Delek US Holdings Max Drawdown (5Y) : 73.49% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 73.49% |
| July 31, 2026 | 74.66% |
| June 30, 2026 | 74.66% |
| May 31, 2026 | 74.66% |
| April 30, 2026 | 74.66% |
| March 31, 2026 | 74.66% |
| February 28, 2026 | 74.66% |
| January 31, 2026 | 74.66% |
| December 31, 2025 | 74.66% |
| November 30, 2025 | 76.02% |
| October 31, 2025 | 81.00% |
| September 30, 2025 | 83.25% |
| August 31, 2025 | 83.25% |
| July 31, 2025 | 83.25% |
| June 30, 2025 | 83.25% |
| May 31, 2025 | 83.25% |
| April 30, 2025 | 83.25% |
| March 31, 2025 | 83.25% |
| February 28, 2025 | 84.57% |
| January 31, 2025 | 84.57% |
| December 31, 2024 | 84.57% |
| November 30, 2024 | 84.57% |
| October 31, 2024 | 84.57% |
| September 30, 2024 | 84.57% |
| August 31, 2024 | 84.57% |
| Date | Value |
|---|---|
| July 31, 2024 | 84.57% |
| June 30, 2024 | 84.57% |
| May 31, 2024 | 84.57% |
| April 30, 2024 | 84.57% |
| March 31, 2024 | 84.57% |
| February 29, 2024 | 84.57% |
| January 31, 2024 | 84.57% |
| December 31, 2023 | 84.57% |
| November 30, 2023 | 84.57% |
| October 31, 2023 | 84.57% |
| September 30, 2023 | 84.57% |
| August 31, 2023 | 84.57% |
| July 31, 2023 | 84.57% |
| June 30, 2023 | 84.57% |
| May 31, 2023 | 84.57% |
| April 30, 2023 | 84.57% |
| March 31, 2023 | 84.57% |
| February 28, 2023 | 84.57% |
| January 31, 2023 | 84.57% |
| December 31, 2022 | 84.57% |
| November 30, 2022 | 84.57% |
| October 31, 2022 | 84.57% |
| September 30, 2022 | 84.57% |
| August 31, 2022 | 84.57% |
| July 31, 2022 | 84.57% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Valero Energy Corp. | 41.19% |
| HF Sinclair Corp. | 60.46% |
| Marathon Petroleum Corp. | 44.75% |
| Phillips 66 | 44.36% |
| PBF Energy, Inc. | 81.09% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 29.66 |
| Beta (5Y) | 0.5921 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.16% |
| Historical Sharpe Ratio (5Y) | 0.6468 |
| Historical Sortino (5Y) | 1.466 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.39% |