Delek Logistics Partners LP (DKL)
39.29
+0.41
(+1.05%)
USD |
NYSE |
Nov 05, 11:22
Delek Logistics Partners Max Drawdown (5Y): 82.68% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 82.68% |
September 30, 2024 | 82.68% |
August 31, 2024 | 82.68% |
July 31, 2024 | 82.68% |
June 30, 2024 | 82.68% |
May 31, 2024 | 82.68% |
April 30, 2024 | 82.68% |
March 31, 2024 | 82.68% |
February 29, 2024 | 82.68% |
January 31, 2024 | 82.68% |
December 31, 2023 | 82.68% |
November 30, 2023 | 82.68% |
October 31, 2023 | 82.68% |
September 30, 2023 | 82.68% |
August 31, 2023 | 82.68% |
July 31, 2023 | 82.68% |
June 30, 2023 | 82.68% |
May 31, 2023 | 82.68% |
April 30, 2023 | 82.68% |
March 31, 2023 | 82.68% |
February 28, 2023 | 82.68% |
January 31, 2023 | 82.68% |
December 31, 2022 | 82.68% |
November 30, 2022 | 82.68% |
October 31, 2022 | 82.68% |
Date | Value |
---|---|
September 30, 2022 | 82.68% |
August 31, 2022 | 82.68% |
July 31, 2022 | 82.68% |
June 30, 2022 | 82.68% |
May 31, 2022 | 82.68% |
April 30, 2022 | 82.68% |
March 31, 2022 | 82.68% |
February 28, 2022 | 82.68% |
January 31, 2022 | 82.68% |
December 31, 2021 | 82.68% |
November 30, 2021 | 82.68% |
October 31, 2021 | 82.68% |
September 30, 2021 | 82.68% |
August 31, 2021 | 82.68% |
July 31, 2021 | 82.68% |
June 30, 2021 | 82.68% |
May 31, 2021 | 82.68% |
April 30, 2021 | 82.68% |
March 31, 2021 | 82.68% |
February 28, 2021 | 82.68% |
January 31, 2021 | 82.68% |
December 31, 2020 | 82.68% |
November 30, 2020 | 82.68% |
October 31, 2020 | 82.68% |
September 30, 2020 | 82.68% |
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
49.80%
Minimum
Nov 2019
82.68%
Maximum
Mar 2020
80.49%
Average
82.68%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
MPLX LP | 84.60% |
USA Compression Partners LP | 78.95% |
Viper Energy Inc | 86.96% |
Barnwell Industries Inc | 87.98% |
CKX Lands Inc | 54.31% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.40 |
Beta (5Y) | 2.133 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 76.63% |
Historical Sharpe Ratio (5Y) | 0.1584 |
Historical Sortino (5Y) | 0.2646 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.18% |