Dorian LPG Ltd (LPG)
25.21
-0.49
(-1.91%)
USD |
NYSE |
Nov 21, 16:00
25.20
-0.01
(-0.04%)
After-Hours: 20:00
Dorian LPG Max Drawdown (5Y): 62.01% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 62.01% |
| September 30, 2024 | 62.01% |
| August 31, 2024 | 62.01% |
| July 31, 2024 | 62.01% |
| June 30, 2024 | 62.01% |
| May 31, 2024 | 68.94% |
| April 30, 2024 | 71.07% |
| March 31, 2024 | 72.13% |
| February 29, 2024 | 77.46% |
| January 31, 2024 | 77.46% |
| December 31, 2023 | 77.46% |
| November 30, 2023 | 77.46% |
| October 31, 2023 | 77.46% |
| September 30, 2023 | 77.46% |
| August 31, 2023 | 77.46% |
| July 31, 2023 | 77.46% |
| June 30, 2023 | 77.46% |
| May 31, 2023 | 77.46% |
| April 30, 2023 | 77.46% |
| March 31, 2023 | 77.46% |
| February 28, 2023 | 77.46% |
| January 31, 2023 | 77.46% |
| December 31, 2022 | 77.46% |
| November 30, 2022 | 77.46% |
| October 31, 2022 | 77.46% |
| Date | Value |
|---|---|
| September 30, 2022 | 77.46% |
| August 31, 2022 | 77.46% |
| July 31, 2022 | 77.46% |
| June 30, 2022 | 77.46% |
| May 31, 2022 | 77.46% |
| April 30, 2022 | 77.46% |
| March 31, 2022 | 77.46% |
| February 28, 2022 | 77.46% |
| January 31, 2022 | 77.46% |
| December 31, 2021 | 77.46% |
| November 30, 2021 | 77.46% |
| October 31, 2021 | 77.46% |
| September 30, 2021 | 77.46% |
| August 31, 2021 | 78.10% |
| July 31, 2021 | 78.31% |
| June 30, 2021 | 78.31% |
| May 31, 2021 | 78.31% |
| April 30, 2021 | 78.31% |
| March 31, 2021 | 78.31% |
| February 28, 2021 | 78.31% |
| January 31, 2021 | 78.31% |
| December 31, 2020 | 78.31% |
| November 30, 2020 | 78.31% |
| October 31, 2020 | 78.31% |
| September 30, 2020 | 78.31% |
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
62.01%
Minimum
Jun 2024
78.31%
Maximum
Nov 2019
76.14%
Average
77.46%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| Plains All American Pipeline LP | 90.78% |
| International Seaways Inc | 57.48% |
| Permian Basin Royalty Trust | 73.89% |
| Titan NRG | 90.87% |
| Kinetik Holdings Inc | 95.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 18.57 |
| Beta (5Y) | 1.073 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.79% |
| Historical Sharpe Ratio (5Y) | 0.7082 |
| Historical Sortino (5Y) | 1.230 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.45% |