Nordic American Tankers Ltd (NAT)
3.08
-0.06
(-1.91%)
USD |
NYSE |
Nov 05, 11:19
Nordic American Tankers Max Drawdown (5Y): 79.67% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 79.67% |
September 30, 2024 | 79.67% |
August 31, 2024 | 79.67% |
July 31, 2024 | 81.26% |
June 30, 2024 | 86.24% |
May 31, 2024 | 86.24% |
April 30, 2024 | 86.24% |
March 31, 2024 | 86.24% |
February 29, 2024 | 86.24% |
January 31, 2024 | 86.24% |
December 31, 2023 | 86.24% |
November 30, 2023 | 86.24% |
October 31, 2023 | 86.24% |
September 30, 2023 | 86.24% |
August 31, 2023 | 86.24% |
July 31, 2023 | 86.24% |
June 30, 2023 | 86.24% |
May 31, 2023 | 86.24% |
April 30, 2023 | 86.24% |
March 31, 2023 | 86.24% |
February 28, 2023 | 86.24% |
January 31, 2023 | 86.24% |
December 31, 2022 | 86.24% |
November 30, 2022 | 86.24% |
October 31, 2022 | 86.24% |
Date | Value |
---|---|
September 30, 2022 | 86.24% |
August 31, 2022 | 86.24% |
July 31, 2022 | 86.24% |
June 30, 2022 | 86.24% |
May 31, 2022 | 86.24% |
April 30, 2022 | 86.24% |
March 31, 2022 | 86.24% |
February 28, 2022 | 86.24% |
January 31, 2022 | 86.24% |
December 31, 2021 | 86.24% |
November 30, 2021 | 86.24% |
October 31, 2021 | 86.24% |
September 30, 2021 | 86.24% |
August 31, 2021 | 86.24% |
July 31, 2021 | 86.24% |
June 30, 2021 | 86.24% |
May 31, 2021 | 86.24% |
April 30, 2021 | 86.24% |
March 31, 2021 | 86.24% |
February 28, 2021 | 86.24% |
January 31, 2021 | 86.24% |
December 31, 2020 | 86.24% |
November 30, 2020 | 86.24% |
October 31, 2020 | 86.24% |
September 30, 2020 | 86.24% |
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
79.67%
Minimum
Aug 2024
86.24%
Maximum
Nov 2019
85.83%
Average
86.24%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Golar LNG Ltd | 90.08% |
DHT Holdings Inc | 39.57% |
Teekay Tankers Ltd | 79.73% |
Marine Petroleum Trust | 84.96% |
Plains GP Holdings LP | 93.77% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 6.641 |
Beta (5Y) | -0.2112 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.32% |
Historical Sharpe Ratio (5Y) | 0.066 |
Historical Sortino (5Y) | 0.1507 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.58% |