Navigator Holdings Ltd (NVGS)
16.24
-0.04
(-0.22%)
USD |
NYSE |
Jul 26, 16:00
16.24
0.00 (0.00%)
After-Hours: 20:00
Navigator Holdings Max Drawdown (5Y): 81.34% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2024 | 81.34% |
May 31, 2024 | 81.34% |
April 30, 2024 | 81.34% |
March 31, 2024 | 81.34% |
February 29, 2024 | 81.34% |
January 31, 2024 | 81.34% |
December 31, 2023 | 81.34% |
November 30, 2023 | 81.34% |
October 31, 2023 | 81.34% |
September 30, 2023 | 81.34% |
August 31, 2023 | 81.34% |
July 31, 2023 | 81.34% |
June 30, 2023 | 81.34% |
May 31, 2023 | 81.34% |
April 30, 2023 | 81.34% |
March 31, 2023 | 81.34% |
February 28, 2023 | 81.34% |
January 31, 2023 | 81.34% |
December 31, 2022 | 81.34% |
November 30, 2022 | 81.34% |
October 31, 2022 | 81.34% |
September 30, 2022 | 81.34% |
August 31, 2022 | 81.34% |
July 31, 2022 | 81.34% |
June 30, 2022 | 81.34% |
Date | Value |
---|---|
May 31, 2022 | 81.34% |
April 30, 2022 | 81.34% |
March 31, 2022 | 81.34% |
February 28, 2022 | 81.34% |
January 31, 2022 | 81.34% |
December 31, 2021 | 81.34% |
November 30, 2021 | 81.34% |
October 31, 2021 | 81.34% |
September 30, 2021 | 81.34% |
August 31, 2021 | 81.34% |
July 31, 2021 | 81.34% |
June 30, 2021 | 81.34% |
May 31, 2021 | 81.34% |
April 30, 2021 | 81.34% |
March 31, 2021 | 81.34% |
February 28, 2021 | 81.34% |
January 31, 2021 | 81.34% |
December 31, 2020 | 81.34% |
November 30, 2020 | 81.34% |
October 31, 2020 | 81.34% |
September 30, 2020 | 81.34% |
August 31, 2020 | 81.34% |
July 31, 2020 | 81.34% |
June 30, 2020 | 81.34% |
May 31, 2020 | 81.34% |
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
79.21%
Minimum
Jul 2019
81.34%
Maximum
Mar 2020
81.05%
Average
81.34%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
BP PLC | 63.90% |
Awilco Drilling PLC | 100.0% |
TORM PLC | 47.13% |
Shell PLC | 67.23% |
Odfjell Drilling Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.060 |
Beta (5Y) | 1.511 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.10% |
Historical Sharpe Ratio (5Y) | 0.2377 |
Historical Sortino (5Y) | 0.3119 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.05% |