Navigator Holdings Ltd (NVGS)
16.35
+0.48
(+3.02%)
USD |
NYSE |
Nov 14, 12:22
Navigator Holdings Max Drawdown (5Y): 81.34% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 81.34% |
| September 30, 2024 | 81.34% |
| August 31, 2024 | 81.34% |
| July 31, 2024 | 81.34% |
| 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% |
| Date | Value |
|---|---|
| September 30, 2022 | 81.34% |
| August 31, 2022 | 81.34% |
| July 31, 2022 | 81.34% |
| June 30, 2022 | 81.34% |
| 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% |
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
Nov 2019
81.34%
Maximum
Mar 2020
81.20%
Average
81.34%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| BP PLC | 63.90% |
| Dorian LPG Ltd | 62.01% |
| TORM PLC | 47.13% |
| Shell PLC | 67.23% |
| Cool Co Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.93 |
| Beta (5Y) | 1.496 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.69% |
| Historical Sharpe Ratio (5Y) | 0.1128 |
| Historical Sortino (5Y) | 0.1501 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.05% |