Navigator Holdings Ltd (NVGS)

15.28 +0.14 (+0.92%) USD  |  NYSE  |  Dec 24, 16:00
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Navigator Holdings Max Drawdown (5Y): 82.41% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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) -16.21
Beta (5Y) 1.468
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 47.63%
Historical Sharpe Ratio (5Y) 0.0714
Historical Sortino (5Y) 0.0953
Monthly Value at Risk (VaR) 5% (5Y Lookback) 17.05%