Navigator Holdings Ltd (NVGS)
13.34
-0.12 (-0.89%)
USD |
NYSE |
Mar 24, 16:00
13.34
0.00 (0.00%)
Pre-Market: 20:00
Navigator Holdings Max Drawdown (5Y): 81.34% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| April 30, 2020 | 81.34% |
| March 31, 2020 | 81.34% |
| February 29, 2020 | 79.21% |
| January 31, 2020 | 79.21% |
| December 31, 2019 | 79.21% |
| November 30, 2019 | 79.21% |
| October 31, 2019 | 79.21% |
| September 30, 2019 | 79.21% |
| August 31, 2019 | 79.21% |
| July 31, 2019 | 79.21% |
| June 30, 2019 | 79.21% |
| May 31, 2019 | 79.21% |
| April 30, 2019 | 79.21% |
| March 31, 2019 | 79.21% |
| February 28, 2019 | 79.21% |
| January 31, 2019 | 79.21% |
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
Mar 2018
81.34%
Maximum
Mar 2020
80.48%
Average
81.34%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| TORM PLC | 47.13% |
| Seadrill Ltd | -- |
| BP PLC | 63.90% |
| Shell PLC | 67.23% |
| Awilco Drilling PLC | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.38 |
| Beta (5Y) | 1.603 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.91% |
| Historical Sharpe Ratio (5Y) | 0.3705 |
| Historical Sortino (5Y) | 0.5144 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.20% |