Navigator Holdings Ltd (NVGS)
15.18
+0.27
(+1.81%)
USD |
NYSE |
Apr 25, 16:00
15.17
-0.01
(-0.07%)
Pre-Market: 20:00
Navigator Holdings Max Drawdown (5Y): 81.34% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
May 31, 2022 | 81.34% |
April 30, 2022 | 81.34% |
March 31, 2022 | 81.34% |
Date | Value |
---|---|
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% |
April 30, 2020 | 81.34% |
March 31, 2020 | 81.34% |
February 29, 2020 | 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
Apr 2019
81.34%
Maximum
Mar 2020
80.95%
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) | -13.95 |
Beta (5Y) | 1.455 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.38% |
Historical Sharpe Ratio (5Y) | 0.1043 |
Historical Sortino (5Y) | 0.1407 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.05% |