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Delek US Holdings Inc
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81.550USD
+2.390+3.02%
Close 09-16 16:00（ET）
5.00BMarket Cap
LossP/E TTM
After-hours 16:10 (ET)81.550USD+0.070+0.09%
After-hours 16:10 (ET)Risk Assessment
Currency: USD Updated: 2026-09-16Beta vs S&P 500 index
0.61
VaR
+4.77%
240-Day Maximum Drawdown
+36.02%
240-Day Volatility
+60.82%
Return
Best Daily Return
60 days
+11.60%
120 days
+13.72%
5 years
+14.11%
Worst Daily Return
60 days
-9.74%
120 days
-12.30%
5 years
-16.60%
Sharpe Ratio
60 days
+5.03
120 days
+2.25
5 years
+0.96
Risk Assessment
Maximum Drawdown
240 days
+36.02%
3 years
+65.41%
5 years
+66.87%
Return-to-Drawdown Ratio
240 days
+3.95
3 years
+1.04
5 years
+1.19
Skewness
240 days
+0.23
3 years
+0.10
5 years
+0.12
Volatility
Realised Volatility
240 days
+60.82%
5 years
+54.22%
Standardised True Range
240 days
+3.13%
5 years
+1.73%
Downside Risk-Adjusted Return
120 days
+346.43%
240 days
+346.43%
Maximum Daily Upside Volatility
60 days
+39.61%
Maximum Daily Downside Volatility
60 days
+39.91%
Liquidity
Average Turnover Rate
60 days
+2.46%
120 days
+2.27%
5 years
--
Turnover Deviation
20 days
+23.79%
60 days
-1.73%
120 days
-9.30%