Orsted A/S (DNNGY)
20.29
-0.62
(-2.97%)
USD |
OTCM |
May 17, 15:55
Orsted Max Drawdown (5Y): 83.42% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 83.42% |
| March 31, 2024 | 83.42% |
| February 29, 2024 | 83.42% |
| January 31, 2024 | 83.42% |
| December 31, 2023 | 83.42% |
| November 30, 2023 | 83.42% |
| October 31, 2023 | 78.85% |
| September 30, 2023 | 75.26% |
| August 31, 2023 | 71.26% |
| July 31, 2023 | 65.64% |
| June 30, 2023 | 65.64% |
| May 31, 2023 | 65.64% |
| April 30, 2023 | 65.64% |
| March 31, 2023 | 65.64% |
| February 28, 2023 | 65.64% |
| January 31, 2023 | 65.64% |
| December 31, 2022 | 65.64% |
| November 30, 2022 | 65.64% |
| October 31, 2022 | 65.64% |
| September 30, 2022 | 63.95% |
| August 31, 2022 | 56.03% |
| July 31, 2022 | 56.03% |
| June 30, 2022 | 56.03% |
| May 31, 2022 | 56.03% |
| April 30, 2022 | 55.27% |
| Date | Value |
|---|---|
| March 31, 2022 | 55.27% |
| February 28, 2022 | 55.27% |
| January 31, 2022 | 53.98% |
| December 31, 2021 | 46.45% |
| November 30, 2021 | 43.61% |
| October 31, 2021 | 41.82% |
| September 30, 2021 | 40.51% |
| August 31, 2021 | 38.94% |
| July 31, 2021 | 38.94% |
| June 30, 2021 | 38.94% |
| May 31, 2021 | 38.94% |
| April 30, 2021 | 35.52% |
| March 31, 2021 | 35.52% |
| February 28, 2021 | 29.12% |
| January 31, 2021 | 28.68% |
| December 31, 2020 | 28.68% |
| November 30, 2020 | 28.68% |
| October 31, 2020 | 28.68% |
| September 30, 2020 | 28.68% |
| August 31, 2020 | 28.68% |
| July 31, 2020 | 28.68% |
| June 30, 2020 | 28.68% |
| May 31, 2020 | 28.68% |
| April 30, 2020 | 28.68% |
| March 31, 2020 | 28.68% |
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
23.67%
Minimum
May 2019
83.42%
Maximum
Nov 2023
47.84%
Average
42.71%
Median
Max Drawdown (5Y) Benchmarks
| Eversource Energy | 41.67% |
| RWE AG | 42.67% |
| Engie SA | 48.73% |
| Vistra Corp | 53.27% |
| Constellation Energy Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.51 |
| Beta (5Y) | 0.8256 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.36% |
| Historical Sharpe Ratio (5Y) | -0.1905 |
| Historical Sortino (5Y) | -0.2811 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.25% |