Elisa Oyj (ELMUF)
45.16
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Elisa Max Drawdown (5Y): 29.08% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 29.08% |
| March 31, 2024 | 29.08% |
| February 29, 2024 | 29.08% |
| January 31, 2024 | 26.50% |
| December 31, 2023 | 17.37% |
| November 30, 2023 | 17.37% |
| October 31, 2023 | 17.37% |
| September 30, 2023 | 17.37% |
| August 31, 2023 | 17.37% |
| July 31, 2023 | 17.37% |
| June 30, 2023 | 17.37% |
| May 31, 2023 | 17.37% |
| April 30, 2023 | 17.37% |
| March 31, 2023 | 17.37% |
| February 28, 2023 | 17.37% |
| January 31, 2023 | 17.37% |
| December 31, 2022 | 17.37% |
| November 30, 2022 | 17.37% |
| October 31, 2022 | 17.37% |
| September 30, 2022 | 17.37% |
| August 31, 2022 | 17.37% |
| July 31, 2022 | 17.37% |
| June 30, 2022 | 17.37% |
| May 31, 2022 | 17.37% |
| April 30, 2022 | 17.37% |
| Date | Value |
|---|---|
| March 31, 2022 | 17.37% |
| February 28, 2022 | 17.37% |
| January 31, 2022 | 17.37% |
| December 31, 2021 | 17.37% |
| November 30, 2021 | 17.37% |
| October 31, 2021 | 17.37% |
| September 30, 2021 | 17.37% |
| August 31, 2021 | 17.37% |
| July 31, 2021 | 17.37% |
| June 30, 2021 | 17.37% |
| May 31, 2021 | 17.37% |
| April 30, 2021 | 17.37% |
| March 31, 2021 | 17.37% |
| February 28, 2021 | 17.37% |
| January 31, 2021 | 17.37% |
| December 31, 2020 | 17.37% |
| November 30, 2020 | 17.37% |
| October 31, 2020 | 13.63% |
| September 30, 2020 | 13.63% |
| August 31, 2020 | 13.63% |
| July 31, 2020 | 13.63% |
| June 30, 2020 | 13.63% |
| May 31, 2020 | 13.63% |
| April 30, 2020 | 13.63% |
| March 31, 2020 | 13.63% |
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
13.63%
Minimum
May 2019
29.08%
Maximum
Feb 2024
16.98%
Average
17.37%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| Remedy Entertainment PLC | -- |
| Sanoma Oyj | -- |
| Inuvo Inc | 95.07% |
| Globalstar Inc | 90.63% |
| Loop Media Inc | 98.83% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.836 |
| Beta (5Y) | -0.0045 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.82% |
| Historical Sharpe Ratio (5Y) | 0.1338 |
| Historical Sortino (5Y) | 0.1641 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.07% |