Nokian Tyres PLC (NKRKY)
4.85
-0.05
(-1.02%)
USD |
OTCM |
May 17, 16:00
Nokian Tyres Max Drawdown (5Y): 82.36% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 82.36% |
| March 31, 2024 | 82.36% |
| February 29, 2024 | 82.36% |
| January 31, 2024 | 82.36% |
| December 31, 2023 | 82.36% |
| November 30, 2023 | 82.36% |
| October 31, 2023 | 82.36% |
| September 30, 2023 | 80.37% |
| August 31, 2023 | 79.73% |
| July 31, 2023 | 79.73% |
| June 30, 2023 | 79.73% |
| May 31, 2023 | 79.73% |
| April 30, 2023 | 79.73% |
| March 31, 2023 | 79.73% |
| February 28, 2023 | 77.31% |
| January 31, 2023 | 76.39% |
| December 31, 2022 | 76.39% |
| November 30, 2022 | 76.39% |
| October 31, 2022 | 76.39% |
| September 30, 2022 | 76.39% |
| August 31, 2022 | 75.22% |
| July 31, 2022 | 74.97% |
| June 30, 2022 | 73.14% |
| May 31, 2022 | 70.36% |
| April 30, 2022 | 70.36% |
| Date | Value |
|---|---|
| March 31, 2022 | 64.45% |
| February 28, 2022 | 60.38% |
| January 31, 2022 | 60.38% |
| December 31, 2021 | 60.38% |
| November 30, 2021 | 60.38% |
| October 31, 2021 | 60.38% |
| September 30, 2021 | 60.38% |
| August 31, 2021 | 60.38% |
| July 31, 2021 | 60.38% |
| June 30, 2021 | 60.38% |
| May 31, 2021 | 60.38% |
| April 30, 2021 | 60.38% |
| March 31, 2021 | 60.38% |
| February 28, 2021 | 60.38% |
| January 31, 2021 | 60.38% |
| December 31, 2020 | 60.38% |
| November 30, 2020 | 60.38% |
| October 31, 2020 | 60.38% |
| September 30, 2020 | 60.38% |
| August 31, 2020 | 60.38% |
| July 31, 2020 | 60.38% |
| June 30, 2020 | 60.38% |
| May 31, 2020 | 60.38% |
| April 30, 2020 | 60.38% |
| March 31, 2020 | 60.38% |
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
45.09%
Minimum
Dec 2019
82.36%
Maximum
Oct 2023
66.35%
Average
60.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Fiskars Oyj | 68.33% |
| Huhtamäki Oyj | 29.65% |
| Kamux Corp | -- |
| Harvia PLC | -- |
| Amer Sports Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -34.80 |
| Beta (5Y) | 1.153 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.89% |
| Historical Sharpe Ratio (5Y) | -0.5503 |
| Historical Sortino (5Y) | -0.6537 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.98% |