Nokia Oyj (NOK)
3.65
+0.01
(+0.27%)
USD |
NYSE |
Apr 26, 16:00
3.65
0.00 (0.00%)
After-Hours: 20:00
Nokia Max Drawdown (5Y): 63.22% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 63.22% |
February 29, 2024 | 63.22% |
January 31, 2024 | 63.22% |
December 31, 2023 | 63.22% |
November 30, 2023 | 63.22% |
October 31, 2023 | 63.22% |
September 30, 2023 | 63.22% |
August 31, 2023 | 63.22% |
July 31, 2023 | 63.22% |
June 30, 2023 | 63.22% |
May 31, 2023 | 63.22% |
April 30, 2023 | 63.22% |
March 31, 2023 | 63.22% |
February 28, 2023 | 63.22% |
January 31, 2023 | 63.22% |
December 31, 2022 | 63.22% |
November 30, 2022 | 63.22% |
October 31, 2022 | 63.22% |
September 30, 2022 | 63.22% |
August 31, 2022 | 63.22% |
July 31, 2022 | 63.22% |
June 30, 2022 | 63.22% |
May 31, 2022 | 63.22% |
April 30, 2022 | 63.22% |
March 31, 2022 | 63.22% |
Date | Value |
---|---|
February 28, 2022 | 63.22% |
January 31, 2022 | 63.22% |
December 31, 2021 | 63.22% |
November 30, 2021 | 63.22% |
October 31, 2021 | 63.22% |
September 30, 2021 | 63.22% |
August 31, 2021 | 63.22% |
July 31, 2021 | 63.22% |
June 30, 2021 | 63.22% |
May 31, 2021 | 63.22% |
April 30, 2021 | 63.22% |
March 31, 2021 | 63.22% |
February 28, 2021 | 63.22% |
January 31, 2021 | 63.22% |
December 31, 2020 | 63.22% |
November 30, 2020 | 63.22% |
October 31, 2020 | 63.22% |
September 30, 2020 | 63.22% |
August 31, 2020 | 63.22% |
July 31, 2020 | 63.22% |
June 30, 2020 | 63.22% |
May 31, 2020 | 63.22% |
April 30, 2020 | 63.22% |
March 31, 2020 | 63.22% |
February 29, 2020 | 52.37% |
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
48.69%
Minimum
Apr 2019
63.22%
Maximum
Mar 2020
60.82%
Average
63.22%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Arista Networks Inc | 52.20% |
Telefonaktiebolaget L M Ericsson | 66.69% |
WithSecure Corp | 85.67% |
Dell Technologies Inc | 58.65% |
Qt Group PLC | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -24.03 |
Beta (5Y) | 1.089 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.38% |
Historical Sharpe Ratio (5Y) | -0.2626 |
Historical Sortino (5Y) | -0.3628 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.48% |