OCI NV (OCINF)
27.60
-0.16
(-0.56%)
USD |
OTCM |
May 17, 09:34
OCI Max Drawdown (5Y): 72.43% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 72.43% |
March 31, 2024 | 72.43% |
February 29, 2024 | 72.43% |
January 31, 2024 | 72.43% |
December 31, 2023 | 72.43% |
November 30, 2023 | 72.43% |
October 31, 2023 | 72.43% |
September 30, 2023 | 72.43% |
August 31, 2023 | 72.43% |
July 31, 2023 | 72.43% |
June 30, 2023 | 72.43% |
May 31, 2023 | 72.43% |
April 30, 2023 | 72.43% |
March 31, 2023 | 72.43% |
February 28, 2023 | 72.43% |
January 31, 2023 | 72.43% |
December 31, 2022 | 72.43% |
November 30, 2022 | 72.43% |
October 31, 2022 | 72.43% |
September 30, 2022 | 72.43% |
August 31, 2022 | 72.43% |
July 31, 2022 | 72.43% |
June 30, 2022 | 72.43% |
May 31, 2022 | 72.43% |
April 30, 2022 | 72.43% |
Date | Value |
---|---|
March 31, 2022 | 72.43% |
February 28, 2022 | 72.43% |
January 31, 2022 | 72.43% |
December 31, 2021 | 72.43% |
November 30, 2021 | 72.43% |
October 31, 2021 | 72.43% |
September 30, 2021 | 72.43% |
August 31, 2021 | 72.43% |
July 31, 2021 | 72.43% |
June 30, 2021 | 72.43% |
May 31, 2021 | 72.43% |
April 30, 2021 | 72.43% |
March 31, 2021 | 72.43% |
February 28, 2021 | 72.43% |
January 31, 2021 | 72.43% |
December 31, 2020 | 72.43% |
November 30, 2020 | 72.43% |
October 31, 2020 | 72.43% |
September 30, 2020 | 72.43% |
August 31, 2020 | 72.43% |
July 31, 2020 | 72.43% |
June 30, 2020 | 72.43% |
May 31, 2020 | 72.43% |
April 30, 2020 | 72.43% |
March 31, 2020 | 72.43% |
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
57.80%
Minimum
May 2019
72.43%
Maximum
Mar 2020
69.99%
Average
72.43%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Corbion NV | 71.55% |
Koninklijke DSM NV | 94.52% |
Akzo Nobel NV | 57.67% |
Avantium NV | -- |
IMCD NV | 48.96% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.879 |
Beta (5Y) | 0.6534 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.74% |
Historical Sharpe Ratio (5Y) | 0.0282 |
Historical Sortino (5Y) | 0.0461 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.70% |