Olin Corp (OLN)
53.30
+1.24
(+2.38%)
USD |
NYSE |
May 02, 16:00
53.30
0.00 (0.00%)
After-Hours: 16:31
Olin Max Drawdown (5Y): 73.79% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 73.79% |
March 31, 2024 | 73.79% |
February 29, 2024 | 73.79% |
January 31, 2024 | 73.79% |
December 31, 2023 | 73.79% |
November 30, 2023 | 73.79% |
October 31, 2023 | 73.79% |
September 30, 2023 | 73.79% |
August 31, 2023 | 73.79% |
July 31, 2023 | 73.79% |
June 30, 2023 | 73.79% |
May 31, 2023 | 73.79% |
April 30, 2023 | 73.79% |
March 31, 2023 | 73.79% |
February 28, 2023 | 73.79% |
January 31, 2023 | 73.79% |
December 31, 2022 | 73.79% |
November 30, 2022 | 73.79% |
October 31, 2022 | 73.79% |
September 30, 2022 | 73.79% |
August 31, 2022 | 73.79% |
July 31, 2022 | 73.79% |
June 30, 2022 | 73.79% |
May 31, 2022 | 73.79% |
April 30, 2022 | 73.79% |
Date | Value |
---|---|
March 31, 2022 | 73.79% |
February 28, 2022 | 73.79% |
January 31, 2022 | 73.79% |
December 31, 2021 | 73.79% |
November 30, 2021 | 73.79% |
October 31, 2021 | 73.79% |
September 30, 2021 | 73.79% |
August 31, 2021 | 73.79% |
July 31, 2021 | 73.79% |
June 30, 2021 | 73.79% |
May 31, 2021 | 73.79% |
April 30, 2021 | 73.79% |
March 31, 2021 | 73.79% |
February 28, 2021 | 73.79% |
January 31, 2021 | 73.79% |
December 31, 2020 | 73.79% |
November 30, 2020 | 73.79% |
October 31, 2020 | 73.79% |
September 30, 2020 | 73.79% |
August 31, 2020 | 73.79% |
July 31, 2020 | 73.79% |
June 30, 2020 | 73.79% |
May 31, 2020 | 73.79% |
April 30, 2020 | 73.79% |
March 31, 2020 | 73.79% |
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
58.93%
Minimum
May 2019
73.79%
Maximum
Mar 2020
71.31%
Average
73.79%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
The Chemours Co | 86.15% |
Ingevity Corp | 76.22% |
Avantor Inc | -- |
Balchem Corp | 33.89% |
Innospec Inc | 42.73% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.067 |
Beta (5Y) | 1.479 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.82% |
Historical Sharpe Ratio (5Y) | 0.4124 |
Historical Sortino (5Y) | 0.691 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.24% |