Outokumpu Oyj (OUTKY)
2.024
+0.05
(+2.72%)
USD |
OTCM |
May 23, 16:00
Outokumpu Max Drawdown (5Y): 77.62% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 77.62% |
| March 31, 2024 | 77.62% |
| February 29, 2024 | 77.62% |
| January 31, 2024 | 77.62% |
| December 31, 2023 | 77.62% |
| November 30, 2023 | 77.62% |
| October 31, 2023 | 77.62% |
| September 30, 2023 | 77.62% |
| August 31, 2023 | 77.62% |
| July 31, 2023 | 77.62% |
| June 30, 2023 | 77.62% |
| May 31, 2023 | 77.62% |
| April 30, 2023 | 77.62% |
| March 31, 2023 | 77.62% |
| February 28, 2023 | 77.62% |
| January 31, 2023 | 77.62% |
| December 31, 2022 | 77.62% |
| November 30, 2022 | 77.62% |
| October 31, 2022 | 77.62% |
| September 30, 2022 | 77.62% |
| August 31, 2022 | 77.62% |
| July 31, 2022 | 77.62% |
| June 30, 2022 | 77.62% |
| May 31, 2022 | 77.62% |
| April 30, 2022 | 77.62% |
| Date | Value |
|---|---|
| March 31, 2022 | 77.62% |
| February 28, 2022 | 77.62% |
| January 31, 2022 | 77.62% |
| December 31, 2021 | 77.62% |
| November 30, 2021 | 77.62% |
| October 31, 2021 | 77.62% |
| September 30, 2021 | 77.62% |
| August 31, 2021 | 79.75% |
| July 31, 2021 | 81.94% |
| June 30, 2021 | 83.13% |
| May 31, 2021 | 84.61% |
| April 30, 2021 | 89.05% |
| March 31, 2021 | 89.05% |
| February 28, 2021 | 90.11% |
| January 31, 2021 | 90.11% |
| December 31, 2020 | 90.11% |
| November 30, 2020 | 96.43% |
| October 31, 2020 | 96.43% |
| September 30, 2020 | 96.43% |
| August 31, 2020 | 96.43% |
| July 31, 2020 | 96.43% |
| June 30, 2020 | 96.43% |
| May 31, 2020 | 96.43% |
| April 30, 2020 | 96.43% |
| March 31, 2020 | 96.43% |
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
77.62%
Minimum
Sep 2021
96.43%
Maximum
May 2019
84.90%
Average
77.62%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| Stora Enso Oyj | 61.11% |
| UPM-Kymmene Oyj | -- |
| Kemira Oyj | -- |
| Core Molding Technologies Inc | 96.20% |
| Flexible Solutions International Inc | 75.75% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.27 |
| Beta (5Y) | 0.7788 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.77% |
| Historical Sharpe Ratio (5Y) | -0.011 |
| Historical Sortino (5Y) | -0.0161 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.00% |