AMSC ASA (ASCJF)

2.25 0.00 (0.00%) USD  |  OTCM  |  Dec 24, 16:00
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AMSC Max Drawdown (5Y): 65.23% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Tomra Systems ASA 79.14%
Norwegian Air Shuttle ASA 99.97%
MPC Container Ships ASA 100.00%
NEL ASA 93.45%
Bonheur ASA 34.10%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.316
Beta (5Y) 1.187
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 41.94%
Historical Sharpe Ratio (5Y) 0.4094
Historical Sortino (5Y) 0.6037
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.62%