AMSC ASA (ASCJF)
2.36
0.00 (0.00%)
USD |
OTCM |
Nov 15, 16:00
AMSC Max Drawdown (5Y): 65.23% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.23% |
| September 30, 2024 | 65.23% |
| August 31, 2024 | 65.23% |
| July 31, 2024 | 65.23% |
| June 30, 2024 | 65.23% |
| May 31, 2024 | 65.23% |
| April 30, 2024 | 65.23% |
| March 31, 2024 | 65.23% |
| February 29, 2024 | 65.23% |
| January 31, 2024 | 65.23% |
| December 31, 2023 | 65.23% |
| November 30, 2023 | 65.23% |
| October 31, 2023 | 65.23% |
| September 30, 2023 | 65.23% |
| August 31, 2023 | 65.23% |
| July 31, 2023 | 65.23% |
| June 30, 2023 | 65.23% |
| May 31, 2023 | 65.23% |
| April 30, 2023 | 65.23% |
| March 31, 2023 | 65.23% |
| February 28, 2023 | 65.23% |
| January 31, 2023 | 65.23% |
| December 31, 2022 | 65.23% |
| November 30, 2022 | 65.23% |
| October 31, 2022 | 65.42% |
| Date | Value |
|---|---|
| September 30, 2022 | 66.93% |
| August 31, 2022 | 68.24% |
| July 31, 2022 | 68.24% |
| June 30, 2022 | 68.24% |
| May 31, 2022 | 68.24% |
| April 30, 2022 | 68.24% |
| March 31, 2022 | 68.24% |
| February 28, 2022 | 68.24% |
| January 31, 2022 | 68.24% |
| December 31, 2021 | 68.24% |
| November 30, 2021 | 68.24% |
| October 31, 2021 | 68.59% |
| September 30, 2021 | 70.16% |
| August 31, 2021 | 70.16% |
| July 31, 2021 | 70.16% |
| June 30, 2021 | 70.16% |
| May 31, 2021 | 70.16% |
| April 30, 2021 | 70.16% |
| March 31, 2021 | 70.16% |
| February 28, 2021 | 70.16% |
| January 31, 2021 | 70.16% |
| December 31, 2020 | 70.16% |
| November 30, 2020 | 70.27% |
| October 31, 2020 | 70.27% |
| September 30, 2020 | 70.27% |
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
65.23%
Minimum
Nov 2022
70.27%
Maximum
Nov 2019
67.73%
Average
68.24%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
| Tomra Systems ASA | 79.14% |
| Norwegian Air Shuttle ASA | 99.97% |
| MPC Container Ships ASA | 100.00% |
| NEL ASA | 90.73% |
| Bonheur ASA | 34.10% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.162 |
| Beta (5Y) | 1.206 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.88% |
| Historical Sharpe Ratio (5Y) | 0.3996 |
| Historical Sortino (5Y) | 0.5834 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.62% |