Ørsted A/S (DOGEF)
25.00
+0.93
(+3.86%)
USD |
OTCM |
Jun 09, 16:00
Ørsted Max Drawdown (5Y) : 92.20% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 92.20% |
| April 30, 2026 | 92.20% |
| March 31, 2026 | 92.20% |
| February 28, 2026 | 92.20% |
| January 31, 2026 | 92.20% |
| December 31, 2025 | 92.20% |
| November 30, 2025 | 92.20% |
| October 31, 2025 | 92.20% |
| September 30, 2025 | 92.20% |
| August 31, 2025 | 86.26% |
| July 31, 2025 | 83.42% |
| June 30, 2025 | 83.42% |
| May 31, 2025 | 83.42% |
| April 30, 2025 | 83.42% |
| March 31, 2025 | 83.42% |
| February 28, 2025 | 83.42% |
| January 31, 2025 | 83.42% |
| December 31, 2024 | 83.29% |
| November 30, 2024 | 83.29% |
| October 31, 2024 | 83.29% |
| September 30, 2024 | 83.29% |
| August 31, 2024 | 83.29% |
| July 31, 2024 | 83.29% |
| June 30, 2024 | 83.29% |
| May 31, 2024 | 83.29% |
| Date | Value |
|---|---|
| April 30, 2024 | 83.29% |
| March 31, 2024 | 83.29% |
| February 29, 2024 | 83.29% |
| January 31, 2024 | 83.29% |
| December 31, 2023 | 83.29% |
| November 30, 2023 | 83.29% |
| October 31, 2023 | 78.98% |
| September 30, 2023 | 74.76% |
| August 31, 2023 | 70.72% |
| July 31, 2023 | 66.33% |
| June 30, 2023 | 66.33% |
| May 31, 2023 | 66.33% |
| April 30, 2023 | 66.33% |
| March 31, 2023 | 66.33% |
| February 28, 2023 | 66.33% |
| January 31, 2023 | 66.33% |
| December 31, 2022 | 66.33% |
| November 30, 2022 | 66.33% |
| October 31, 2022 | 66.33% |
| September 30, 2022 | 64.32% |
| August 31, 2022 | 56.46% |
| July 31, 2022 | 56.46% |
| June 30, 2022 | 56.46% |
| May 31, 2022 | 56.46% |
| April 30, 2022 | 55.90% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Ørsted A/S | 91.94% |
| The AES Corp. | 63.41% |
| Ormat Technologies, Inc. | 52.40% |
| Hallador Energy Co. | 77.79% |
| Ellomay Capital Ltd. | 73.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -41.17 |
| Beta (5Y) | 0.7409 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.32% |
| Historical Sharpe Ratio (5Y) | -0.7513 |
| Historical Sortino (5Y) | -0.9652 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.00% |