Orsted A/S (DOGEF)
54.54
+1.97
(+3.74%)
USD |
OTCM |
May 02, 15:43
Orsted Max Drawdown (5Y): 83.29% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| 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% |
| Date | Value |
|---|---|
| March 31, 2022 | 55.90% |
| February 28, 2022 | 55.90% |
| January 31, 2022 | 53.74% |
| December 31, 2021 | 45.26% |
| November 30, 2021 | 43.34% |
| October 31, 2021 | 41.99% |
| September 30, 2021 | 40.30% |
| August 31, 2021 | 38.73% |
| July 31, 2021 | 38.73% |
| June 30, 2021 | 38.73% |
| May 31, 2021 | 37.68% |
| April 30, 2021 | 35.39% |
| March 31, 2021 | 35.39% |
| February 28, 2021 | 30.02% |
| January 31, 2021 | 30.02% |
| December 31, 2020 | 30.02% |
| November 30, 2020 | 30.02% |
| October 31, 2020 | 30.02% |
| September 30, 2020 | 30.02% |
| August 31, 2020 | 30.02% |
| July 31, 2020 | 30.02% |
| June 30, 2020 | 30.02% |
| May 31, 2020 | 30.02% |
| April 30, 2020 | 30.02% |
| March 31, 2020 | 30.02% |
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
19.60%
Minimum
May 2019
83.29%
Maximum
Nov 2023
47.52%
Average
42.66%
Median
Max Drawdown (5Y) Benchmarks
| Smart Powerr Corp | 98.46% |
| Ellomay Capital Ltd | 73.36% |
| Atlantica Sustainable Infrastructure PLC | 58.03% |
| Enlight Renewable Energy Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.02 |
| Beta (5Y) | 0.8616 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.55% |
| Historical Sharpe Ratio (5Y) | -0.1665 |
| Historical Sortino (5Y) | -0.2485 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.60% |