Elisa Oyj (ELMUY)
25.19
+2.20
(+9.57%)
USD |
OTCM |
Nov 14, 15:26
Elisa Max Drawdown (5Y): 31.99% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 31.99% |
| September 30, 2024 | 31.99% |
| August 31, 2024 | 31.99% |
| July 31, 2024 | 31.99% |
| June 30, 2024 | 31.99% |
| May 31, 2024 | 31.99% |
| April 30, 2024 | 31.99% |
| March 31, 2024 | 31.99% |
| February 29, 2024 | 31.99% |
| January 31, 2024 | 31.99% |
| December 31, 2023 | 31.99% |
| November 30, 2023 | 31.99% |
| October 31, 2023 | 31.99% |
| September 30, 2023 | 24.08% |
| August 31, 2023 | 24.08% |
| July 31, 2023 | 24.08% |
| June 30, 2023 | 24.08% |
| May 31, 2023 | 24.08% |
| April 30, 2023 | 24.08% |
| March 31, 2023 | 24.08% |
| February 28, 2023 | 24.08% |
| January 31, 2023 | 24.08% |
| December 31, 2022 | 24.08% |
| November 30, 2022 | 24.08% |
| October 31, 2022 | 24.08% |
| Date | Value |
|---|---|
| September 30, 2022 | 20.47% |
| August 31, 2022 | 20.47% |
| July 31, 2022 | 20.47% |
| June 30, 2022 | 20.47% |
| May 31, 2022 | 20.47% |
| April 30, 2022 | 20.47% |
| March 31, 2022 | 20.47% |
| February 28, 2022 | 20.47% |
| January 31, 2022 | 20.47% |
| December 31, 2021 | 20.47% |
| November 30, 2021 | 20.47% |
| October 31, 2021 | 20.47% |
| September 30, 2021 | 20.47% |
| August 31, 2021 | 20.47% |
| July 31, 2021 | 20.47% |
| June 30, 2021 | 20.47% |
| May 31, 2021 | 20.47% |
| April 30, 2021 | 20.47% |
| March 31, 2021 | 20.47% |
| February 28, 2021 | 20.47% |
| January 31, 2021 | 20.47% |
| December 31, 2020 | 20.47% |
| November 30, 2020 | 20.47% |
| October 31, 2020 | 17.66% |
| September 30, 2020 | 8.72% |
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
6.67%
Minimum
Mar 2020
31.99%
Maximum
Oct 2023
21.85%
Average
20.47%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| Remedy Entertainment PLC | -- |
| Mega Matrix Inc | 95.39% |
| Kartoon Studios Inc | 99.07% |
| The Arena Group Holdings Inc | 97.16% |
| Globalstar Inc | 90.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.9795 |
| Beta (5Y) | 0.0481 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.61% |
| Historical Sharpe Ratio (5Y) | 0.0777 |
| Historical Sortino (5Y) | 0.0959 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.86% |