Fortum Oyj (FOJCF)
14.40
0.00 (0.00%)
USD |
OTCM |
Nov 15, 16:00
Fortum Max Drawdown (5Y): 67.84% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 67.84% |
| September 30, 2024 | 67.84% |
| August 31, 2024 | 67.84% |
| July 31, 2024 | 67.84% |
| June 30, 2024 | 67.84% |
| May 31, 2024 | 67.84% |
| April 30, 2024 | 67.84% |
| March 31, 2024 | 67.84% |
| February 29, 2024 | 67.84% |
| January 31, 2024 | 67.84% |
| December 31, 2023 | 67.84% |
| November 30, 2023 | 67.84% |
| October 31, 2023 | 67.84% |
| September 30, 2023 | 67.84% |
| August 31, 2023 | 67.84% |
| July 31, 2023 | 67.84% |
| June 30, 2023 | 67.84% |
| May 31, 2023 | 67.84% |
| April 30, 2023 | 67.84% |
| March 31, 2023 | 67.84% |
| February 28, 2023 | 67.84% |
| January 31, 2023 | 67.84% |
| December 31, 2022 | 67.84% |
| November 30, 2022 | 67.84% |
| October 31, 2022 | 67.84% |
| Date | Value |
|---|---|
| September 30, 2022 | 67.84% |
| August 31, 2022 | 66.62% |
| July 31, 2022 | 62.53% |
| June 30, 2022 | 44.55% |
| May 31, 2022 | 44.55% |
| April 30, 2022 | 44.20% |
| March 31, 2022 | 44.20% |
| February 28, 2022 | 44.20% |
| January 31, 2022 | 44.20% |
| December 31, 2021 | 44.20% |
| November 30, 2021 | 44.20% |
| October 31, 2021 | 44.20% |
| September 30, 2021 | 44.20% |
| August 31, 2021 | 44.20% |
| July 31, 2021 | 44.20% |
| June 30, 2021 | 44.20% |
| May 31, 2021 | 44.20% |
| April 30, 2021 | 44.20% |
| March 31, 2021 | 44.20% |
| February 28, 2021 | 44.20% |
| January 31, 2021 | 44.20% |
| December 31, 2020 | 46.19% |
| November 30, 2020 | 51.40% |
| October 31, 2020 | 51.40% |
| September 30, 2020 | 51.40% |
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
44.20%
Minimum
Jan 2021
67.84%
Maximum
Sep 2022
56.73%
Average
51.40%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Duke Energy Corp | 37.37% |
| Exelon Corp | 39.86% |
| Xcel Energy Inc | 34.43% |
| Constellation Energy Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.06 |
| Beta (5Y) | 0.3934 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.18% |
| Historical Sharpe Ratio (5Y) | -0.1153 |
| Historical Sortino (5Y) | -0.1568 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.19% |