Fortum Oyj (FOJCY)
2.532
+0.03
(+1.26%)
USD |
OTCM |
Apr 26, 16:00
Fortum Max Drawdown (5Y): 70.80% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 70.80% |
| February 29, 2024 | 70.80% |
| January 31, 2024 | 70.80% |
| December 31, 2023 | 70.80% |
| November 30, 2023 | 70.80% |
| October 31, 2023 | 70.80% |
| September 30, 2023 | 70.80% |
| August 31, 2023 | 70.80% |
| July 31, 2023 | 70.80% |
| June 30, 2023 | 70.80% |
| May 31, 2023 | 70.80% |
| April 30, 2023 | 70.80% |
| March 31, 2023 | 70.80% |
| February 28, 2023 | 70.80% |
| January 31, 2023 | 70.80% |
| December 31, 2022 | 70.80% |
| November 30, 2022 | 70.80% |
| October 31, 2022 | 70.80% |
| September 30, 2022 | 70.80% |
| August 31, 2022 | 67.52% |
| July 31, 2022 | 67.19% |
| June 30, 2022 | 51.92% |
| May 31, 2022 | 49.69% |
| April 30, 2022 | 49.69% |
| March 31, 2022 | 49.69% |
| Date | Value |
|---|---|
| February 28, 2022 | 47.80% |
| January 31, 2022 | 47.80% |
| December 31, 2021 | 47.80% |
| November 30, 2021 | 47.80% |
| October 31, 2021 | 47.80% |
| September 30, 2021 | 47.80% |
| August 31, 2021 | 47.80% |
| July 31, 2021 | 47.80% |
| June 30, 2021 | 47.80% |
| May 31, 2021 | 47.80% |
| April 30, 2021 | 47.80% |
| March 31, 2021 | 47.80% |
| February 28, 2021 | 47.80% |
| January 31, 2021 | 48.85% |
| December 31, 2020 | 48.85% |
| November 30, 2020 | 53.80% |
| October 31, 2020 | 53.80% |
| September 30, 2020 | 53.80% |
| August 31, 2020 | 53.80% |
| July 31, 2020 | 53.80% |
| June 30, 2020 | 53.80% |
| May 31, 2020 | 53.80% |
| April 30, 2020 | 53.80% |
| March 31, 2020 | 53.80% |
| February 29, 2020 | 53.80% |
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
47.80%
Minimum
Feb 2021
70.80%
Maximum
Sep 2022
57.93%
Average
53.80%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.69 |
| Beta (5Y) | 0.8639 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.30% |
| Historical Sharpe Ratio (5Y) | -0.1311 |
| Historical Sortino (5Y) | -0.1637 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.06% |