WithSecure Corp (FSOYF)
1.17
0.00 (0.00%)
USD |
OTCM |
Nov 04, 16:00
WithSecure Max Drawdown (5Y): 85.67% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 85.67% |
August 31, 2024 | 85.67% |
July 31, 2024 | 85.67% |
June 30, 2024 | 85.67% |
May 31, 2024 | 85.67% |
April 30, 2024 | 85.67% |
March 31, 2024 | 85.67% |
February 29, 2024 | 85.67% |
January 31, 2024 | 85.67% |
December 31, 2023 | 85.67% |
November 30, 2023 | 85.67% |
October 31, 2023 | 85.67% |
September 30, 2023 | 77.88% |
August 31, 2023 | 77.88% |
July 31, 2023 | 77.88% |
June 30, 2023 | 77.88% |
May 31, 2023 | 77.88% |
April 30, 2023 | 77.88% |
March 31, 2023 | 77.88% |
February 28, 2023 | 77.88% |
January 31, 2023 | 77.88% |
December 31, 2022 | 77.88% |
November 30, 2022 | 77.26% |
October 31, 2022 | 77.26% |
September 30, 2022 | 77.26% |
Date | Value |
---|---|
August 31, 2022 | 73.05% |
July 31, 2022 | 73.05% |
June 30, 2022 | 49.30% |
May 31, 2022 | 49.30% |
April 30, 2022 | 49.30% |
March 31, 2022 | 49.30% |
February 28, 2022 | 49.30% |
January 31, 2022 | 49.30% |
December 31, 2021 | 49.30% |
November 30, 2021 | 49.30% |
October 31, 2021 | 49.30% |
September 30, 2021 | 49.30% |
August 31, 2021 | 49.30% |
July 31, 2021 | 49.30% |
June 30, 2021 | 49.30% |
May 31, 2021 | 49.30% |
April 30, 2021 | 49.30% |
March 31, 2021 | 49.30% |
February 28, 2021 | 49.30% |
January 31, 2021 | 49.30% |
December 31, 2020 | 49.30% |
November 30, 2020 | 49.30% |
October 31, 2020 | 49.30% |
September 30, 2020 | 49.30% |
August 31, 2020 | 49.30% |
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
47.91%
Minimum
Nov 2019
85.67%
Maximum
Oct 2023
63.65%
Average
49.30%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Nokia Oyj | 63.22% |
Qt Group PLC | -- |
Vaisala Oyj | 40.15% |
Bittium Corp | 0.00% |
F-Secure Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.88 |
Beta (5Y) | -0.275 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.68% |
Historical Sharpe Ratio (5Y) | -0.2945 |
Historical Sortino (5Y) | -0.4952 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.56% |