Norsk Hydro ASA (NHYDY)
6.41
+0.17
(+2.72%)
USD |
OTCM |
May 03, 16:00
Norsk Hydro Max Drawdown (5Y): 73.96% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 73.96% |
March 31, 2024 | 73.96% |
February 29, 2024 | 73.96% |
January 31, 2024 | 73.96% |
December 31, 2023 | 73.96% |
November 30, 2023 | 73.96% |
October 31, 2023 | 73.96% |
September 30, 2023 | 73.96% |
August 31, 2023 | 73.96% |
July 31, 2023 | 73.96% |
June 30, 2023 | 73.96% |
May 31, 2023 | 73.96% |
April 30, 2023 | 73.96% |
March 31, 2023 | 73.96% |
February 28, 2023 | 73.96% |
January 31, 2023 | 73.96% |
December 31, 2022 | 73.96% |
November 30, 2022 | 73.96% |
October 31, 2022 | 73.96% |
September 30, 2022 | 73.96% |
August 31, 2022 | 73.96% |
July 31, 2022 | 73.96% |
June 30, 2022 | 73.96% |
May 31, 2022 | 73.96% |
April 30, 2022 | 73.96% |
Date | Value |
---|---|
March 31, 2022 | 73.96% |
February 28, 2022 | 73.96% |
January 31, 2022 | 73.96% |
December 31, 2021 | 73.96% |
November 30, 2021 | 73.96% |
October 31, 2021 | 73.96% |
September 30, 2021 | 73.96% |
August 31, 2021 | 73.96% |
July 31, 2021 | 73.96% |
June 30, 2021 | 73.96% |
May 31, 2021 | 73.96% |
April 30, 2021 | 73.96% |
March 31, 2021 | 73.96% |
February 28, 2021 | 73.96% |
January 31, 2021 | 73.96% |
December 31, 2020 | 73.96% |
November 30, 2020 | 73.96% |
October 31, 2020 | 73.96% |
September 30, 2020 | 73.96% |
August 31, 2020 | 73.96% |
July 31, 2020 | 73.96% |
June 30, 2020 | 73.96% |
May 31, 2020 | 73.96% |
April 30, 2020 | 73.96% |
March 31, 2020 | 73.96% |
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
62.47%
Minimum
May 2019
73.96%
Maximum
Mar 2020
72.04%
Average
73.96%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Yara International ASA | 74.33% |
Borregaard ASA | 48.34% |
Elkem ASA | -- |
CRH PLC | 53.12% |
Rio Tinto PLC | 37.48% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.869 |
Beta (5Y) | 1.550 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.71% |
Historical Sharpe Ratio (5Y) | 0.2494 |
Historical Sortino (5Y) | 0.4343 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.89% |