Norsk Hydro ASA (NHYDY)
6.29
+0.45
(+7.62%)
USD |
OTCM |
Nov 15, 16:00
Norsk Hydro Max Drawdown (5Y): 73.96% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 73.96% |
| September 30, 2024 | 73.96% |
| August 31, 2024 | 73.96% |
| July 31, 2024 | 73.96% |
| June 30, 2024 | 73.96% |
| May 31, 2024 | 73.96% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
73.96%
Maximum
Mar 2020
73.19%
Average
73.96%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Yara International ASA | 49.59% |
| Elkem ASA | -- |
| Borregaard ASA | -- |
| BHP Group Ltd | 43.85% |
| Rio Tinto PLC | 37.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.396 |
| Beta (5Y) | 1.547 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.44% |
| Historical Sharpe Ratio (5Y) | 0.3428 |
| Historical Sortino (5Y) | 0.5899 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.98% |