NEL ASA (NLLSF)
0.663
+0.09
(+15.90%)
USD |
OTCM |
May 23, 09:43
NEL Max Drawdown (5Y): 90.05% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 90.05% |
March 31, 2024 | 89.86% |
February 29, 2024 | 89.31% |
January 31, 2024 | 88.12% |
December 31, 2023 | 85.51% |
November 30, 2023 | 85.51% |
October 31, 2023 | 85.51% |
September 30, 2023 | 81.52% |
August 31, 2023 | 76.59% |
July 31, 2023 | 76.59% |
June 30, 2023 | 76.59% |
May 31, 2023 | 76.59% |
April 30, 2023 | 76.59% |
March 31, 2023 | 76.59% |
February 28, 2023 | 76.59% |
January 31, 2023 | 76.59% |
December 31, 2022 | 76.59% |
November 30, 2022 | 76.59% |
October 31, 2022 | 76.59% |
September 30, 2022 | 75.85% |
August 31, 2022 | 75.85% |
July 31, 2022 | 75.85% |
June 30, 2022 | 71.26% |
May 31, 2022 | 71.01% |
April 30, 2022 | 69.81% |
Date | Value |
---|---|
March 31, 2022 | 69.81% |
February 28, 2022 | 69.81% |
January 31, 2022 | 69.81% |
December 31, 2021 | 65.46% |
November 30, 2021 | 65.46% |
October 31, 2021 | 65.46% |
September 30, 2021 | 64.49% |
August 31, 2021 | 63.77% |
July 31, 2021 | 58.58% |
June 30, 2021 | 58.58% |
May 31, 2021 | 58.58% |
April 30, 2021 | 58.58% |
March 31, 2021 | 58.58% |
February 28, 2021 | 58.58% |
January 31, 2021 | 58.58% |
December 31, 2020 | 58.58% |
November 30, 2020 | 58.58% |
October 31, 2020 | 58.58% |
September 30, 2020 | 58.58% |
August 31, 2020 | 58.58% |
July 31, 2020 | 58.58% |
June 30, 2020 | 58.58% |
May 31, 2020 | 58.58% |
April 30, 2020 | 58.58% |
March 31, 2020 | 58.58% |
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
23.47%
Minimum
May 2019
90.05%
Maximum
Apr 2024
65.38%
Average
65.46%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
Tomra Systems ASA | 79.06% |
Norwegian Air Shuttle ASA | 99.97% |
AMSC ASA | 65.23% |
MPC Container Ships ASA | 100.00% |
Bonheur ASA | 34.10% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -34.37 |
Beta (5Y) | 1.739 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 72.70% |
Historical Sharpe Ratio (5Y) | -0.2062 |
Historical Sortino (5Y) | -0.4532 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.98% |