NEL ASA (NLLSF)
0.3484
+0.01
(+3.37%)
USD |
OTCM |
Nov 18, 09:30
NEL Max Drawdown (5Y): 90.73% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 90.73% |
| September 30, 2024 | 90.05% |
| August 31, 2024 | 90.05% |
| July 31, 2024 | 90.05% |
| June 30, 2024 | 90.05% |
| May 31, 2024 | 90.05% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
43.56%
Minimum
Nov 2019
90.73%
Maximum
Oct 2024
70.38%
Average
70.41%
Median
Max Drawdown (5Y) Benchmarks
| Tomra Systems ASA | 79.14% |
| 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) | -42.44 |
| Beta (5Y) | 1.970 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 75.49% |
| Historical Sharpe Ratio (5Y) | -0.2253 |
| Historical Sortino (5Y) | -0.5213 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.16% |