NEL ASA (NLLSY)
17.50
0.00 (0.00%)
USD |
OTCM |
May 24, 16:00
NEL Max Drawdown (5Y): 89.80% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 89.80% |
| March 31, 2024 | 89.80% |
| February 29, 2024 | 89.80% |
| January 31, 2024 | 85.23% |
| December 31, 2023 | 85.10% |
| November 30, 2023 | 85.10% |
| October 31, 2023 | 85.10% |
| September 30, 2023 | 81.17% |
| August 31, 2023 | 76.61% |
| July 31, 2023 | 76.61% |
| June 30, 2023 | 76.61% |
| May 31, 2023 | 76.61% |
| April 30, 2023 | 76.61% |
| March 31, 2023 | 76.61% |
| February 28, 2023 | 76.61% |
| January 31, 2023 | 76.61% |
| December 31, 2022 | 76.61% |
| November 30, 2022 | 76.61% |
| October 31, 2022 | 76.61% |
| September 30, 2022 | 74.48% |
| August 31, 2022 | 70.77% |
| July 31, 2022 | 70.77% |
| June 30, 2022 | 70.77% |
| May 31, 2022 | 70.77% |
| April 30, 2022 | 70.77% |
| Date | Value |
|---|---|
| March 31, 2022 | 70.77% |
| February 28, 2022 | 70.77% |
| January 31, 2022 | 70.77% |
| December 31, 2021 | 64.98% |
| November 30, 2021 | 64.98% |
| October 31, 2021 | 64.98% |
| September 30, 2021 | 64.44% |
| August 31, 2021 | 64.44% |
| July 31, 2021 | 53.17% |
| June 30, 2021 | 52.09% |
| May 31, 2021 | 51.13% |
| April 30, 2021 | 41.57% |
| March 31, 2021 | 41.57% |
| February 28, 2021 | 41.57% |
| January 31, 2021 | 41.57% |
| December 31, 2020 | 41.57% |
| November 30, 2020 | 41.57% |
| October 31, 2020 | 41.57% |
| September 30, 2020 | 41.57% |
| August 31, 2020 | 35.90% |
| July 31, 2020 | 35.90% |
| June 30, 2020 | 35.90% |
| May 31, 2020 | 35.90% |
| April 30, 2020 | 35.90% |
| March 31, 2020 | 35.90% |
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
6.63%
Minimum
May 2019
89.80%
Maximum
Feb 2024
56.86%
Average
64.98%
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% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.20 |
| Beta (5Y) | 1.828 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 104.8% |
| Historical Sharpe Ratio (5Y) | -0.0937 |
| Historical Sortino (5Y) | -0.2573 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.59% |