Nokia Oyj (NOK)
4.12
-0.13
(-3.06%)
USD |
NYSE |
Nov 21, 16:00
4.13
+0.01
(+0.24%)
After-Hours: 20:00
Nokia Max Drawdown (5Y): 65.59% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.59% |
| September 30, 2024 | 65.59% |
| August 31, 2024 | 65.59% |
| July 31, 2024 | 65.59% |
| June 30, 2024 | 65.59% |
| May 31, 2024 | 65.59% |
| April 30, 2024 | 65.59% |
| March 31, 2024 | 65.59% |
| February 29, 2024 | 65.59% |
| January 31, 2024 | 65.59% |
| December 31, 2023 | 65.59% |
| November 30, 2023 | 65.59% |
| October 31, 2023 | 65.59% |
| September 30, 2023 | 65.59% |
| August 31, 2023 | 65.59% |
| July 31, 2023 | 65.59% |
| June 30, 2023 | 65.59% |
| May 31, 2023 | 65.59% |
| April 30, 2023 | 65.59% |
| March 31, 2023 | 65.59% |
| February 28, 2023 | 65.59% |
| January 31, 2023 | 65.59% |
| December 31, 2022 | 65.59% |
| November 30, 2022 | 65.59% |
| October 31, 2022 | 65.59% |
| Date | Value |
|---|---|
| September 30, 2022 | 65.59% |
| August 31, 2022 | 65.59% |
| July 31, 2022 | 65.59% |
| June 30, 2022 | 65.59% |
| May 31, 2022 | 65.59% |
| April 30, 2022 | 65.59% |
| March 31, 2022 | 65.59% |
| February 28, 2022 | 65.59% |
| January 31, 2022 | 65.59% |
| December 31, 2021 | 65.59% |
| November 30, 2021 | 65.59% |
| October 31, 2021 | 65.59% |
| September 30, 2021 | 65.59% |
| August 31, 2021 | 65.59% |
| July 31, 2021 | 65.59% |
| June 30, 2021 | 65.59% |
| May 31, 2021 | 65.59% |
| April 30, 2021 | 65.59% |
| March 31, 2021 | 65.59% |
| February 28, 2021 | 65.59% |
| January 31, 2021 | 65.59% |
| December 31, 2020 | 65.59% |
| November 30, 2020 | 65.59% |
| October 31, 2020 | 65.59% |
| September 30, 2020 | 65.59% |
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
52.37%
Minimum
Nov 2019
65.59%
Maximum
Mar 2020
64.71%
Average
65.59%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| ASML Holding NV | 56.87% |
| Taiwan Semiconductor Manufacturing Co Ltd | 56.48% |
| Sequans Communications SA | 96.23% |
| WithSecure Corp | 85.67% |
| Qt Group PLC | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.866 |
| Beta (5Y) | 1.117 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.29% |
| Historical Sharpe Ratio (5Y) | 0.1288 |
| Historical Sortino (5Y) | 0.1948 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.19% |