Neste Corp. (NTOIY)
15.63
-0.13
(-0.82%)
USD |
OTCM |
Oct 30, 16:00
Neste Max Drawdown (5Y) : 88.46% for Oct. 31, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2026 | 88.46% |
| September 30, 2026 | 88.46% |
| August 31, 2026 | 88.46% |
| July 31, 2026 | 88.46% |
| June 30, 2026 | 88.46% |
| May 31, 2026 | 88.46% |
| April 30, 2026 | 88.46% |
| March 31, 2026 | 88.46% |
| February 28, 2026 | 88.46% |
| January 31, 2026 | 88.46% |
| December 31, 2025 | 88.46% |
| November 30, 2025 | 88.46% |
| October 31, 2025 | 88.46% |
| September 30, 2025 | 88.46% |
| August 31, 2025 | 88.46% |
| July 31, 2025 | 88.46% |
| June 30, 2025 | 88.46% |
| May 31, 2025 | 88.46% |
| April 30, 2025 | 88.46% |
| March 31, 2025 | 87.17% |
| February 28, 2025 | 87.17% |
| January 31, 2025 | 83.23% |
| December 31, 2024 | 83.23% |
| November 30, 2024 | 80.16% |
| October 31, 2024 | 77.51% |
| Date | Value |
|---|---|
| September 30, 2024 | 75.80% |
| August 31, 2024 | 75.07% |
| July 31, 2024 | 75.07% |
| June 30, 2024 | 75.07% |
| May 31, 2024 | 71.12% |
| April 30, 2024 | 67.74% |
| March 31, 2024 | 64.12% |
| February 29, 2024 | 62.52% |
| January 31, 2024 | 57.98% |
| December 31, 2023 | 57.98% |
| November 30, 2023 | 57.98% |
| October 31, 2023 | 57.98% |
| September 30, 2023 | 56.13% |
| August 31, 2023 | 56.13% |
| July 31, 2023 | 56.13% |
| June 30, 2023 | 56.13% |
| May 31, 2023 | 56.13% |
| April 30, 2023 | 56.13% |
| March 31, 2023 | 56.13% |
| February 28, 2023 | 56.13% |
| January 31, 2023 | 56.13% |
| December 31, 2022 | 56.13% |
| November 30, 2022 | 56.13% |
| October 31, 2022 | 56.13% |
| September 30, 2022 | 56.13% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Valero Energy Corp. | 41.19% |
| HF Sinclair Corp. | 60.46% |
| Marathon Petroleum Corp. | 44.75% |
| Phillips 66 | 44.36% |
| BP Plc | 33.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.80 |
| Beta (5Y) | 0.8133 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.61% |
| Historical Sharpe Ratio (5Y) | -0.278 |
| Historical Sortino (5Y) | -0.5118 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.16% |