Neste OYJ (NTOIY)
7.45
+0.18
(+2.48%)
USD |
OTCM |
Nov 21, 15:59
Neste Max Drawdown (5Y): 77.49% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 77.49% |
| 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% |
| Date | Value |
|---|---|
| September 30, 2022 | 56.13% |
| August 31, 2022 | 56.13% |
| July 31, 2022 | 56.13% |
| June 30, 2022 | 56.13% |
| May 31, 2022 | 56.13% |
| April 30, 2022 | 56.13% |
| March 31, 2022 | 56.13% |
| February 28, 2022 | 51.52% |
| January 31, 2022 | 51.52% |
| December 31, 2021 | 51.52% |
| November 30, 2021 | 51.52% |
| October 31, 2021 | 51.52% |
| September 30, 2021 | 51.52% |
| August 31, 2021 | 51.52% |
| July 31, 2021 | 51.52% |
| June 30, 2021 | 51.52% |
| May 31, 2021 | 51.52% |
| April 30, 2021 | 51.52% |
| March 31, 2021 | 51.52% |
| February 28, 2021 | 51.52% |
| January 31, 2021 | 51.52% |
| December 31, 2020 | 51.52% |
| November 30, 2020 | 51.52% |
| October 31, 2020 | 51.52% |
| September 30, 2020 | 51.52% |
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
33.91%
Minimum
Nov 2019
77.49%
Maximum
Oct 2024
55.24%
Average
56.13%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| Barnwell Industries Inc | 89.74% |
| CKX Lands Inc | 54.31% |
| Evolution Petroleum Corp | 80.49% |
| Gran Tierra Energy Inc | 95.30% |
| Houston American Energy Corp | 91.33% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -28.06 |
| Beta (5Y) | 1.029 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.86% |
| Historical Sharpe Ratio (5Y) | -0.3618 |
| Historical Sortino (5Y) | -0.6157 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.39% |