Neste OYJ (NTOIY)
11.90
+0.61
(+5.40%)
USD |
OTCM |
May 02, 16:00
Neste Max Drawdown (5Y): 67.74% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 51.52% |
| July 31, 2020 | 51.52% |
| June 30, 2020 | 51.52% |
| May 31, 2020 | 51.52% |
| April 30, 2020 | 51.52% |
| March 31, 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
32.31%
Minimum
May 2019
67.74%
Maximum
Apr 2024
51.04%
Average
51.52%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| BP PLC | 63.90% |
| TotalEnergies SE | 59.57% |
| OMV AG | 71.53% |
| Galp Energia SGPS SA | 58.00% |
| Shell PLC | 67.23% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.34 |
| Beta (5Y) | 1.028 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.31% |
| Historical Sharpe Ratio (5Y) | -0.1795 |
| Historical Sortino (5Y) | -0.2974 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.92% |