Owens-Corning Inc (OC)
202.77
+5.19
(+2.63%)
USD |
NYSE |
Nov 22, 16:00
203.01
+0.24
(+0.12%)
After-Hours: 20:00
Owens-Corning Max Drawdown (5Y): 66.55% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 66.55% |
| September 30, 2024 | 66.55% |
| August 31, 2024 | 66.55% |
| July 31, 2024 | 66.55% |
| June 30, 2024 | 66.55% |
| May 31, 2024 | 66.55% |
| April 30, 2024 | 66.55% |
| March 31, 2024 | 66.55% |
| February 29, 2024 | 66.55% |
| January 31, 2024 | 66.55% |
| December 31, 2023 | 66.55% |
| November 30, 2023 | 66.55% |
| October 31, 2023 | 66.55% |
| September 30, 2023 | 66.55% |
| August 31, 2023 | 66.55% |
| July 31, 2023 | 66.55% |
| June 30, 2023 | 66.55% |
| May 31, 2023 | 66.55% |
| April 30, 2023 | 66.55% |
| March 31, 2023 | 66.55% |
| February 28, 2023 | 66.55% |
| January 31, 2023 | 66.55% |
| December 31, 2022 | 66.55% |
| November 30, 2022 | 66.55% |
| October 31, 2022 | 66.55% |
| Date | Value |
|---|---|
| September 30, 2022 | 66.55% |
| August 31, 2022 | 66.55% |
| July 31, 2022 | 66.55% |
| June 30, 2022 | 66.55% |
| May 31, 2022 | 66.55% |
| April 30, 2022 | 66.55% |
| March 31, 2022 | 66.55% |
| February 28, 2022 | 66.55% |
| January 31, 2022 | 66.55% |
| December 31, 2021 | 66.55% |
| November 30, 2021 | 66.55% |
| October 31, 2021 | 66.55% |
| September 30, 2021 | 66.55% |
| August 31, 2021 | 66.55% |
| July 31, 2021 | 66.55% |
| June 30, 2021 | 66.55% |
| May 31, 2021 | 66.55% |
| April 30, 2021 | 66.55% |
| March 31, 2021 | 66.55% |
| February 28, 2021 | 66.55% |
| January 31, 2021 | 66.55% |
| December 31, 2020 | 66.55% |
| November 30, 2020 | 66.55% |
| October 31, 2020 | 66.55% |
| September 30, 2020 | 66.55% |
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
56.81%
Minimum
Nov 2019
66.55%
Maximum
Mar 2020
65.90%
Average
66.55%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| AGCO Corp | 54.07% |
| Enovis Corp | 72.19% |
| Deere & Co | 37.91% |
| Mueller Water Products Inc | 46.67% |
| Woodward Inc | 60.61% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.989 |
| Beta (5Y) | 1.409 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.37% |
| Historical Sharpe Ratio (5Y) | 0.6553 |
| Historical Sortino (5Y) | 0.8399 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.34% |