OCI NV (OCINF)
11.74
+0.10
(+0.82%)
USD |
OTCM |
Nov 22, 16:00
OCI Max Drawdown (5Y): 72.43% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 72.43% |
| September 30, 2024 | 72.43% |
| August 31, 2024 | 72.43% |
| July 31, 2024 | 72.43% |
| June 30, 2024 | 72.43% |
| May 31, 2024 | 72.43% |
| April 30, 2024 | 72.43% |
| March 31, 2024 | 72.43% |
| February 29, 2024 | 72.43% |
| January 31, 2024 | 72.43% |
| December 31, 2023 | 72.43% |
| November 30, 2023 | 72.43% |
| October 31, 2023 | 72.43% |
| September 30, 2023 | 72.43% |
| August 31, 2023 | 72.43% |
| July 31, 2023 | 72.43% |
| June 30, 2023 | 72.43% |
| May 31, 2023 | 72.43% |
| April 30, 2023 | 72.43% |
| March 31, 2023 | 72.43% |
| February 28, 2023 | 72.43% |
| January 31, 2023 | 72.43% |
| December 31, 2022 | 72.43% |
| November 30, 2022 | 72.43% |
| October 31, 2022 | 72.43% |
| Date | Value |
|---|---|
| September 30, 2022 | 72.43% |
| August 31, 2022 | 72.43% |
| July 31, 2022 | 72.43% |
| June 30, 2022 | 72.43% |
| May 31, 2022 | 72.43% |
| April 30, 2022 | 72.43% |
| March 31, 2022 | 72.43% |
| February 28, 2022 | 72.43% |
| January 31, 2022 | 72.43% |
| December 31, 2021 | 72.43% |
| November 30, 2021 | 72.43% |
| October 31, 2021 | 72.43% |
| September 30, 2021 | 72.43% |
| August 31, 2021 | 72.43% |
| July 31, 2021 | 72.43% |
| June 30, 2021 | 72.43% |
| May 31, 2021 | 72.43% |
| April 30, 2021 | 72.43% |
| March 31, 2021 | 72.43% |
| February 28, 2021 | 72.43% |
| January 31, 2021 | 72.43% |
| December 31, 2020 | 72.43% |
| November 30, 2020 | 72.43% |
| October 31, 2020 | 72.43% |
| September 30, 2020 | 72.43% |
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
57.80%
Minimum
Nov 2019
72.43%
Maximum
Mar 2020
71.46%
Average
72.43%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Corbion NV | 71.49% |
| Akzo Nobel NV | 57.67% |
| AMG Critical Materials NV | 76.13% |
| Avantium NV | -- |
| IMCD NV | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.5990 |
| Beta (5Y) | 0.4579 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.08% |
| Historical Sharpe Ratio (5Y) | 0.1326 |
| Historical Sortino (5Y) | 0.2213 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.14% |