The ODP Corp (ODP)
27.26
+0.63
(+2.37%)
USD |
NASDAQ |
Nov 22, 16:00
27.28
+0.02
(+0.06%)
After-Hours: 20:00
ODP Max Drawdown (5Y): 83.05% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 83.05% |
| September 30, 2024 | 83.05% |
| August 31, 2024 | 85.71% |
| July 31, 2024 | 85.71% |
| June 30, 2024 | 85.71% |
| May 31, 2024 | 85.71% |
| April 30, 2024 | 85.71% |
| March 31, 2024 | 85.71% |
| February 29, 2024 | 85.71% |
| January 31, 2024 | 85.71% |
| December 31, 2023 | 85.71% |
| November 30, 2023 | 85.71% |
| October 31, 2023 | 85.71% |
| September 30, 2023 | 85.71% |
| August 31, 2023 | 85.71% |
| July 31, 2023 | 85.71% |
| June 30, 2023 | 85.71% |
| May 31, 2023 | 85.71% |
| April 30, 2023 | 85.71% |
| March 31, 2023 | 85.71% |
| February 28, 2023 | 85.71% |
| January 31, 2023 | 85.71% |
| December 31, 2022 | 85.71% |
| November 30, 2022 | 85.71% |
| October 31, 2022 | 85.71% |
| Date | Value |
|---|---|
| September 30, 2022 | 85.71% |
| August 31, 2022 | 85.71% |
| July 31, 2022 | 85.71% |
| June 30, 2022 | 85.71% |
| May 31, 2022 | 85.71% |
| April 30, 2022 | 85.71% |
| March 31, 2022 | 85.71% |
| February 28, 2022 | 85.71% |
| January 31, 2022 | 85.71% |
| December 31, 2021 | 85.71% |
| November 30, 2021 | 85.71% |
| October 31, 2021 | 85.71% |
| September 30, 2021 | 85.71% |
| August 31, 2021 | 85.71% |
| July 31, 2021 | 85.71% |
| June 30, 2021 | 85.71% |
| May 31, 2021 | 85.71% |
| April 30, 2021 | 85.71% |
| March 31, 2021 | 85.71% |
| February 28, 2021 | 85.71% |
| January 31, 2021 | 85.71% |
| December 31, 2020 | 85.71% |
| November 30, 2020 | 85.71% |
| October 31, 2020 | 85.71% |
| September 30, 2020 | 85.71% |
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
83.05%
Minimum
Sep 2024
85.71%
Maximum
Nov 2019
85.62%
Average
85.71%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| America's Car-Mart Inc | 77.63% |
| Citi Trends Inc | 87.25% |
| Kirkland's Inc | 97.81% |
| O'Reilly Automotive Inc | 42.00% |
| Envela Corp | 61.53% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.48 |
| Beta (5Y) | 1.481 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.59% |
| Historical Sharpe Ratio (5Y) | 0.1337 |
| Historical Sortino (5Y) | 0.2293 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.08% |