Orion SA (OEC)
23.72
+0.09
(+0.38%)
USD |
NYSE |
Apr 26, 16:00
23.73
+0.01
(+0.04%)
After-Hours: 20:00
Orion Max Drawdown (5Y): 81.02% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 81.02% |
February 29, 2024 | 81.02% |
January 31, 2024 | 81.02% |
December 31, 2023 | 81.02% |
November 30, 2023 | 81.02% |
October 31, 2023 | 81.02% |
September 30, 2023 | 81.02% |
August 31, 2023 | 81.02% |
July 31, 2023 | 81.02% |
June 30, 2023 | 81.02% |
May 31, 2023 | 81.02% |
April 30, 2023 | 81.02% |
March 31, 2023 | 81.02% |
February 28, 2023 | 81.02% |
January 31, 2023 | 81.02% |
December 31, 2022 | 81.02% |
November 30, 2022 | 81.02% |
October 31, 2022 | 81.02% |
September 30, 2022 | 81.02% |
August 31, 2022 | 81.02% |
July 31, 2022 | 81.02% |
June 30, 2022 | 81.02% |
May 31, 2022 | 81.02% |
April 30, 2022 | 81.02% |
March 31, 2022 | 81.02% |
Date | Value |
---|---|
February 28, 2022 | 81.02% |
January 31, 2022 | 81.02% |
December 31, 2021 | 81.02% |
November 30, 2021 | 81.02% |
October 31, 2021 | 81.02% |
September 30, 2021 | 81.02% |
August 31, 2021 | 81.02% |
July 31, 2021 | 81.02% |
June 30, 2021 | 81.02% |
May 31, 2021 | 81.02% |
April 30, 2021 | 81.02% |
March 31, 2021 | 81.02% |
February 28, 2021 | 81.02% |
January 31, 2021 | 81.02% |
December 31, 2020 | 81.02% |
November 30, 2020 | 81.02% |
October 31, 2020 | 81.02% |
September 30, 2020 | 81.02% |
August 31, 2020 | 81.02% |
July 31, 2020 | 81.02% |
June 30, 2020 | 81.02% |
May 31, 2020 | 81.02% |
April 30, 2020 | 81.02% |
March 31, 2020 | 79.88% |
February 29, 2020 | 64.51% |
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
51.27%
Minimum
Apr 2019
81.02%
Maximum
Apr 2020
77.09%
Average
81.02%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Cabot Corp | 67.20% |
Core Molding Technologies Inc | 96.20% |
Vista Gold Corp | 81.58% |
Gold Resource Corp | 95.74% |
Ivanhoe Electric Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.84 |
Beta (5Y) | 1.646 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.93% |
Historical Sharpe Ratio (5Y) | 0.0716 |
Historical Sortino (5Y) | 0.0983 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.44% |