Orion SA (OEC)
18.00
+0.41
(+2.33%)
USD |
NYSE |
Nov 21, 16:00
17.99
-0.01
(-0.06%)
Pre-Market: 20:00
Orion Max Drawdown (5Y): 81.02% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 81.02% |
| September 30, 2024 | 81.02% |
| August 31, 2024 | 81.02% |
| July 31, 2024 | 81.02% |
| June 30, 2024 | 81.02% |
| May 31, 2024 | 81.02% |
| April 30, 2024 | 81.02% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
64.51%
Minimum
Nov 2019
81.02%
Maximum
Apr 2020
79.90%
Average
81.02%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Cabot Corp | 67.20% |
| Core Molding Technologies Inc | 96.21% |
| Vista Gold Corp | 81.58% |
| Gold Resource Corp | 97.76% |
| Ivanhoe Electric Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.67 |
| Beta (5Y) | 1.481 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.32% |
| Historical Sharpe Ratio (5Y) | -0.0734 |
| Historical Sortino (5Y) | -0.1027 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.74% |