Omega Flex Inc (OFLX)
32.98
+0.49
(+1.51%)
USD |
NASDAQ |
Apr 04, 16:00
33.04
+0.06
(+0.18%)
After-Hours: 20:00
Omega Flex Max Drawdown (5Y): 80.02% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Gorman-Rupp Co | 49.27% |
| Xylem Inc | 46.69% |
| Hyperscale Data Inc | 100.00% |
| Smith & Wesson Brands Inc | 76.48% |
| Axon Enterprise Inc | 58.54% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.77 |
| Beta (5Y) | 0.3820 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.79% |
| Historical Sharpe Ratio (5Y) | -0.4801 |
| Historical Sortino (5Y) | -0.9191 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.32% |