Omega Flex Inc (OFLX)
48.74
-0.63
(-1.28%)
USD |
NASDAQ |
Nov 21, 16:00
45.33
-3.41
(-7.00%)
After-Hours: 07:08
Omega Flex Max Drawdown (5Y): 74.73% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 74.73% |
| September 30, 2024 | 74.73% |
| August 31, 2024 | 74.53% |
| July 31, 2024 | 72.60% |
| June 30, 2024 | 71.70% |
| May 31, 2024 | 67.19% |
| April 30, 2024 | 64.09% |
| March 31, 2024 | 64.09% |
| February 29, 2024 | 64.09% |
| January 31, 2024 | 64.09% |
| December 31, 2023 | 64.09% |
| November 30, 2023 | 64.09% |
| October 31, 2023 | 60.42% |
| September 30, 2023 | 57.19% |
| August 31, 2023 | 55.60% |
| July 31, 2023 | 54.33% |
| June 30, 2023 | 54.33% |
| May 31, 2023 | 54.33% |
| April 30, 2023 | 54.33% |
| March 31, 2023 | 54.33% |
| February 28, 2023 | 54.33% |
| January 31, 2023 | 54.33% |
| December 31, 2022 | 54.33% |
| November 30, 2022 | 54.33% |
| October 31, 2022 | 54.33% |
| Date | Value |
|---|---|
| September 30, 2022 | 51.17% |
| August 31, 2022 | 51.17% |
| July 31, 2022 | 51.17% |
| June 30, 2022 | 51.17% |
| May 31, 2022 | 51.17% |
| April 30, 2022 | 51.17% |
| March 31, 2022 | 51.17% |
| February 28, 2022 | 51.17% |
| January 31, 2022 | 51.17% |
| December 31, 2021 | 51.17% |
| November 30, 2021 | 51.17% |
| October 31, 2021 | 51.17% |
| September 30, 2021 | 51.17% |
| August 31, 2021 | 51.17% |
| July 31, 2021 | 51.17% |
| June 30, 2021 | 51.17% |
| May 31, 2021 | 51.17% |
| April 30, 2021 | 51.17% |
| March 31, 2021 | 51.17% |
| February 28, 2021 | 51.17% |
| January 31, 2021 | 51.17% |
| December 31, 2020 | 51.17% |
| November 30, 2020 | 51.17% |
| October 31, 2020 | 51.17% |
| September 30, 2020 | 51.17% |
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
42.90%
Minimum
Nov 2019
74.73%
Maximum
Sep 2024
54.90%
Average
51.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Gorman-Rupp Co | 49.27% |
| Xylem Inc | 46.69% |
| Hyperscale Data Inc | 100.00% |
| Smith & Wesson Brands Inc | 80.40% |
| Axon Enterprise Inc | 58.54% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.96 |
| Beta (5Y) | 0.3919 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.87% |
| Historical Sharpe Ratio (5Y) | -0.2912 |
| Historical Sortino (5Y) | -0.5427 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.21% |