Origin Energy Ltd (OGFGF)
6.00
0.00 (0.00%)
USD |
OTCM |
May 07, 16:00
Origin Energy Max Drawdown (5Y): 75.90% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 75.90% |
March 31, 2024 | 75.90% |
February 29, 2024 | 75.90% |
January 31, 2024 | 75.90% |
December 31, 2023 | 75.90% |
November 30, 2023 | 75.90% |
October 31, 2023 | 75.90% |
September 30, 2023 | 75.90% |
August 31, 2023 | 75.90% |
July 31, 2023 | 75.90% |
June 30, 2023 | 75.90% |
May 31, 2023 | 75.90% |
April 30, 2023 | 75.90% |
March 31, 2023 | 75.90% |
February 28, 2023 | 75.90% |
January 31, 2023 | 75.90% |
December 31, 2022 | 75.90% |
November 30, 2022 | 75.90% |
October 31, 2022 | 75.90% |
September 30, 2022 | 75.90% |
August 31, 2022 | 75.90% |
July 31, 2022 | 75.90% |
June 30, 2022 | 75.90% |
May 31, 2022 | 75.90% |
April 30, 2022 | 75.90% |
Date | Value |
---|---|
March 31, 2022 | 75.90% |
February 28, 2022 | 75.90% |
January 31, 2022 | 75.90% |
December 31, 2021 | 75.90% |
November 30, 2021 | 75.90% |
October 31, 2021 | 75.90% |
September 30, 2021 | 75.90% |
August 31, 2021 | 75.90% |
July 31, 2021 | 75.90% |
June 30, 2021 | 75.90% |
May 31, 2021 | 75.90% |
April 30, 2021 | 75.90% |
March 31, 2021 | 75.90% |
February 28, 2021 | 75.90% |
January 31, 2021 | 75.90% |
December 31, 2020 | 75.90% |
November 30, 2020 | 80.49% |
October 31, 2020 | 80.49% |
September 30, 2020 | 80.49% |
August 31, 2020 | 80.49% |
July 31, 2020 | 80.49% |
June 30, 2020 | 80.49% |
May 31, 2020 | 80.49% |
April 30, 2020 | 80.49% |
March 31, 2020 | 80.49% |
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
75.90%
Minimum
Dec 2020
80.49%
Maximum
May 2019
77.35%
Average
75.90%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Santos Ltd | 74.74% |
Beach Energy Ltd | 72.59% |
Buru Energy Ltd | 90.69% |
Woodside Energy Group Ltd | 66.03% |
Bounty Oil & Gas NL | 97.50% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.177 |
Beta (5Y) | 1.154 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.33% |
Historical Sharpe Ratio (5Y) | 0.1153 |
Historical Sortino (5Y) | 0.148 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.42% |