Origin Energy Ltd (OGFGY)
6.29
-0.29
(-4.41%)
USD |
OTCM |
May 02, 15:22
Origin Energy Max Drawdown (5Y): 76.88% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 76.88% |
March 31, 2024 | 76.88% |
February 29, 2024 | 76.88% |
January 31, 2024 | 76.88% |
December 31, 2023 | 76.88% |
November 30, 2023 | 76.88% |
October 31, 2023 | 76.88% |
September 30, 2023 | 76.88% |
August 31, 2023 | 76.88% |
July 31, 2023 | 76.88% |
June 30, 2023 | 76.88% |
May 31, 2023 | 76.88% |
April 30, 2023 | 76.88% |
March 31, 2023 | 76.88% |
February 28, 2023 | 76.88% |
January 31, 2023 | 76.88% |
December 31, 2022 | 76.88% |
November 30, 2022 | 76.88% |
October 31, 2022 | 76.88% |
September 30, 2022 | 76.88% |
August 31, 2022 | 76.88% |
July 31, 2022 | 76.88% |
June 30, 2022 | 76.88% |
May 31, 2022 | 76.88% |
April 30, 2022 | 76.88% |
Date | Value |
---|---|
March 31, 2022 | 76.88% |
February 28, 2022 | 76.88% |
January 31, 2022 | 76.88% |
December 31, 2021 | 76.88% |
November 30, 2021 | 76.88% |
October 31, 2021 | 76.88% |
September 30, 2021 | 76.88% |
August 31, 2021 | 76.88% |
July 31, 2021 | 76.88% |
June 30, 2021 | 76.88% |
May 31, 2021 | 76.88% |
April 30, 2021 | 76.88% |
March 31, 2021 | 76.88% |
February 28, 2021 | 76.88% |
January 31, 2021 | 77.21% |
December 31, 2020 | 77.21% |
November 30, 2020 | 82.57% |
October 31, 2020 | 82.57% |
September 30, 2020 | 82.57% |
August 31, 2020 | 82.57% |
July 31, 2020 | 82.57% |
June 30, 2020 | 82.57% |
May 31, 2020 | 82.57% |
April 30, 2020 | 82.57% |
March 31, 2020 | 82.57% |
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
76.88%
Minimum
Feb 2021
82.57%
Maximum
May 2019
78.70%
Average
76.88%
Median
Feb 2021
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) | -5.922 |
Beta (5Y) | 1.230 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.43% |
Historical Sharpe Ratio (5Y) | 0.1753 |
Historical Sortino (5Y) | 0.2478 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.48% |