Omnicom Group, Inc. (OMC)
80.46
+1.45
(+1.84%)
USD |
NYSE |
Sep 14, 10:38
Omnicom Group Max Drawdown (5Y) : 33.31% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 33.31% |
| July 31, 2026 | 33.31% |
| June 30, 2026 | 33.31% |
| May 31, 2026 | 33.31% |
| April 30, 2026 | 33.31% |
| March 31, 2026 | 33.31% |
| February 28, 2026 | 33.31% |
| January 31, 2026 | 32.67% |
| December 31, 2025 | 32.67% |
| November 30, 2025 | 32.67% |
| October 31, 2025 | 40.58% |
| September 30, 2025 | 43.12% |
| August 31, 2025 | 43.12% |
| July 31, 2025 | 43.12% |
| June 30, 2025 | 43.12% |
| May 31, 2025 | 43.12% |
| April 30, 2025 | 43.12% |
| March 31, 2025 | 43.12% |
| February 28, 2025 | 43.12% |
| January 31, 2025 | 43.12% |
| December 31, 2024 | 43.12% |
| November 30, 2024 | 43.12% |
| October 31, 2024 | 43.12% |
| September 30, 2024 | 43.12% |
| August 31, 2024 | 43.12% |
| Date | Value |
|---|---|
| July 31, 2024 | 43.12% |
| June 30, 2024 | 43.12% |
| May 31, 2024 | 43.12% |
| April 30, 2024 | 43.12% |
| March 31, 2024 | 43.12% |
| February 29, 2024 | 43.12% |
| January 31, 2024 | 43.12% |
| December 31, 2023 | 43.12% |
| November 30, 2023 | 43.12% |
| October 31, 2023 | 43.12% |
| September 30, 2023 | 43.12% |
| August 31, 2023 | 43.12% |
| July 31, 2023 | 43.12% |
| June 30, 2023 | 43.12% |
| May 31, 2023 | 43.12% |
| April 30, 2023 | 43.12% |
| March 31, 2023 | 43.12% |
| February 28, 2023 | 43.12% |
| January 31, 2023 | 43.12% |
| December 31, 2022 | 43.12% |
| November 30, 2022 | 43.12% |
| October 31, 2022 | 43.12% |
| September 30, 2022 | 43.12% |
| August 31, 2022 | 43.12% |
| July 31, 2022 | 43.12% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| WPP Plc | 77.62% |
| Mobiquity Technologies, Inc. | 99.99% |
| Clubhouse Media Group, Inc. | 100.0% |
| Crown Equity Holdings, Inc. | 98.62% |
| Townsquare Media, Inc. | 62.39% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.231 |
| Beta (5Y) | 0.6521 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.35% |
| Historical Sharpe Ratio (5Y) | 0.1513 |
| Historical Sortino (5Y) | 0.2431 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.79% |