Omnicom Group Inc (OMC)
101.94
+2.86
(+2.89%)
USD |
NYSE |
Nov 21, 16:00
101.98
+0.04
(+0.04%)
Pre-Market: 20:00
Omnicom Group Max Drawdown (5Y): 43.12% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 43.12% |
| September 30, 2024 | 43.12% |
| August 31, 2024 | 43.12% |
| 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% |
| Date | Value |
|---|---|
| September 30, 2022 | 43.12% |
| August 31, 2022 | 43.12% |
| July 31, 2022 | 43.12% |
| June 30, 2022 | 43.12% |
| May 31, 2022 | 43.12% |
| April 30, 2022 | 43.12% |
| March 31, 2022 | 43.12% |
| February 28, 2022 | 43.12% |
| January 31, 2022 | 43.12% |
| December 31, 2021 | 43.12% |
| November 30, 2021 | 43.12% |
| October 31, 2021 | 43.12% |
| September 30, 2021 | 43.12% |
| August 31, 2021 | 43.12% |
| July 31, 2021 | 43.12% |
| June 30, 2021 | 43.12% |
| May 31, 2021 | 43.12% |
| April 30, 2021 | 43.12% |
| March 31, 2021 | 43.12% |
| February 28, 2021 | 43.12% |
| January 31, 2021 | 43.12% |
| December 31, 2020 | 43.12% |
| November 30, 2020 | 43.12% |
| October 31, 2020 | 43.12% |
| September 30, 2020 | 41.46% |
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
24.01%
Minimum
Nov 2019
43.12%
Maximum
Oct 2020
41.65%
Average
43.12%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| The Interpublic Group of Companies Inc | 49.44% |
| Lendway Inc | 87.86% |
| Ziff Davis Inc | 70.19% |
| Travelzoo | 85.17% |
| Dolphin Entertainment Inc | 97.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.129 |
| Beta (5Y) | 0.9495 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.68% |
| Historical Sharpe Ratio (5Y) | 0.2575 |
| Historical Sortino (5Y) | 0.3646 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.00% |