Odyssey Marine Exploration, Inc. (OMEX)
0.90
-0.03
(-3.28%)
USD |
NASDAQ |
Aug 26, 12:37
Odyssey Marine Exploration Max Drawdown (5Y) : 96.48% for July 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 |
|---|---|
| July 31, 2026 | 96.48% |
| June 30, 2026 | 96.48% |
| May 31, 2026 | 96.48% |
| April 30, 2026 | 96.48% |
| March 31, 2026 | 96.48% |
| February 28, 2026 | 96.48% |
| January 31, 2026 | 96.48% |
| December 31, 2025 | 96.48% |
| November 30, 2025 | 96.48% |
| October 31, 2025 | 96.48% |
| September 30, 2025 | 96.48% |
| August 31, 2025 | 96.48% |
| July 31, 2025 | 96.48% |
| June 30, 2025 | 96.48% |
| May 31, 2025 | 96.48% |
| April 30, 2025 | 96.48% |
| March 31, 2025 | 96.06% |
| February 28, 2025 | 96.06% |
| January 31, 2025 | 96.06% |
| December 31, 2024 | 96.06% |
| November 30, 2024 | 95.59% |
| October 31, 2024 | 94.11% |
| September 30, 2024 | 94.11% |
| August 31, 2024 | 79.21% |
| July 31, 2024 | 79.21% |
| Date | Value |
|---|---|
| June 30, 2024 | 79.21% |
| May 31, 2024 | 81.64% |
| April 30, 2024 | 81.64% |
| March 31, 2024 | 81.64% |
| February 29, 2024 | 81.64% |
| January 31, 2024 | 82.40% |
| December 31, 2023 | 88.94% |
| November 30, 2023 | 88.94% |
| October 31, 2023 | 88.94% |
| September 30, 2023 | 88.94% |
| August 31, 2023 | 88.94% |
| July 31, 2023 | 88.94% |
| June 30, 2023 | 88.94% |
| May 31, 2023 | 88.94% |
| April 30, 2023 | 88.94% |
| March 31, 2023 | 88.94% |
| February 28, 2023 | 91.92% |
| January 31, 2023 | 91.92% |
| December 31, 2022 | 91.92% |
| November 30, 2022 | 91.92% |
| October 31, 2022 | 92.17% |
| September 30, 2022 | 92.17% |
| August 31, 2022 | 92.17% |
| July 31, 2022 | 92.17% |
| June 30, 2022 | 92.65% |
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
| Sparx Holdings Group, Inc. | 99.80% |
| Surya Oil & Gas Corp. | 99.90% |
| Westwater Resources, Inc. | 98.72% |
| Merger Mines Corp. | 80.00% |
| Fuse Group Holding, Inc. | 99.69% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -39.05 |
| Beta (5Y) | -0.1498 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 124.9% |
| Historical Sharpe Ratio (5Y) | -0.3238 |
| Historical Sortino (5Y) | -0.7034 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.25% |