Odyssey Marine Exploration Inc (OMEX)
3.65
+0.13
(+3.69%)
USD |
NASDAQ |
May 03, 16:00
3.65
0.00 (0.00%)
After-Hours: 20:00
Odyssey Marine Exploration Max Drawdown (5Y): 79.21% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 79.21% |
| March 31, 2024 | 79.21% |
| February 29, 2024 | 79.21% |
| January 31, 2024 | 79.21% |
| December 31, 2023 | 79.21% |
| November 30, 2023 | 80.54% |
| October 31, 2023 | 87.95% |
| 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 | 88.94% |
| January 31, 2023 | 88.94% |
| December 31, 2022 | 91.92% |
| November 30, 2022 | 91.92% |
| October 31, 2022 | 91.92% |
| September 30, 2022 | 91.92% |
| August 31, 2022 | 92.17% |
| July 31, 2022 | 92.17% |
| June 30, 2022 | 92.17% |
| May 31, 2022 | 92.17% |
| April 30, 2022 | 92.17% |
| Date | Value |
|---|---|
| March 31, 2022 | 93.59% |
| February 28, 2022 | 93.59% |
| January 31, 2022 | 93.59% |
| December 31, 2021 | 93.61% |
| November 30, 2021 | 93.61% |
| October 31, 2021 | 93.61% |
| September 30, 2021 | 93.73% |
| August 31, 2021 | 93.73% |
| July 31, 2021 | 93.73% |
| June 30, 2021 | 93.73% |
| May 31, 2021 | 93.73% |
| April 30, 2021 | 96.04% |
| March 31, 2021 | 96.37% |
| February 28, 2021 | 96.37% |
| January 31, 2021 | 96.37% |
| December 31, 2020 | 96.37% |
| November 30, 2020 | 96.37% |
| October 31, 2020 | 96.37% |
| September 30, 2020 | 96.37% |
| August 31, 2020 | 96.37% |
| July 31, 2020 | 96.37% |
| June 30, 2020 | 96.37% |
| May 31, 2020 | 96.37% |
| April 30, 2020 | 96.37% |
| March 31, 2020 | 96.37% |
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
79.21%
Minimum
Dec 2023
96.37%
Maximum
May 2019
92.27%
Average
93.61%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| CRA International Inc | 60.73% |
| ENGlobal Corp | 98.27% |
| Exponent Inc | 42.46% |
| Forrester Research Inc | 70.05% |
| Huron Consulting Group Inc | 49.71% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.18 |
| Beta (5Y) | 0.2682 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.34% |
| Historical Sharpe Ratio (5Y) | -0.1455 |
| Historical Sortino (5Y) | -0.2791 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.59% |