Odyssey Marine Exploration Inc (OMEX)
0.52
+0.01
(+1.56%)
USD |
NASDAQ |
Nov 04, 16:00
0.51
-0.01
(-1.92%)
After-Hours: 20:00
Odyssey Marine Exploration Max Drawdown (5Y): 94.11% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 94.11% |
| September 30, 2024 | 94.11% |
| August 31, 2024 | 79.21% |
| July 31, 2024 | 79.21% |
| June 30, 2024 | 79.21% |
| May 31, 2024 | 79.21% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
91.05%
Average
93.59%
Median
Max Drawdown (5Y) Benchmarks
| enSurge Inc | 99.91% |
| American Battery Materials Inc | 99.80% |
| Range Impact Inc | 99.76% |
| Searchlight Minerals Corp | 97.81% |
| Ivanhoe Electric Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -37.16 |
| Beta (5Y) | 0.1522 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 68.77% |
| Historical Sharpe Ratio (5Y) | -0.5118 |
| Historical Sortino (5Y) | -0.6475 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.46% |