Owens & Minor Inc (OMI)
12.23
+0.34
(+2.86%)
USD |
NYSE |
Nov 21, 16:00
12.24
0.00 (0.00%)
Pre-Market: 20:00
Owens & Minor Max Drawdown (5Y): 88.72% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 88.72% |
| September 30, 2024 | 88.72% |
| August 31, 2024 | 88.72% |
| July 31, 2024 | 92.20% |
| June 30, 2024 | 93.24% |
| May 31, 2024 | 93.24% |
| April 30, 2024 | 93.24% |
| March 31, 2024 | 93.24% |
| February 29, 2024 | 93.24% |
| January 31, 2024 | 93.24% |
| December 31, 2023 | 93.24% |
| November 30, 2023 | 93.24% |
| October 31, 2023 | 93.24% |
| September 30, 2023 | 93.24% |
| August 31, 2023 | 93.24% |
| July 31, 2023 | 93.24% |
| June 30, 2023 | 93.24% |
| May 31, 2023 | 93.24% |
| April 30, 2023 | 93.24% |
| March 31, 2023 | 93.24% |
| February 28, 2023 | 93.24% |
| January 31, 2023 | 93.24% |
| December 31, 2022 | 93.24% |
| November 30, 2022 | 93.24% |
| October 31, 2022 | 93.24% |
| Date | Value |
|---|---|
| September 30, 2022 | 93.24% |
| August 31, 2022 | 93.24% |
| July 31, 2022 | 93.24% |
| June 30, 2022 | 93.24% |
| May 31, 2022 | 93.24% |
| April 30, 2022 | 93.24% |
| March 31, 2022 | 93.24% |
| February 28, 2022 | 93.24% |
| January 31, 2022 | 93.24% |
| December 31, 2021 | 93.24% |
| November 30, 2021 | 93.24% |
| October 31, 2021 | 93.24% |
| September 30, 2021 | 93.24% |
| August 31, 2021 | 93.24% |
| July 31, 2021 | 93.24% |
| June 30, 2021 | 93.24% |
| May 31, 2021 | 93.24% |
| April 30, 2021 | 93.24% |
| March 31, 2021 | 93.24% |
| February 28, 2021 | 93.24% |
| January 31, 2021 | 93.24% |
| December 31, 2020 | 93.24% |
| November 30, 2020 | 93.24% |
| October 31, 2020 | 93.24% |
| September 30, 2020 | 93.24% |
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
88.72%
Minimum
Aug 2024
93.24%
Maximum
Nov 2019
93.00%
Average
93.24%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Standard BioTools Inc | 97.23% |
| Ainos Inc | 99.70% |
| Zomedica Corp | 97.75% |
| LENSAR Inc | -- |
| Intelligent Bio Solutions Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.926 |
| Beta (5Y) | 0.4116 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 81.10% |
| Historical Sharpe Ratio (5Y) | 0.1386 |
| Historical Sortino (5Y) | 0.3484 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.28% |