OMV AG (OMVKY)
10.01
-0.13
(-1.28%)
USD |
OTCM |
Nov 13, 16:00
OMV Max Drawdown (5Y): 71.53% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 71.53% |
| September 30, 2024 | 71.53% |
| August 31, 2024 | 71.53% |
| July 31, 2024 | 71.53% |
| June 30, 2024 | 71.53% |
| May 31, 2024 | 71.53% |
| April 30, 2024 | 71.53% |
| March 31, 2024 | 71.53% |
| February 29, 2024 | 71.53% |
| January 31, 2024 | 71.53% |
| December 31, 2023 | 71.53% |
| November 30, 2023 | 71.53% |
| October 31, 2023 | 71.53% |
| September 30, 2023 | 71.53% |
| August 31, 2023 | 71.53% |
| July 31, 2023 | 71.53% |
| June 30, 2023 | 71.53% |
| May 31, 2023 | 71.53% |
| April 30, 2023 | 71.53% |
| March 31, 2023 | 71.53% |
| February 28, 2023 | 71.53% |
| January 31, 2023 | 71.53% |
| December 31, 2022 | 71.53% |
| November 30, 2022 | 71.53% |
| October 31, 2022 | 71.53% |
| Date | Value |
|---|---|
| September 30, 2022 | 71.53% |
| August 31, 2022 | 71.53% |
| July 31, 2022 | 71.53% |
| June 30, 2022 | 71.53% |
| May 31, 2022 | 71.53% |
| April 30, 2022 | 71.53% |
| March 31, 2022 | 71.53% |
| February 28, 2022 | 71.53% |
| January 31, 2022 | 71.53% |
| December 31, 2021 | 71.53% |
| November 30, 2021 | 71.53% |
| October 31, 2021 | 71.53% |
| September 30, 2021 | 71.53% |
| August 31, 2021 | 71.53% |
| July 31, 2021 | 71.53% |
| June 30, 2021 | 71.53% |
| May 31, 2021 | 71.53% |
| April 30, 2021 | 71.53% |
| March 31, 2021 | 71.53% |
| February 28, 2021 | 71.53% |
| January 31, 2021 | 71.53% |
| December 31, 2020 | 71.53% |
| November 30, 2020 | 71.53% |
| October 31, 2020 | 71.53% |
| September 30, 2020 | 71.53% |
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
50.80%
Minimum
Nov 2019
71.53%
Maximum
Mar 2020
70.15%
Average
71.53%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Schoeller-Bleckmann Oilfield Equipment AG | 79.98% |
| BP PLC | 63.90% |
| Chevron Corp | 55.77% |
| Eni SpA | 61.64% |
| Occidental Petroleum Corp | 88.01% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.86 |
| Beta (5Y) | 1.230 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.12% |
| Historical Sharpe Ratio (5Y) | -0.0233 |
| Historical Sortino (5Y) | -0.0312 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.40% |