Onity Group Inc (ONIT)
30.84
+0.05
(+0.16%)
USD |
NYSE |
Nov 22, 09:52
Onity Group Max Drawdown (5Y): 97.33% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 97.33% |
| September 30, 2024 | 97.33% |
| August 31, 2024 | 97.33% |
| July 31, 2024 | 97.33% |
| June 30, 2024 | 97.33% |
| May 31, 2024 | 97.33% |
| April 30, 2024 | 97.33% |
| March 31, 2024 | 97.33% |
| February 29, 2024 | 97.33% |
| January 31, 2024 | 97.33% |
| December 31, 2023 | 97.62% |
| November 30, 2023 | 97.82% |
| October 31, 2023 | 97.82% |
| September 30, 2023 | 97.82% |
| August 31, 2023 | 97.82% |
| July 31, 2023 | 97.82% |
| June 30, 2023 | 97.82% |
| May 31, 2023 | 97.82% |
| April 30, 2023 | 97.82% |
| March 31, 2023 | 97.82% |
| February 28, 2023 | 97.82% |
| January 31, 2023 | 97.82% |
| December 31, 2022 | 97.82% |
| November 30, 2022 | 97.82% |
| October 31, 2022 | 97.82% |
| Date | Value |
|---|---|
| September 30, 2022 | 97.82% |
| August 31, 2022 | 97.82% |
| July 31, 2022 | 97.82% |
| June 30, 2022 | 97.82% |
| May 31, 2022 | 97.82% |
| April 30, 2022 | 97.82% |
| March 31, 2022 | 97.82% |
| February 28, 2022 | 97.82% |
| January 31, 2022 | 97.82% |
| December 31, 2021 | 97.82% |
| November 30, 2021 | 97.82% |
| October 31, 2021 | 97.82% |
| September 30, 2021 | 97.82% |
| August 31, 2021 | 97.82% |
| July 31, 2021 | 97.82% |
| June 30, 2021 | 97.82% |
| May 31, 2021 | 97.82% |
| April 30, 2021 | 97.82% |
| March 31, 2021 | 97.82% |
| February 28, 2021 | 97.82% |
| January 31, 2021 | 97.82% |
| December 31, 2020 | 97.82% |
| November 30, 2020 | 97.82% |
| October 31, 2020 | 97.82% |
| September 30, 2020 | 97.82% |
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
97.33%
Minimum
Jan 2024
97.82%
Maximum
Nov 2019
97.73%
Average
97.82%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.06 |
| Beta (5Y) | 1.853 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 81.96% |
| Historical Sharpe Ratio (5Y) | 0.0106 |
| Historical Sortino (5Y) | 0.0201 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.53% |