Onity Group Inc (ONIT)
31.00
+0.87
(+2.89%)
USD |
NYSE |
Nov 05, 16:00
31.00
0.00 (0.00%)
After-Hours: 20:00
Onity Group Max Drawdown (5Y): 97.33% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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 | 97.33% |
November 30, 2023 | 97.33% |
October 31, 2023 | 97.33% |
September 30, 2023 | 97.33% |
August 31, 2023 | 97.33% |
July 31, 2023 | 97.33% |
June 30, 2023 | 97.33% |
May 31, 2023 | 97.33% |
April 30, 2023 | 97.33% |
March 31, 2023 | 97.33% |
February 28, 2023 | 97.33% |
January 31, 2023 | 97.33% |
December 31, 2022 | 97.33% |
November 30, 2022 | 97.33% |
October 31, 2022 | 97.33% |
September 30, 2022 | 97.33% |
Date | Value |
---|---|
August 31, 2022 | 97.33% |
July 31, 2022 | 97.33% |
June 30, 2022 | 97.33% |
May 31, 2022 | 97.33% |
April 30, 2022 | 97.33% |
March 31, 2022 | 97.33% |
February 28, 2022 | 97.33% |
January 31, 2022 | 97.33% |
December 31, 2021 | 97.33% |
November 30, 2021 | 97.33% |
October 31, 2021 | 97.33% |
September 30, 2021 | 97.33% |
August 31, 2021 | 97.33% |
July 31, 2021 | 97.33% |
June 30, 2021 | 97.33% |
May 31, 2021 | 97.33% |
April 30, 2021 | 97.47% |
March 31, 2021 | 97.47% |
February 28, 2021 | 97.50% |
January 31, 2021 | 97.50% |
December 31, 2020 | 97.50% |
November 30, 2020 | 97.50% |
October 31, 2020 | 97.50% |
September 30, 2020 | 97.50% |
August 31, 2020 | 97.50% |
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
May 2021
97.50%
Maximum
Nov 2019
97.38%
Average
97.33%
Median
May 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -24.93 |
Beta (5Y) | 1.839 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 82.23% |
Historical Sharpe Ratio (5Y) | 0.0026 |
Historical Sortino (5Y) | 0.005 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.53% |