Online Vacation Center Holdings Corp (ONVC)
1.50
-0.25
(-14.29%)
USD |
OTCM |
Nov 21, 09:31
Online Vacation Center Holdings Max Drawdown (5Y): 92.70% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 92.70% |
| August 31, 2024 | 92.70% |
| July 31, 2024 | 92.70% |
| June 30, 2024 | 92.70% |
| May 31, 2024 | 92.70% |
| April 30, 2024 | 92.70% |
| March 31, 2024 | 92.70% |
| February 29, 2024 | 92.70% |
| January 31, 2024 | 92.70% |
| December 31, 2023 | 92.70% |
| November 30, 2023 | 92.70% |
| October 31, 2023 | 92.70% |
| September 30, 2023 | 92.70% |
| August 31, 2023 | 92.70% |
| July 31, 2023 | 86.49% |
| June 30, 2023 | 86.49% |
| May 31, 2023 | 86.49% |
| April 30, 2023 | 86.49% |
| March 31, 2023 | 86.49% |
| February 28, 2023 | 86.49% |
| January 31, 2023 | 86.49% |
| December 31, 2022 | 86.49% |
| November 30, 2022 | 86.49% |
| October 31, 2022 | 86.49% |
| September 30, 2022 | 86.49% |
| Date | Value |
|---|---|
| August 31, 2022 | 72.97% |
| July 31, 2022 | 72.97% |
| June 30, 2022 | 72.97% |
| May 31, 2022 | 72.97% |
| April 30, 2022 | 72.97% |
| March 31, 2022 | 72.97% |
| February 28, 2022 | 72.97% |
| January 31, 2022 | 72.97% |
| December 31, 2021 | 72.97% |
| November 30, 2021 | 72.97% |
| October 31, 2021 | 72.97% |
| September 30, 2021 | 72.97% |
| August 31, 2021 | 72.97% |
| July 31, 2021 | 72.97% |
| June 30, 2021 | 72.97% |
| May 31, 2021 | 72.97% |
| April 30, 2021 | 72.97% |
| March 31, 2021 | 72.97% |
| February 28, 2021 | 72.97% |
| January 31, 2021 | 72.97% |
| December 31, 2020 | 72.97% |
| November 30, 2020 | 72.97% |
| October 31, 2020 | 72.97% |
| September 30, 2020 | 72.97% |
| August 31, 2020 | 72.97% |
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
61.59%
Minimum
Nov 2019
92.70%
Maximum
Aug 2023
79.40%
Average
72.97%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Expedia Group Inc | 70.50% |
| Lindblad Expeditions Holdings Inc | 83.16% |
| Consolidated Capital Of North America Inc | 99.96% |
| Airbnb Inc | -- |
| Inspirato Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -42.15 |
| Beta (5Y) | 1.991 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 113.5% |
| Historical Sharpe Ratio (5Y) | -0.1317 |
| Historical Sortino (5Y) | -0.2215 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 52.05% |