Ontex Group NV (ONXXF)
9.55
0.00 (0.00%)
USD |
OTCM |
May 16, 16:00
Ontex Group Max Drawdown (5Y): 81.14% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 81.14% |
| March 31, 2024 | 81.14% |
| February 29, 2024 | 81.14% |
| January 31, 2024 | 81.14% |
| December 31, 2023 | 81.14% |
| November 30, 2023 | 81.14% |
| October 31, 2023 | 81.14% |
| September 30, 2023 | 81.14% |
| August 31, 2023 | 81.14% |
| July 31, 2023 | 81.14% |
| June 30, 2023 | 81.14% |
| May 31, 2023 | 81.14% |
| April 30, 2023 | 81.14% |
| March 31, 2023 | 81.14% |
| February 28, 2023 | 81.14% |
| January 31, 2023 | 81.14% |
| December 31, 2022 | 81.14% |
| November 30, 2022 | 81.14% |
| October 31, 2022 | 81.14% |
| September 30, 2022 | 81.14% |
| August 31, 2022 | 81.14% |
| July 31, 2022 | 77.84% |
| June 30, 2022 | 77.84% |
| May 31, 2022 | 77.84% |
| April 30, 2022 | 77.84% |
| Date | Value |
|---|---|
| March 31, 2022 | 76.11% |
| February 28, 2022 | 74.94% |
| January 31, 2022 | 74.94% |
| December 31, 2021 | 74.94% |
| November 30, 2021 | 65.18% |
| October 31, 2021 | 65.18% |
| September 30, 2021 | 62.34% |
| August 31, 2021 | 62.34% |
| July 31, 2021 | 61.68% |
| June 30, 2021 | 61.68% |
| May 31, 2021 | 61.68% |
| April 30, 2021 | 61.68% |
| March 31, 2021 | 61.68% |
| February 28, 2021 | 61.68% |
| January 31, 2021 | 61.68% |
| December 31, 2020 | 61.68% |
| November 30, 2020 | 61.68% |
| October 31, 2020 | 51.69% |
| September 30, 2020 | 51.69% |
| August 31, 2020 | 51.69% |
| July 31, 2020 | 51.69% |
| June 30, 2020 | 51.69% |
| May 31, 2020 | 48.85% |
| April 30, 2020 | 48.85% |
| March 31, 2020 | 48.85% |
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
39.52%
Minimum
May 2019
81.14%
Maximum
Aug 2022
66.83%
Average
65.18%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Anheuser-Busch InBev SA/NV | 70.50% |
| Colruyt Group NV | 66.76% |
| Sipef SA | -- |
| Lotus Bakeries NV | -- |
| Splash Beverage Group Inc | 98.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.71 |
| Beta (5Y) | -0.4292 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.08% |
| Historical Sharpe Ratio (5Y) | -0.514 |
| Historical Sortino (5Y) | -0.6915 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.61% |