Orion Diversified Holding Co Inc (OODH)
0.57
-0.23
(-28.75%)
USD |
OTCM |
Nov 13, 16:00
Orion Diversified Max Drawdown (5Y): 98.35% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 98.35% |
| August 31, 2024 | 98.35% |
| July 31, 2024 | 98.35% |
| June 30, 2024 | 98.35% |
| May 31, 2024 | 98.35% |
| April 30, 2024 | 98.35% |
| March 31, 2024 | 98.35% |
| February 29, 2024 | 98.35% |
| January 31, 2024 | 98.35% |
| December 31, 2023 | 98.35% |
| November 30, 2023 | 98.35% |
| October 31, 2023 | 98.35% |
| September 30, 2023 | 98.35% |
| August 31, 2023 | 98.35% |
| July 31, 2023 | 96.25% |
| June 30, 2023 | 96.25% |
| May 31, 2023 | 96.35% |
| April 30, 2023 | 99.60% |
| March 31, 2023 | 99.60% |
| February 28, 2023 | 99.60% |
| January 31, 2023 | 99.60% |
| December 31, 2022 | 99.60% |
| November 30, 2022 | 99.60% |
| October 31, 2022 | 99.60% |
| September 30, 2022 | 99.60% |
| Date | Value |
|---|---|
| August 31, 2022 | 99.60% |
| July 31, 2022 | 99.60% |
| June 30, 2022 | 99.60% |
| May 31, 2022 | 99.60% |
| April 30, 2022 | 99.86% |
| March 31, 2022 | 99.86% |
| February 28, 2022 | 99.87% |
| January 31, 2022 | 99.87% |
| December 31, 2021 | 99.87% |
| November 30, 2021 | 99.95% |
| October 31, 2021 | 99.95% |
| September 30, 2021 | 99.95% |
| August 31, 2021 | 99.95% |
| July 31, 2021 | 99.95% |
| June 30, 2021 | 99.95% |
| May 31, 2021 | 99.95% |
| April 30, 2021 | 99.95% |
| March 31, 2021 | 99.95% |
| February 28, 2021 | 99.95% |
| January 31, 2021 | 99.95% |
| December 31, 2020 | 99.95% |
| November 30, 2020 | 99.95% |
| October 31, 2020 | 99.95% |
| September 30, 2020 | 99.95% |
| August 31, 2020 | 99.95% |
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
96.25%
Minimum
Jun 2023
99.95%
Maximum
Nov 2019
99.31%
Average
99.86%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| Evolution Petroleum Corp | 80.49% |
| Houston American Energy Corp | 91.33% |
| Tellurian Inc | 96.62% |
| Mexco Energy Corp | 79.82% |
| Riley Exploration Permian Inc | 92.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 23.07 |
| Beta (5Y) | -0.3505 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 325.3% |
| Historical Sharpe Ratio (5Y) | 0.0562 |
| Historical Sortino (5Y) | 0.2686 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 55.00% |