Orkla ASA (ORKLY)
7.20
+0.03
(+0.42%)
USD |
OTCM |
Apr 18, 16:10
Orkla Max Drawdown (5Y): 38.54% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 38.54% |
| February 29, 2024 | 38.54% |
| January 31, 2024 | 38.54% |
| December 31, 2023 | 38.54% |
| November 30, 2023 | 38.54% |
| October 31, 2023 | 38.54% |
| September 30, 2023 | 38.54% |
| August 31, 2023 | 38.54% |
| July 31, 2023 | 38.54% |
| June 30, 2023 | 38.54% |
| May 31, 2023 | 38.54% |
| April 30, 2023 | 38.54% |
| March 31, 2023 | 38.54% |
| February 28, 2023 | 38.54% |
| January 31, 2023 | 38.54% |
| December 31, 2022 | 38.54% |
| November 30, 2022 | 38.54% |
| October 31, 2022 | 35.75% |
| September 30, 2022 | 32.00% |
| August 31, 2022 | 32.00% |
| July 31, 2022 | 32.00% |
| June 30, 2022 | 32.00% |
| May 31, 2022 | 32.00% |
| April 30, 2022 | 32.00% |
| March 31, 2022 | 32.00% |
| Date | Value |
|---|---|
| February 28, 2022 | 32.00% |
| January 31, 2022 | 32.00% |
| December 31, 2021 | 32.00% |
| November 30, 2021 | 32.00% |
| October 31, 2021 | 32.00% |
| September 30, 2021 | 32.00% |
| August 31, 2021 | 32.00% |
| July 31, 2021 | 32.00% |
| June 30, 2021 | 32.00% |
| May 31, 2021 | 32.00% |
| April 30, 2021 | 32.00% |
| March 31, 2021 | 32.00% |
| February 28, 2021 | 32.00% |
| January 31, 2021 | 32.00% |
| December 31, 2020 | 32.00% |
| November 30, 2020 | 32.00% |
| October 31, 2020 | 32.00% |
| September 30, 2020 | 32.00% |
| August 31, 2020 | 32.00% |
| July 31, 2020 | 32.00% |
| June 30, 2020 | 32.00% |
| May 31, 2020 | 32.00% |
| April 30, 2020 | 32.00% |
| March 31, 2020 | 32.00% |
| February 29, 2020 | 30.02% |
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
30.02%
Minimum
Nov 2019
38.54%
Maximum
Nov 2022
33.96%
Average
32.00%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Mowi ASA | 56.37% |
| Leroy Seafood Group ASA | 59.04% |
| Austevoll Seafood ASA | 59.47% |
| Grieg Seafood ASA | 100.00% |
| SalMar ASA | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.454 |
| Beta (5Y) | 0.489 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.20% |
| Historical Sharpe Ratio (5Y) | -0.0032 |
| Historical Sortino (5Y) | -0.0052 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.99% |