Otter Tail Corp (OTTR)
80.58
+0.93
(+1.17%)
USD |
NASDAQ |
Nov 21, 16:00
80.67
+0.09
(+0.11%)
After-Hours: 20:00
Otter Tail Max Drawdown (5Y): 41.50% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 41.50% |
September 30, 2024 | 41.50% |
August 31, 2024 | 41.50% |
July 31, 2024 | 41.50% |
June 30, 2024 | 41.50% |
May 31, 2024 | 41.50% |
April 30, 2024 | 41.50% |
March 31, 2024 | 41.50% |
February 29, 2024 | 41.50% |
January 31, 2024 | 41.50% |
December 31, 2023 | 41.50% |
November 30, 2023 | 41.50% |
October 31, 2023 | 41.50% |
September 30, 2023 | 41.50% |
August 31, 2023 | 41.50% |
July 31, 2023 | 41.50% |
June 30, 2023 | 41.50% |
May 31, 2023 | 41.50% |
April 30, 2023 | 41.50% |
March 31, 2023 | 41.50% |
February 28, 2023 | 41.50% |
January 31, 2023 | 41.50% |
December 31, 2022 | 41.50% |
November 30, 2022 | 41.50% |
October 31, 2022 | 41.50% |
Date | Value |
---|---|
September 30, 2022 | 41.50% |
August 31, 2022 | 41.50% |
July 31, 2022 | 41.50% |
June 30, 2022 | 41.50% |
May 31, 2022 | 41.50% |
April 30, 2022 | 41.50% |
March 31, 2022 | 41.50% |
February 28, 2022 | 41.50% |
January 31, 2022 | 41.50% |
December 31, 2021 | 41.50% |
November 30, 2021 | 41.50% |
October 31, 2021 | 41.50% |
September 30, 2021 | 41.50% |
August 31, 2021 | 41.50% |
July 31, 2021 | 41.50% |
June 30, 2021 | 41.50% |
May 31, 2021 | 41.50% |
April 30, 2021 | 41.50% |
March 31, 2021 | 41.50% |
February 28, 2021 | 41.50% |
January 31, 2021 | 41.50% |
December 31, 2020 | 41.50% |
November 30, 2020 | 41.50% |
October 31, 2020 | 41.50% |
September 30, 2020 | 41.50% |
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
23.00%
Minimum
Nov 2019
41.50%
Maximum
Mar 2020
40.27%
Average
41.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Xcel Energy Inc | 34.43% |
Alliant Energy Corp | 33.53% |
Evergy Inc | 38.78% |
Advent Technologies Holdings Inc | -- |
Verde Clean Fuels Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.5530 |
Beta (5Y) | 0.5247 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.29% |
Historical Sharpe Ratio (5Y) | 0.2589 |
Historical Sortino (5Y) | 0.3613 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.31% |