Metso Corp (OUKPY)
4.24
-0.05
(-1.17%)
USD |
OTCM |
Nov 14, 11:37
Metso Max Drawdown (5Y): 50.21% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 50.21% |
| September 30, 2024 | 50.21% |
| August 31, 2024 | 50.21% |
| July 31, 2024 | 50.21% |
| June 30, 2024 | 50.21% |
| May 31, 2024 | 50.21% |
| April 30, 2024 | 50.21% |
| March 31, 2024 | 50.21% |
| February 29, 2024 | 50.21% |
| January 31, 2024 | 50.21% |
| December 31, 2023 | 50.21% |
| November 30, 2023 | 50.21% |
| October 31, 2023 | 50.21% |
| September 30, 2023 | 50.21% |
| August 31, 2023 | 50.21% |
| July 31, 2023 | 50.21% |
| June 30, 2023 | 50.21% |
| May 31, 2023 | 50.21% |
| April 30, 2023 | 50.21% |
| March 31, 2023 | 50.21% |
| February 28, 2023 | 50.21% |
| January 31, 2023 | 50.21% |
| December 31, 2022 | 50.21% |
| November 30, 2022 | 50.21% |
| October 31, 2022 | 50.21% |
| Date | Value |
|---|---|
| September 30, 2022 | 50.21% |
| August 31, 2022 | 46.30% |
| July 31, 2022 | 46.30% |
| June 30, 2022 | 45.24% |
| May 31, 2022 | 45.24% |
| April 30, 2022 | 45.24% |
| March 31, 2022 | 45.24% |
| February 28, 2022 | 34.81% |
| January 31, 2022 | 31.16% |
| December 31, 2021 | 31.16% |
| November 30, 2021 | 31.16% |
| October 31, 2021 | 31.16% |
| September 30, 2021 | 30.38% |
| August 31, 2021 | 20.88% |
| July 31, 2021 | 16.71% |
| June 30, 2021 | 16.71% |
| May 31, 2021 | 16.71% |
| April 30, 2021 | 16.71% |
| March 31, 2021 | 16.71% |
| February 28, 2021 | 16.71% |
| January 31, 2021 | 16.71% |
| December 31, 2020 | 16.71% |
| November 30, 2020 | 16.71% |
| October 31, 2020 | 16.71% |
| September 30, 2020 | 14.84% |
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
--
Minimum
Nov 2019
50.21%
Maximum
Sep 2022
33.50%
Average
45.24%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| KONE Oyj | 56.42% |
| Wartsila Corp | 78.85% |
| YIT Oyj | 76.27% |
| Finnair Oyj | 99.98% |
| Konecranes Oyj | 67.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.836 |
| Beta (5Y) | 1.121 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.25% |
| Historical Sharpe Ratio (5Y) | 0.2384 |
| Historical Sortino (5Y) | 0.4114 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.29% |