Outokumpu Oyj (OUTKY)

1.48 -0.07 (-4.52%) USD  |  OTCM  |  Dec 17, 15:07
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Outokumpu Max Drawdown (5Y): 77.62% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Stora Enso Oyj 61.11%
UPM-Kymmene Oyj 35.58%
Kemira Oyj --
Core Molding Technologies Inc 96.21%
Flexible Solutions International Inc 75.75%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -7.227
Beta (5Y) 0.759
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 53.54%
Historical Sharpe Ratio (5Y) 0.0544
Historical Sortino (5Y) 0.0803
Monthly Value at Risk (VaR) 5% (5Y Lookback) 25.00%