Sampo Oyj (SAXPY)
20.94
-0.17
(-0.81%)
USD |
OTCM |
Nov 13, 16:00
Sampo Max Drawdown (5Y): 52.25% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 52.25% |
| September 30, 2024 | 52.25% |
| August 31, 2024 | 52.25% |
| July 31, 2024 | 52.25% |
| June 30, 2024 | 52.25% |
| May 31, 2024 | 52.25% |
| April 30, 2024 | 52.25% |
| March 31, 2024 | 52.25% |
| February 29, 2024 | 52.25% |
| January 31, 2024 | 52.25% |
| December 31, 2023 | 52.25% |
| November 30, 2023 | 52.25% |
| October 31, 2023 | 52.25% |
| September 30, 2023 | 52.25% |
| August 31, 2023 | 52.25% |
| July 31, 2023 | 52.25% |
| June 30, 2023 | 52.25% |
| May 31, 2023 | 52.25% |
| April 30, 2023 | 52.25% |
| March 31, 2023 | 52.25% |
| February 28, 2023 | 52.25% |
| January 31, 2023 | 52.25% |
| December 31, 2022 | 52.25% |
| November 30, 2022 | 52.25% |
| October 31, 2022 | 52.25% |
| Date | Value |
|---|---|
| September 30, 2022 | 52.25% |
| August 31, 2022 | 52.25% |
| July 31, 2022 | 52.25% |
| June 30, 2022 | 52.25% |
| May 31, 2022 | 52.25% |
| April 30, 2022 | 52.25% |
| March 31, 2022 | 52.25% |
| February 28, 2022 | 52.25% |
| January 31, 2022 | 52.25% |
| December 31, 2021 | 52.25% |
| November 30, 2021 | 52.25% |
| October 31, 2021 | 52.25% |
| September 30, 2021 | 52.25% |
| August 31, 2021 | 52.25% |
| July 31, 2021 | 52.25% |
| June 30, 2021 | 52.25% |
| May 31, 2021 | 52.25% |
| April 30, 2021 | 52.25% |
| March 31, 2021 | 52.25% |
| February 28, 2021 | 52.25% |
| January 31, 2021 | 52.25% |
| December 31, 2020 | 52.25% |
| November 30, 2020 | 52.25% |
| October 31, 2020 | 52.25% |
| September 30, 2020 | 52.25% |
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
26.82%
Minimum
Nov 2019
52.25%
Maximum
Mar 2020
50.55%
Average
52.25%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Nordea Bank Abp | 58.13% |
| Mandatum PLC | -- |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Income Opportunity Realty Investors Inc | 44.53% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.493 |
| Beta (5Y) | 0.8984 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.62% |
| Historical Sharpe Ratio (5Y) | 0.2772 |
| Historical Sortino (5Y) | 0.3117 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.07% |