Magnora ASA (SVMRF)
2.09
0.00 (0.00%)
USD |
OTCM |
May 06, 16:00
Magnora Max Drawdown (5Y): 79.69% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 79.69% |
| March 31, 2024 | 79.69% |
| February 29, 2024 | 79.69% |
| January 31, 2024 | 82.38% |
| December 31, 2023 | 82.38% |
| November 30, 2023 | 82.38% |
| October 31, 2023 | 84.17% |
| September 30, 2023 | 84.17% |
| August 31, 2023 | 84.52% |
| July 31, 2023 | 84.52% |
| June 30, 2023 | 84.52% |
| May 31, 2023 | 84.52% |
| April 30, 2023 | 84.52% |
| March 31, 2023 | 84.52% |
| February 28, 2023 | 84.52% |
| January 31, 2023 | 84.52% |
| December 31, 2022 | 84.52% |
| November 30, 2022 | 84.52% |
| October 31, 2022 | 84.52% |
| September 30, 2022 | 84.52% |
| August 31, 2022 | 84.52% |
| July 31, 2022 | 84.52% |
| June 30, 2022 | 84.52% |
| May 31, 2022 | 84.52% |
| April 30, 2022 | 84.52% |
| Date | Value |
|---|---|
| March 31, 2022 | 84.52% |
| February 28, 2022 | 84.52% |
| January 31, 2022 | 84.52% |
| December 31, 2021 | 84.52% |
| November 30, 2021 | 84.52% |
| October 31, 2021 | 84.52% |
| September 30, 2021 | 84.52% |
| August 31, 2021 | 84.52% |
| July 31, 2021 | 84.52% |
| June 30, 2021 | 84.52% |
| May 31, 2021 | 84.52% |
| April 30, 2021 | 84.52% |
| March 31, 2021 | 84.52% |
| February 28, 2021 | 84.52% |
| January 31, 2021 | 84.52% |
| December 31, 2020 | 84.52% |
| November 30, 2020 | 84.52% |
| October 31, 2020 | 84.52% |
| September 30, 2020 | 98.28% |
| August 31, 2020 | 98.31% |
| July 31, 2020 | 98.31% |
| June 30, 2020 | 98.31% |
| May 31, 2020 | 98.31% |
| April 30, 2020 | 98.37% |
| March 31, 2020 | 98.37% |
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
79.69%
Minimum
Feb 2024
98.58%
Maximum
May 2019
88.10%
Average
84.52%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Scatec ASA | -- |
| Smart Powerr Corp | 98.46% |
| Ellomay Capital Ltd | 73.36% |
| Atlantica Sustainable Infrastructure PLC | 58.03% |
| Enlight Renewable Energy Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 20.72 |
| Beta (5Y) | -0.1153 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.52% |
| Historical Sharpe Ratio (5Y) | 0.3564 |
| Historical Sortino (5Y) | 0.9216 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.96% |