Koninklijke Vopak NV (VOPKF)
46.00
+2.45
(+5.63%)
USD |
OTCM |
Nov 13, 16:00
Koninklijke Vopak Max Drawdown (5Y): 65.80% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 65.80% |
| August 31, 2024 | 65.80% |
| July 31, 2024 | 65.80% |
| June 30, 2024 | 65.80% |
| May 31, 2024 | 65.80% |
| April 30, 2024 | 65.80% |
| March 31, 2024 | 65.80% |
| February 29, 2024 | 65.80% |
| January 31, 2024 | 65.80% |
| December 31, 2023 | 65.80% |
| November 30, 2023 | 65.80% |
| October 31, 2023 | 65.80% |
| September 30, 2023 | 65.80% |
| August 31, 2023 | 65.80% |
| July 31, 2023 | 65.80% |
| June 30, 2023 | 65.80% |
| May 31, 2023 | 65.80% |
| April 30, 2023 | 65.80% |
| March 31, 2023 | 65.80% |
| February 28, 2023 | 65.80% |
| January 31, 2023 | 65.80% |
| December 31, 2022 | 65.80% |
| November 30, 2022 | 65.80% |
| October 31, 2022 | 65.80% |
| September 30, 2022 | 63.13% |
| Date | Value |
|---|---|
| August 31, 2022 | 59.22% |
| July 31, 2022 | 56.07% |
| June 30, 2022 | 55.85% |
| May 31, 2022 | 51.81% |
| April 30, 2022 | 50.42% |
| March 31, 2022 | 45.58% |
| February 28, 2022 | 41.16% |
| January 31, 2022 | 41.16% |
| December 31, 2021 | 41.10% |
| November 30, 2021 | 38.66% |
| October 31, 2021 | 38.66% |
| September 30, 2021 | 38.66% |
| August 31, 2021 | 38.66% |
| July 31, 2021 | 38.66% |
| June 30, 2021 | 38.66% |
| May 31, 2021 | 38.66% |
| April 30, 2021 | 38.66% |
| March 31, 2021 | 38.66% |
| February 28, 2021 | 38.66% |
| January 31, 2021 | 38.66% |
| December 31, 2020 | 38.66% |
| November 30, 2020 | 38.66% |
| October 31, 2020 | 39.57% |
| September 30, 2020 | 43.09% |
| August 31, 2020 | 43.09% |
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
38.66%
Minimum
Nov 2020
65.80%
Maximum
Oct 2022
52.60%
Average
50.42%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| SBM Offshore NV | 41.71% |
| Fugro NV | -- |
| Barnwell Industries Inc | 87.98% |
| CKX Lands Inc | 54.31% |
| Evolution Petroleum Corp | 80.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.602 |
| Beta (5Y) | 0.5753 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.05% |
| Historical Sharpe Ratio (5Y) | -0.0246 |
| Historical Sortino (5Y) | -0.0527 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.03% |