Koninklijke Vopak NV (VOPKY)
39.54
0.00 (0.00%)
USD |
OTCM |
Apr 25, 16:00
Koninklijke Vopak Max Drawdown (5Y): 67.58% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 67.58% |
| February 29, 2024 | 67.58% |
| January 31, 2024 | 67.58% |
| December 31, 2023 | 67.58% |
| November 30, 2023 | 67.58% |
| October 31, 2023 | 67.58% |
| September 30, 2023 | 67.58% |
| August 31, 2023 | 67.58% |
| July 31, 2023 | 67.58% |
| June 30, 2023 | 67.58% |
| May 31, 2023 | 67.58% |
| April 30, 2023 | 67.58% |
| March 31, 2023 | 67.58% |
| February 28, 2023 | 67.58% |
| January 31, 2023 | 67.58% |
| December 31, 2022 | 67.58% |
| November 30, 2022 | 67.58% |
| October 31, 2022 | 67.58% |
| September 30, 2022 | 67.58% |
| August 31, 2022 | 60.19% |
| July 31, 2022 | 57.63% |
| June 30, 2022 | 55.68% |
| May 31, 2022 | 52.30% |
| April 30, 2022 | 50.73% |
| March 31, 2022 | 48.14% |
| Date | Value |
|---|---|
| February 28, 2022 | 41.49% |
| January 31, 2022 | 41.49% |
| December 31, 2021 | 41.49% |
| November 30, 2021 | 35.85% |
| October 31, 2021 | 35.85% |
| September 30, 2021 | 35.85% |
| August 31, 2021 | 35.85% |
| July 31, 2021 | 35.85% |
| June 30, 2021 | 35.85% |
| May 31, 2021 | 35.85% |
| April 30, 2021 | 35.85% |
| March 31, 2021 | 35.85% |
| February 28, 2021 | 35.85% |
| January 31, 2021 | 35.85% |
| December 31, 2020 | 35.85% |
| November 30, 2020 | 36.92% |
| October 31, 2020 | 38.53% |
| September 30, 2020 | 40.90% |
| August 31, 2020 | 40.90% |
| July 31, 2020 | 40.90% |
| June 30, 2020 | 40.90% |
| May 31, 2020 | 40.90% |
| April 30, 2020 | 40.90% |
| March 31, 2020 | 40.90% |
| February 29, 2020 | 40.90% |
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
35.85%
Minimum
Dec 2020
67.58%
Maximum
Sep 2022
49.58%
Average
40.90%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Core Laboratories Inc | 93.49% |
| SBM Offshore NV | 46.97% |
| Barnwell Industries Inc | 88.78% |
| CKX Lands Inc | 54.31% |
| Evolution Petroleum Corp | 80.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.89 |
| Beta (5Y) | 0.6554 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.02% |
| Historical Sharpe Ratio (5Y) | -0.1112 |
| Historical Sortino (5Y) | -0.2389 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.15% |