Yara International ASA (YARIY)
14.24
-0.02
(-0.18%)
USD |
OTCM |
May 02, 16:00
Yara International Max Drawdown (5Y): 74.33% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 74.33% |
March 31, 2024 | 74.33% |
February 29, 2024 | 74.33% |
January 31, 2024 | 74.33% |
December 31, 2023 | 74.33% |
November 30, 2023 | 74.33% |
October 31, 2023 | 74.33% |
September 30, 2023 | 74.33% |
August 31, 2023 | 74.33% |
July 31, 2023 | 74.33% |
June 30, 2023 | 74.33% |
May 31, 2023 | 74.33% |
April 30, 2023 | 74.33% |
March 31, 2023 | 74.33% |
February 28, 2023 | 74.33% |
January 31, 2023 | 74.33% |
December 31, 2022 | 74.33% |
November 30, 2022 | 74.33% |
October 31, 2022 | 74.33% |
September 30, 2022 | 74.33% |
August 31, 2022 | 74.33% |
July 31, 2022 | 74.33% |
June 30, 2022 | 74.33% |
May 31, 2022 | 74.33% |
April 30, 2022 | 74.33% |
Date | Value |
---|---|
March 31, 2022 | 74.33% |
February 28, 2022 | 74.33% |
January 31, 2022 | 74.33% |
December 31, 2021 | 74.33% |
November 30, 2021 | 74.33% |
October 31, 2021 | 74.33% |
September 30, 2021 | 74.33% |
August 31, 2021 | 74.33% |
July 31, 2021 | 74.33% |
June 30, 2021 | 74.33% |
May 31, 2021 | 74.33% |
April 30, 2021 | 74.33% |
March 31, 2021 | 74.33% |
February 28, 2021 | 74.33% |
January 31, 2021 | 74.33% |
December 31, 2020 | 74.33% |
November 30, 2020 | 74.33% |
October 31, 2020 | 74.33% |
September 30, 2020 | 74.33% |
August 31, 2020 | 74.33% |
July 31, 2020 | 74.33% |
June 30, 2020 | 74.33% |
May 31, 2020 | 74.33% |
April 30, 2020 | 74.33% |
March 31, 2020 | 74.33% |
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
61.99%
Minimum
May 2019
74.33%
Maximum
Mar 2020
72.29%
Average
74.33%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Norsk Hydro ASA | 73.96% |
Borregaard ASA | 48.34% |
Elkem ASA | -- |
Sensient Technologies Corp | 50.61% |
LyondellBasell Industries NV | 68.15% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.11 |
Beta (5Y) | 0.9232 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.81% |
Historical Sharpe Ratio (5Y) | -0.0915 |
Historical Sortino (5Y) | -0.1558 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.86% |