YIT Oyj (YITYY)
1.29
0.00 (0.00%)
USD |
OTCM |
Nov 13, 16:00
YIT Max Drawdown (5Y): 76.27% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 76.27% |
| August 31, 2024 | 76.27% |
| July 31, 2024 | 76.27% |
| June 30, 2024 | 76.27% |
| May 31, 2024 | 76.27% |
| April 30, 2024 | 76.27% |
| March 31, 2024 | 76.27% |
| February 29, 2024 | 76.27% |
| January 31, 2024 | 73.43% |
| December 31, 2023 | 73.43% |
| November 30, 2023 | 73.43% |
| October 31, 2023 | 73.43% |
| September 30, 2023 | 71.40% |
| August 31, 2023 | 71.40% |
| July 31, 2023 | 71.40% |
| June 30, 2023 | 71.40% |
| May 31, 2023 | 67.31% |
| April 30, 2023 | 66.50% |
| March 31, 2023 | 52.06% |
| February 28, 2023 | 52.06% |
| January 31, 2023 | 52.06% |
| December 31, 2022 | 52.06% |
| November 30, 2022 | 52.06% |
| October 31, 2022 | 52.06% |
| September 30, 2022 | 52.06% |
| Date | Value |
|---|---|
| August 31, 2022 | 52.06% |
| July 31, 2022 | 31.36% |
| June 30, 2022 | 31.36% |
| May 31, 2022 | 31.36% |
| April 30, 2022 | 31.36% |
| March 31, 2022 | 31.36% |
| February 28, 2022 | 31.36% |
| January 31, 2022 | 31.36% |
| December 31, 2021 | 31.36% |
| November 30, 2021 | 31.09% |
| October 31, 2021 | 31.09% |
| September 30, 2021 | 31.09% |
| August 31, 2021 | 26.27% |
| July 31, 2021 | 26.27% |
| June 30, 2021 | 26.27% |
| May 31, 2021 | 26.27% |
| April 30, 2021 | 26.27% |
| March 31, 2021 | 26.27% |
| February 28, 2021 | 26.27% |
| January 31, 2021 | 20.38% |
| December 31, 2020 | 19.30% |
| November 30, 2020 | 19.30% |
| October 31, 2020 | 19.30% |
| September 30, 2020 | 19.30% |
| August 31, 2020 | 17.33% |
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
17.33%
Minimum
Nov 2019
76.27%
Maximum
Feb 2024
43.03%
Average
31.36%
Median
Dec 2021
Max Drawdown (5Y) Benchmarks
| Wartsila Corp | 78.85% |
| KONE Oyj | 56.42% |
| Metso Corp | 50.21% |
| Finnair Oyj | 99.98% |
| Konecranes Oyj | 67.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.17 |
| Beta (5Y) | 0.0004 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.54% |
| Historical Sharpe Ratio (5Y) | -0.4389 |
| Historical Sortino (5Y) | -0.5682 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.45% |