Ocwen Financial Corp (OCN)
24.94
+0.61
(+2.51%)
USD |
NYSE |
Apr 29, 16:00
24.94
0.00 (0.00%)
After-Hours: 20:00
Ocwen Financial Max Drawdown (5Y): 97.33% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 97.33% |
| February 29, 2024 | 97.33% |
| January 31, 2024 | 97.33% |
| December 31, 2023 | 97.33% |
| November 30, 2023 | 97.33% |
| October 31, 2023 | 97.33% |
| September 30, 2023 | 97.33% |
| August 31, 2023 | 97.33% |
| July 31, 2023 | 97.33% |
| June 30, 2023 | 97.33% |
| May 31, 2023 | 97.33% |
| April 30, 2023 | 97.33% |
| March 31, 2023 | 97.33% |
| February 28, 2023 | 97.33% |
| January 31, 2023 | 97.33% |
| December 31, 2022 | 97.33% |
| November 30, 2022 | 97.33% |
| October 31, 2022 | 97.33% |
| September 30, 2022 | 97.33% |
| August 31, 2022 | 97.33% |
| July 31, 2022 | 97.33% |
| June 30, 2022 | 97.33% |
| May 31, 2022 | 97.33% |
| April 30, 2022 | 97.33% |
| March 31, 2022 | 97.33% |
| Date | Value |
|---|---|
| February 28, 2022 | 97.33% |
| January 31, 2022 | 97.33% |
| December 31, 2021 | 97.33% |
| November 30, 2021 | 97.33% |
| October 31, 2021 | 97.33% |
| September 30, 2021 | 97.33% |
| August 31, 2021 | 97.33% |
| July 31, 2021 | 97.33% |
| June 30, 2021 | 97.33% |
| May 31, 2021 | 97.33% |
| April 30, 2021 | 97.47% |
| March 31, 2021 | 97.47% |
| February 28, 2021 | 97.50% |
| January 31, 2021 | 97.50% |
| December 31, 2020 | 97.50% |
| November 30, 2020 | 97.50% |
| October 31, 2020 | 97.50% |
| September 30, 2020 | 97.50% |
| August 31, 2020 | 97.50% |
| July 31, 2020 | 97.50% |
| June 30, 2020 | 97.50% |
| May 31, 2020 | 97.50% |
| April 30, 2020 | 97.50% |
| March 31, 2020 | 97.50% |
| February 29, 2020 | 97.50% |
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
97.33%
Minimum
May 2021
97.50%
Maximum
Apr 2019
97.40%
Average
97.33%
Median
May 2021
Max Drawdown (5Y) Benchmarks
| Velocity Financial Inc | -- |
| Walker & Dunlop Inc | 68.49% |
| Mr. Cooper Group Inc | 84.40% |
| Rocket Companies Inc | -- |
| UWM Holdings Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.72 |
| Beta (5Y) | 1.878 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 84.22% |
| Historical Sharpe Ratio (5Y) | -0.0262 |
| Historical Sortino (5Y) | -0.0524 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.88% |