The ODP Corp (ODP)
50.30
+0.92
(+1.86%)
USD |
NASDAQ |
Apr 19, 16:00
50.30
0.00 (0.00%)
After-Hours: 20:00
ODP Max Drawdown (5Y): 85.71% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 85.71% |
February 29, 2024 | 85.71% |
January 31, 2024 | 85.71% |
December 31, 2023 | 85.71% |
November 30, 2023 | 85.71% |
October 31, 2023 | 85.71% |
September 30, 2023 | 85.71% |
August 31, 2023 | 85.71% |
July 31, 2023 | 85.71% |
June 30, 2023 | 85.71% |
May 31, 2023 | 85.71% |
April 30, 2023 | 85.71% |
March 31, 2023 | 85.71% |
February 28, 2023 | 85.71% |
January 31, 2023 | 85.71% |
December 31, 2022 | 85.71% |
November 30, 2022 | 85.71% |
October 31, 2022 | 85.71% |
September 30, 2022 | 85.71% |
August 31, 2022 | 85.71% |
July 31, 2022 | 85.71% |
June 30, 2022 | 85.71% |
May 31, 2022 | 85.71% |
April 30, 2022 | 85.71% |
March 31, 2022 | 85.71% |
Date | Value |
---|---|
February 28, 2022 | 85.71% |
January 31, 2022 | 85.71% |
December 31, 2021 | 85.71% |
November 30, 2021 | 85.71% |
October 31, 2021 | 85.71% |
September 30, 2021 | 85.71% |
August 31, 2021 | 85.71% |
July 31, 2021 | 85.71% |
June 30, 2021 | 85.71% |
May 31, 2021 | 85.71% |
April 30, 2021 | 85.71% |
March 31, 2021 | 85.71% |
February 28, 2021 | 85.71% |
January 31, 2021 | 85.71% |
December 31, 2020 | 85.71% |
November 30, 2020 | 85.71% |
October 31, 2020 | 85.71% |
September 30, 2020 | 85.71% |
August 31, 2020 | 85.71% |
July 31, 2020 | 85.71% |
June 30, 2020 | 85.71% |
May 31, 2020 | 85.71% |
April 30, 2020 | 85.71% |
March 31, 2020 | 85.71% |
February 29, 2020 | 85.71% |
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
78.36%
Minimum
Apr 2019
85.71%
Maximum
Sep 2019
85.25%
Average
85.71%
Median
Sep 2019
Max Drawdown (5Y) Benchmarks
Advance Auto Parts Inc | 78.88% |
AutoZone Inc | 42.14% |
Best Buy Co Inc | 52.58% |
Urban Outfitters Inc | 73.80% |
Stitch Fix Inc | 97.90% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.16 |
Beta (5Y) | 1.620 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.39% |
Historical Sharpe Ratio (5Y) | 0.1359 |
Historical Sortino (5Y) | 0.2512 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.98% |