Agfa-Gevaert NV (AFGVF)
1.21
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Agfa-Gevaert Max Drawdown (5Y): 73.58% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 73.58% |
March 31, 2024 | 73.58% |
February 29, 2024 | 70.31% |
January 31, 2024 | 70.31% |
December 31, 2023 | 67.03% |
November 30, 2023 | 47.22% |
October 31, 2023 | 47.22% |
September 30, 2023 | 47.22% |
August 31, 2023 | 47.22% |
July 31, 2023 | 47.22% |
June 30, 2023 | 47.22% |
May 31, 2023 | 47.22% |
April 30, 2023 | 47.22% |
March 31, 2023 | 47.22% |
February 28, 2023 | 47.22% |
January 31, 2023 | 47.22% |
December 31, 2022 | 47.22% |
November 30, 2022 | 47.22% |
October 31, 2022 | 45.46% |
September 30, 2022 | 45.46% |
August 31, 2022 | 34.35% |
July 31, 2022 | 34.35% |
June 30, 2022 | 34.35% |
May 31, 2022 | 34.35% |
April 30, 2022 | 34.35% |
Date | Value |
---|---|
March 31, 2022 | 34.35% |
February 28, 2022 | 27.04% |
January 31, 2022 | 23.89% |
December 31, 2021 | 36.53% |
November 30, 2021 | 36.53% |
October 31, 2021 | 36.53% |
September 30, 2021 | 36.53% |
August 31, 2021 | 36.53% |
July 31, 2021 | 40.68% |
June 30, 2021 | 40.68% |
May 31, 2021 | 40.68% |
April 30, 2021 | 40.68% |
March 31, 2021 | 40.68% |
February 28, 2021 | 40.68% |
January 31, 2021 | 40.68% |
December 31, 2020 | 40.68% |
November 30, 2020 | 40.68% |
October 31, 2020 | 40.68% |
September 30, 2020 | 41.89% |
August 31, 2020 | 41.89% |
July 31, 2020 | 41.89% |
June 30, 2020 | 46.57% |
May 31, 2020 | 46.57% |
April 30, 2020 | 46.57% |
March 31, 2020 | 52.25% |
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
23.89%
Minimum
Jan 2022
73.58%
Maximum
Mar 2024
46.82%
Average
46.57%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Umicore SA | 69.16% |
Bpost SA de Droit Public | 82.22% |
Ackermans & Van Haaren NV | 32.44% |
NV Bekaert SA | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -25.05 |
Beta (5Y) | -0.0337 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.70% |
Historical Sharpe Ratio (5Y) | -0.9176 |
Historical Sortino (5Y) | -0.9784 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.18% |