Akzo Nobel NV (AKZOF)
71.62
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Akzo Nobel Max Drawdown (5Y): 57.89% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 57.89% |
| March 31, 2024 | 57.89% |
| February 29, 2024 | 57.89% |
| January 31, 2024 | 57.89% |
| December 31, 2023 | 57.89% |
| November 30, 2023 | 57.89% |
| October 31, 2023 | 57.89% |
| September 30, 2023 | 57.89% |
| August 31, 2023 | 57.89% |
| July 31, 2023 | 57.89% |
| June 30, 2023 | 57.89% |
| May 31, 2023 | 57.89% |
| April 30, 2023 | 57.89% |
| March 31, 2023 | 57.89% |
| February 28, 2023 | 57.89% |
| January 31, 2023 | 57.89% |
| December 31, 2022 | 57.89% |
| November 30, 2022 | 57.89% |
| October 31, 2022 | 57.89% |
| September 30, 2022 | 57.89% |
| August 31, 2022 | 50.67% |
| July 31, 2022 | 50.67% |
| June 30, 2022 | 46.38% |
| May 31, 2022 | 44.46% |
| April 30, 2022 | 44.46% |
| Date | Value |
|---|---|
| March 31, 2022 | 44.46% |
| February 28, 2022 | 44.46% |
| January 31, 2022 | 44.46% |
| December 31, 2021 | 44.46% |
| November 30, 2021 | 44.46% |
| October 31, 2021 | 44.46% |
| September 30, 2021 | 44.46% |
| August 31, 2021 | 44.46% |
| July 31, 2021 | 44.46% |
| June 30, 2021 | 44.46% |
| May 31, 2021 | 44.46% |
| April 30, 2021 | 44.46% |
| March 31, 2021 | 44.46% |
| February 28, 2021 | 44.46% |
| January 31, 2021 | 44.46% |
| December 31, 2020 | 44.46% |
| November 30, 2020 | 44.46% |
| October 31, 2020 | 44.46% |
| September 30, 2020 | 44.46% |
| August 31, 2020 | 44.46% |
| July 31, 2020 | 44.46% |
| June 30, 2020 | 44.46% |
| May 31, 2020 | 44.46% |
| April 30, 2020 | 44.46% |
| March 31, 2020 | 44.46% |
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
28.85%
Minimum
May 2019
57.89%
Maximum
Sep 2022
46.57%
Average
44.46%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Corbion NV | 71.55% |
| Koninklijke DSM NV | 94.52% |
| Avantium NV | -- |
| IMCD NV | 48.96% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.27 |
| Beta (5Y) | 0.9732 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.57% |
| Historical Sharpe Ratio (5Y) | -0.1403 |
| Historical Sortino (5Y) | -0.1783 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.02% |