Alfa Laval AB (ALFVF)
37.00
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Alfa Laval Max Drawdown (5Y): 46.23% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 46.23% |
| March 31, 2024 | 46.23% |
| February 29, 2024 | 46.23% |
| January 31, 2024 | 46.23% |
| December 31, 2023 | 46.23% |
| November 30, 2023 | 46.23% |
| October 31, 2023 | 46.23% |
| September 30, 2023 | 46.23% |
| August 31, 2023 | 46.23% |
| July 31, 2023 | 46.23% |
| June 30, 2023 | 46.23% |
| May 31, 2023 | 46.23% |
| April 30, 2023 | 46.23% |
| March 31, 2023 | 46.23% |
| February 28, 2023 | 46.23% |
| January 31, 2023 | 46.23% |
| December 31, 2022 | 46.23% |
| November 30, 2022 | 46.23% |
| October 31, 2022 | 46.23% |
| September 30, 2022 | 46.23% |
| August 31, 2022 | 46.23% |
| July 31, 2022 | 46.23% |
| June 30, 2022 | 40.89% |
| May 31, 2022 | 40.89% |
| April 30, 2022 | 40.89% |
| Date | Value |
|---|---|
| March 31, 2022 | 40.89% |
| February 28, 2022 | 40.89% |
| January 31, 2022 | 40.89% |
| December 31, 2021 | 40.89% |
| November 30, 2021 | 40.89% |
| October 31, 2021 | 40.89% |
| September 30, 2021 | 46.25% |
| August 31, 2021 | 46.25% |
| July 31, 2021 | 46.25% |
| June 30, 2021 | 46.25% |
| May 31, 2021 | 46.25% |
| April 30, 2021 | 46.25% |
| March 31, 2021 | 46.25% |
| February 28, 2021 | 46.25% |
| January 31, 2021 | 46.25% |
| December 31, 2020 | 46.25% |
| November 30, 2020 | 46.25% |
| October 31, 2020 | 46.25% |
| September 30, 2020 | 46.25% |
| August 31, 2020 | 46.25% |
| July 31, 2020 | 46.25% |
| June 30, 2020 | 46.25% |
| May 31, 2020 | 46.25% |
| April 30, 2020 | 46.25% |
| March 31, 2020 | 46.25% |
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
40.89%
Minimum
Oct 2021
46.25%
Maximum
May 2019
45.44%
Average
46.23%
Median
Jul 2022
Max Drawdown (5Y) Benchmarks
| Securitas AB | 60.86% |
| Husqvarna AB | 66.09% |
| Atlas Copco AB | 47.97% |
| Sandvik AB | 51.19% |
| Assa Abloy AB | 45.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.7987 |
| Beta (5Y) | 0.6122 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.49% |
| Historical Sharpe Ratio (5Y) | 0.2088 |
| Historical Sortino (5Y) | 0.272 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.12% |