Clariant AG (CLZNF)
14.40
0.00 (0.00%)
USD |
OTCM |
Jun 14, 16:00
Clariant Max Drawdown (5Y): 45.36% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 45.36% |
April 30, 2024 | 45.36% |
March 31, 2024 | 45.36% |
February 29, 2024 | 45.36% |
January 31, 2024 | 45.36% |
December 31, 2023 | 45.36% |
November 30, 2023 | 45.36% |
October 31, 2023 | 45.36% |
September 30, 2023 | 45.36% |
August 31, 2023 | 45.36% |
July 31, 2023 | 45.36% |
June 30, 2023 | 45.36% |
May 31, 2023 | 45.36% |
April 30, 2023 | 45.36% |
March 31, 2023 | 45.36% |
February 28, 2023 | 45.36% |
January 31, 2023 | 45.36% |
December 31, 2022 | 45.36% |
November 30, 2022 | 45.36% |
October 31, 2022 | 45.36% |
September 30, 2022 | 45.36% |
August 31, 2022 | 45.36% |
July 31, 2022 | 45.36% |
June 30, 2022 | 45.36% |
May 31, 2022 | 45.36% |
Date | Value |
---|---|
April 30, 2022 | 45.36% |
March 31, 2022 | 45.36% |
February 28, 2022 | 45.36% |
January 31, 2022 | 45.36% |
December 31, 2021 | 45.36% |
November 30, 2021 | 45.36% |
October 31, 2021 | 45.36% |
September 30, 2021 | 45.36% |
August 31, 2021 | 45.36% |
July 31, 2021 | 45.36% |
June 30, 2021 | 45.36% |
May 31, 2021 | 45.36% |
April 30, 2021 | 45.36% |
March 31, 2021 | 45.36% |
February 28, 2021 | 45.36% |
January 31, 2021 | 45.36% |
December 31, 2020 | 45.36% |
November 30, 2020 | 45.36% |
October 31, 2020 | 45.36% |
September 30, 2020 | 45.36% |
August 31, 2020 | 45.36% |
July 31, 2020 | 45.36% |
June 30, 2020 | 45.36% |
May 31, 2020 | 45.36% |
April 30, 2020 | 45.36% |
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
33.93%
Minimum
Jun 2019
45.36%
Maximum
Mar 2020
43.65%
Average
45.36%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Givaudan SA | 46.22% |
Holcim Ltd | 55.75% |
Sika AG | 52.70% |
Ems-Chemie Holding AG | 38.16% |
Bachem Holding AG | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.137 |
Beta (5Y) | 0.2839 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.60% |
Historical Sharpe Ratio (5Y) | -0.0452 |
Historical Sortino (5Y) | -0.0611 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.34% |