Clariant AG (CLZNY)
17.00
-0.33
(-1.90%)
USD |
OTCM |
May 23, 10:16
Clariant Max Drawdown (5Y): 47.07% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 47.07% |
March 31, 2024 | 47.07% |
February 29, 2024 | 47.07% |
January 31, 2024 | 46.73% |
December 31, 2023 | 46.18% |
November 30, 2023 | 46.18% |
October 31, 2023 | 46.18% |
September 30, 2023 | 46.18% |
August 31, 2023 | 46.18% |
July 31, 2023 | 46.18% |
June 30, 2023 | 46.18% |
May 31, 2023 | 46.18% |
April 30, 2023 | 46.18% |
March 31, 2023 | 46.18% |
February 28, 2023 | 46.18% |
January 31, 2023 | 46.18% |
December 31, 2022 | 46.18% |
November 30, 2022 | 46.18% |
October 31, 2022 | 46.18% |
September 30, 2022 | 46.18% |
August 31, 2022 | 46.18% |
July 31, 2022 | 46.18% |
June 30, 2022 | 46.18% |
May 31, 2022 | 46.18% |
April 30, 2022 | 46.18% |
Date | Value |
---|---|
March 31, 2022 | 46.18% |
February 28, 2022 | 46.18% |
January 31, 2022 | 46.18% |
December 31, 2021 | 46.18% |
November 30, 2021 | 46.18% |
October 31, 2021 | 46.18% |
September 30, 2021 | 46.18% |
August 31, 2021 | 46.18% |
July 31, 2021 | 46.18% |
June 30, 2021 | 46.18% |
May 31, 2021 | 46.18% |
April 30, 2021 | 46.18% |
March 31, 2021 | 46.18% |
February 28, 2021 | 46.18% |
January 31, 2021 | 46.18% |
December 31, 2020 | 46.18% |
November 30, 2020 | 46.18% |
October 31, 2020 | 46.18% |
September 30, 2020 | 46.18% |
August 31, 2020 | 46.18% |
July 31, 2020 | 46.18% |
June 30, 2020 | 46.18% |
May 31, 2020 | 46.18% |
April 30, 2020 | 46.18% |
March 31, 2020 | 46.18% |
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
40.09%
Minimum
May 2019
47.07%
Maximum
Feb 2024
45.22%
Average
46.18%
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) | -15.80 |
Beta (5Y) | 0.9739 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.59% |
Historical Sharpe Ratio (5Y) | -0.167 |
Historical Sortino (5Y) | -0.2274 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.49% |