Corbion NV (CSNVY)
22.36
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Corbion Max Drawdown (5Y): 71.55% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 71.55% |
| March 31, 2024 | 71.55% |
| February 29, 2024 | 71.55% |
| January 31, 2024 | 71.55% |
| December 31, 2023 | 71.55% |
| November 30, 2023 | 71.55% |
| October 31, 2023 | 71.55% |
| September 30, 2023 | 64.37% |
| August 31, 2023 | 62.19% |
| July 31, 2023 | 60.03% |
| June 30, 2023 | 57.41% |
| May 31, 2023 | 57.41% |
| April 30, 2023 | 57.41% |
| March 31, 2023 | 57.41% |
| February 28, 2023 | 57.41% |
| January 31, 2023 | 57.41% |
| December 31, 2022 | 57.41% |
| November 30, 2022 | 57.41% |
| October 31, 2022 | 57.41% |
| September 30, 2022 | 57.41% |
| August 31, 2022 | 49.96% |
| July 31, 2022 | 49.96% |
| June 30, 2022 | 48.84% |
| May 31, 2022 | 48.84% |
| April 30, 2022 | 48.84% |
| Date | Value |
|---|---|
| March 31, 2022 | 45.58% |
| February 28, 2022 | 32.34% |
| January 31, 2022 | 32.34% |
| December 31, 2021 | 30.23% |
| November 30, 2021 | 30.23% |
| October 31, 2021 | 30.23% |
| September 30, 2021 | 30.23% |
| August 31, 2021 | 30.23% |
| July 31, 2021 | 30.23% |
| June 30, 2021 | 30.23% |
| May 31, 2021 | 30.23% |
| April 30, 2021 | 30.23% |
| March 31, 2021 | 30.23% |
| February 28, 2021 | 30.23% |
| January 31, 2021 | 30.23% |
| December 31, 2020 | 30.23% |
| November 30, 2020 | 30.23% |
| October 31, 2020 | 30.23% |
| September 30, 2020 | 30.23% |
| August 31, 2020 | 30.23% |
| July 31, 2020 | 30.23% |
| June 30, 2020 | 30.23% |
| May 31, 2020 | 30.23% |
| April 30, 2020 | 36.83% |
| March 31, 2020 | 36.83% |
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
30.23%
Minimum
May 2020
71.55%
Maximum
Oct 2023
46.18%
Average
48.84%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| Koninklijke DSM NV | 94.52% |
| Akzo Nobel NV | 57.67% |
| Avantium NV | -- |
| IMCD NV | 48.96% |
| OCI NV | 72.43% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.70 |
| Beta (5Y) | 0.6298 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.75% |
| Historical Sharpe Ratio (5Y) | -0.2091 |
| Historical Sortino (5Y) | -0.3033 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.36% |