Telefonaktiebolaget L M Ericsson (ERIXF)
5.406
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Telefonaktiebolaget L M Ericsson Max Drawdown (5Y): 66.95% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 66.95% |
| March 31, 2024 | 66.95% |
| February 29, 2024 | 66.95% |
| January 31, 2024 | 66.95% |
| December 31, 2023 | 66.95% |
| November 30, 2023 | 66.95% |
| October 31, 2023 | 66.95% |
| September 30, 2023 | 63.90% |
| August 31, 2023 | 63.90% |
| July 31, 2023 | 63.16% |
| June 30, 2023 | 61.96% |
| May 31, 2023 | 61.96% |
| April 30, 2023 | 61.16% |
| March 31, 2023 | 61.16% |
| February 28, 2023 | 60.54% |
| January 31, 2023 | 60.54% |
| December 31, 2022 | 60.54% |
| November 30, 2022 | 60.54% |
| October 31, 2022 | 59.96% |
| September 30, 2022 | 58.61% |
| August 31, 2022 | 51.90% |
| July 31, 2022 | 55.21% |
| June 30, 2022 | 55.21% |
| May 31, 2022 | 55.21% |
| April 30, 2022 | 55.21% |
| Date | Value |
|---|---|
| March 31, 2022 | 55.21% |
| February 28, 2022 | 55.21% |
| January 31, 2022 | 55.21% |
| December 31, 2021 | 55.21% |
| November 30, 2021 | 55.64% |
| October 31, 2021 | 55.64% |
| September 30, 2021 | 59.14% |
| August 31, 2021 | 61.52% |
| July 31, 2021 | 61.52% |
| June 30, 2021 | 61.52% |
| May 31, 2021 | 61.52% |
| April 30, 2021 | 61.52% |
| March 31, 2021 | 61.52% |
| February 28, 2021 | 61.52% |
| January 31, 2021 | 61.52% |
| December 31, 2020 | 61.52% |
| November 30, 2020 | 61.52% |
| October 31, 2020 | 61.52% |
| September 30, 2020 | 61.52% |
| August 31, 2020 | 61.52% |
| July 31, 2020 | 61.52% |
| June 30, 2020 | 61.52% |
| May 31, 2020 | 61.52% |
| April 30, 2020 | 61.52% |
| March 31, 2020 | 61.52% |
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
51.90%
Minimum
Aug 2022
66.95%
Maximum
Oct 2023
60.89%
Average
61.52%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Neonode Inc | 97.29% |
| XMReality AB | -- |
| Dustin Group AB | -- |
| Wyld Networks AB | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.96 |
| Beta (5Y) | 0.6802 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.83% |
| Historical Sharpe Ratio (5Y) | -0.3467 |
| Historical Sortino (5Y) | -0.5675 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.66% |