FLSmidth & Co. A/S (FLIDY)
4.53
0.00 (0.00%)
USD |
OTCM |
May 10, 16:00
FLSmidth Max Drawdown (5Y): 68.22% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 68.22% |
March 31, 2024 | 68.22% |
February 29, 2024 | 68.22% |
January 31, 2024 | 68.22% |
December 31, 2023 | 68.22% |
November 30, 2023 | 68.22% |
October 31, 2023 | 68.22% |
September 30, 2023 | 68.22% |
August 31, 2023 | 68.22% |
July 31, 2023 | 68.22% |
June 30, 2023 | 68.22% |
May 31, 2023 | 68.22% |
April 30, 2023 | 68.22% |
March 31, 2023 | 68.22% |
February 28, 2023 | 68.22% |
January 31, 2023 | 68.22% |
December 31, 2022 | 68.22% |
November 30, 2022 | 68.22% |
October 31, 2022 | 68.22% |
September 30, 2022 | 68.22% |
August 31, 2022 | 68.22% |
July 31, 2022 | 68.22% |
June 30, 2022 | 68.22% |
May 31, 2022 | 68.22% |
April 30, 2022 | 68.22% |
Date | Value |
---|---|
March 31, 2022 | 68.22% |
February 28, 2022 | 68.22% |
January 31, 2022 | 68.22% |
December 31, 2021 | 68.22% |
November 30, 2021 | 68.22% |
October 31, 2021 | 68.22% |
September 30, 2021 | 68.22% |
August 31, 2021 | 68.22% |
July 31, 2021 | 68.22% |
June 30, 2021 | 68.22% |
May 31, 2021 | 68.22% |
April 30, 2021 | 68.22% |
March 31, 2021 | 68.22% |
February 28, 2021 | 68.22% |
January 31, 2021 | 68.22% |
December 31, 2020 | 68.22% |
November 30, 2020 | 68.22% |
October 31, 2020 | 68.22% |
September 30, 2020 | 68.22% |
August 31, 2020 | 68.22% |
July 31, 2020 | 68.22% |
June 30, 2020 | 68.22% |
May 31, 2020 | 68.22% |
April 30, 2020 | 68.22% |
March 31, 2020 | 67.11% |
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
63.15%
Minimum
May 2019
68.22%
Maximum
Apr 2020
67.36%
Average
68.22%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
LiqTech International Inc | 97.32% |
Vestas Wind Systems A/S | 66.34% |
Sustainable Projects Group Inc | 99.76% |
DSV AS | 57.44% |
Cadeler AS | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.825 |
Beta (5Y) | 0.3181 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.26% |
Historical Sharpe Ratio (5Y) | -0.0815 |
Historical Sortino (5Y) | -0.1151 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.39% |