Henkel AG & Co KGaA (HENOY)
22.93
+0.19
(+0.84%)
USD |
OTCM |
May 17, 15:59
Henkel Max Drawdown (5Y): 54.47% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 54.47% |
| March 31, 2024 | 54.47% |
| February 29, 2024 | 54.47% |
| January 31, 2024 | 54.47% |
| December 31, 2023 | 54.47% |
| November 30, 2023 | 54.47% |
| October 31, 2023 | 54.47% |
| September 30, 2023 | 54.47% |
| August 31, 2023 | 54.47% |
| July 31, 2023 | 54.47% |
| June 30, 2023 | 54.47% |
| May 31, 2023 | 54.47% |
| April 30, 2023 | 54.47% |
| March 31, 2023 | 54.47% |
| February 28, 2023 | 54.47% |
| January 31, 2023 | 54.47% |
| December 31, 2022 | 54.47% |
| November 30, 2022 | 54.47% |
| October 31, 2022 | 54.47% |
| September 30, 2022 | 54.47% |
| August 31, 2022 | 52.93% |
| July 31, 2022 | 52.93% |
| June 30, 2022 | 52.93% |
| May 31, 2022 | 50.91% |
| April 30, 2022 | 50.22% |
| Date | Value |
|---|---|
| March 31, 2022 | 49.69% |
| February 28, 2022 | 48.60% |
| January 31, 2022 | 48.60% |
| December 31, 2021 | 48.60% |
| November 30, 2021 | 48.60% |
| October 31, 2021 | 48.60% |
| September 30, 2021 | 48.60% |
| August 31, 2021 | 48.60% |
| July 31, 2021 | 48.60% |
| June 30, 2021 | 48.60% |
| May 31, 2021 | 48.60% |
| April 30, 2021 | 48.60% |
| March 31, 2021 | 48.60% |
| February 28, 2021 | 48.60% |
| January 31, 2021 | 48.60% |
| December 31, 2020 | 48.60% |
| November 30, 2020 | 48.60% |
| October 31, 2020 | 48.60% |
| September 30, 2020 | 48.60% |
| August 31, 2020 | 48.60% |
| July 31, 2020 | 48.60% |
| June 30, 2020 | 48.60% |
| May 31, 2020 | 48.60% |
| April 30, 2020 | 48.60% |
| March 31, 2020 | 48.60% |
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
33.77%
Minimum
May 2019
54.47%
Maximum
Sep 2022
48.38%
Average
48.60%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Suedzucker AG | 46.11% |
| Beiersdorf AG | 29.98% |
| METRO AG | 65.47% |
| Splash Beverage Group Inc | 98.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.82 |
| Beta (5Y) | 0.7558 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.73% |
| Historical Sharpe Ratio (5Y) | -0.1852 |
| Historical Sortino (5Y) | -0.269 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.46% |