Heineken Holding NV (HKHHY)
39.95
-0.94
(-2.30%)
USD |
OTCM |
May 01, 15:46
Heineken Max Drawdown (5Y): 36.48% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 36.48% |
| March 31, 2024 | 36.48% |
| February 29, 2024 | 36.48% |
| January 31, 2024 | 36.48% |
| December 31, 2023 | 36.48% |
| November 30, 2023 | 36.48% |
| October 31, 2023 | 36.48% |
| September 30, 2023 | 36.48% |
| August 31, 2023 | 36.48% |
| July 31, 2023 | 36.48% |
| June 30, 2023 | 36.48% |
| May 31, 2023 | 36.48% |
| April 30, 2023 | 36.48% |
| March 31, 2023 | 36.48% |
| February 28, 2023 | 36.48% |
| January 31, 2023 | 36.48% |
| December 31, 2022 | 36.48% |
| November 30, 2022 | 36.48% |
| October 31, 2022 | 36.21% |
| September 30, 2022 | 36.21% |
| August 31, 2022 | 36.21% |
| July 31, 2022 | 36.21% |
| June 30, 2022 | 36.21% |
| May 31, 2022 | 36.21% |
| April 30, 2022 | 36.21% |
| Date | Value |
|---|---|
| March 31, 2022 | 36.21% |
| February 28, 2022 | 36.21% |
| January 31, 2022 | 36.21% |
| December 31, 2021 | 36.21% |
| November 30, 2021 | 36.21% |
| October 31, 2021 | 36.21% |
| September 30, 2021 | 36.21% |
| August 31, 2021 | 36.21% |
| July 31, 2021 | 36.21% |
| June 30, 2021 | 36.21% |
| May 31, 2021 | 36.21% |
| April 30, 2021 | 36.21% |
| March 31, 2021 | 36.21% |
| February 28, 2021 | 36.21% |
| January 31, 2021 | 36.21% |
| December 31, 2020 | 36.21% |
| November 30, 2020 | 36.21% |
| October 31, 2020 | 36.21% |
| September 30, 2020 | 36.21% |
| August 31, 2020 | 36.21% |
| July 31, 2020 | 36.21% |
| June 30, 2020 | 36.21% |
| May 31, 2020 | 36.21% |
| April 30, 2020 | 36.21% |
| March 31, 2020 | 36.21% |
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
23.05%
Minimum
May 2019
36.48%
Maximum
Nov 2022
34.10%
Average
36.21%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Heineken NV | 33.86% |
| Sligro Food Group NV | -- |
| JDE Peets NV | -- |
| Acomo NV | -- |
| ForFarmers NV | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.63 |
| Beta (5Y) | 0.7779 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.62% |
| Historical Sharpe Ratio (5Y) | -0.2101 |
| Historical Sortino (5Y) | -0.3039 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.17% |