Hexpol AB (HXPLF)
11.40
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Hexpol Max Drawdown (5Y): 63.48% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 63.48% |
March 31, 2024 | 63.48% |
February 29, 2024 | 63.48% |
January 31, 2024 | 63.48% |
December 31, 2023 | 63.48% |
November 30, 2023 | 63.48% |
October 31, 2023 | 63.48% |
September 30, 2023 | 63.48% |
August 31, 2023 | 63.48% |
July 31, 2023 | 63.48% |
June 30, 2023 | 63.48% |
May 31, 2023 | 63.48% |
April 30, 2023 | 63.48% |
March 31, 2023 | 63.48% |
February 28, 2023 | 63.48% |
January 31, 2023 | 63.48% |
December 31, 2022 | 63.48% |
November 30, 2022 | 63.48% |
October 31, 2022 | 63.48% |
September 30, 2022 | 63.48% |
August 31, 2022 | 63.48% |
July 31, 2022 | 63.48% |
June 30, 2022 | 63.48% |
May 31, 2022 | 63.48% |
April 30, 2022 | 63.48% |
Date | Value |
---|---|
March 31, 2022 | 63.48% |
February 28, 2022 | 63.48% |
January 31, 2022 | 63.48% |
December 31, 2021 | 63.48% |
November 30, 2021 | 63.48% |
October 31, 2021 | 63.48% |
September 30, 2021 | 63.48% |
August 31, 2021 | 63.48% |
July 31, 2021 | 63.48% |
June 30, 2021 | 63.48% |
May 31, 2021 | 63.48% |
April 30, 2021 | 63.48% |
March 31, 2021 | 63.48% |
February 28, 2021 | 63.48% |
January 31, 2021 | 63.48% |
December 31, 2020 | 63.48% |
November 30, 2020 | 63.48% |
October 31, 2020 | 63.48% |
September 30, 2020 | 63.48% |
August 31, 2020 | 63.48% |
July 31, 2020 | 63.48% |
June 30, 2020 | 63.48% |
May 31, 2020 | 63.48% |
April 30, 2020 | 63.48% |
March 31, 2020 | 63.48% |
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
32.67%
Minimum
May 2019
63.48%
Maximum
Mar 2020
58.63%
Average
63.48%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Holmen AB | -- |
Svenska Cellulosa AB | 44.58% |
Rottneros AB | 21.05% |
Bergs Timber AB | -- |
Billerud AB | 61.02% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.748 |
Beta (5Y) | 1.296 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.03% |
Historical Sharpe Ratio (5Y) | 0.1354 |
Historical Sortino (5Y) | 0.1996 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.07% |