KHD Humboldt Wedag International AG (KHDHF)
1.73
-0.01
(-0.57%)
USD |
OTCM |
May 20, 16:00
KHD Humboldt Wedag International Max Drawdown (5Y): 78.60% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 78.60% |
March 31, 2024 | 81.72% |
February 29, 2024 | 82.51% |
January 31, 2024 | 82.51% |
December 31, 2023 | 82.80% |
November 30, 2023 | 82.80% |
October 31, 2023 | 85.21% |
September 30, 2023 | 85.21% |
August 31, 2023 | 85.21% |
July 31, 2023 | 85.21% |
June 30, 2023 | 85.21% |
May 31, 2023 | 85.21% |
April 30, 2023 | 85.21% |
March 31, 2023 | 85.21% |
February 28, 2023 | 85.21% |
January 31, 2023 | 85.21% |
December 31, 2022 | 85.21% |
November 30, 2022 | 85.21% |
October 31, 2022 | 85.21% |
September 30, 2022 | 85.21% |
August 31, 2022 | 85.21% |
July 31, 2022 | 85.21% |
June 30, 2022 | 85.21% |
May 31, 2022 | 85.21% |
April 30, 2022 | 85.21% |
Date | Value |
---|---|
March 31, 2022 | 85.69% |
February 28, 2022 | 86.40% |
January 31, 2022 | 86.50% |
December 31, 2021 | 87.61% |
November 30, 2021 | 87.82% |
October 31, 2021 | 88.83% |
September 30, 2021 | 89.34% |
August 31, 2021 | 89.34% |
July 31, 2021 | 89.34% |
June 30, 2021 | 89.34% |
May 31, 2021 | 89.34% |
April 30, 2021 | 89.34% |
March 31, 2021 | 89.34% |
February 28, 2021 | 89.34% |
January 31, 2021 | 89.34% |
December 31, 2020 | 89.34% |
November 30, 2020 | 89.34% |
October 31, 2020 | 89.34% |
September 30, 2020 | 89.34% |
August 31, 2020 | 89.34% |
July 31, 2020 | 89.34% |
June 30, 2020 | 89.34% |
May 31, 2020 | 89.34% |
April 30, 2020 | 89.34% |
March 31, 2020 | 89.34% |
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
78.60%
Minimum
Apr 2024
89.34%
Maximum
May 2019
87.06%
Average
88.32%
Median
Max Drawdown (5Y) Benchmarks
Siemens AG | 52.76% |
DHL Group | 58.03% |
Bilfinger SE | 71.33% |
Lilium NV | -- |
Schmid Group NV | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.382 |
Beta (5Y) | 0.223 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.30% |
Historical Sharpe Ratio (5Y) | 0.0219 |
Historical Sortino (5Y) | 0.0469 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.89% |