Lonza Group Ltd (LZAGY)
58.09
+0.17
(+0.29%)
USD |
OTCM |
May 17, 16:25
Lonza Group Max Drawdown (5Y): 59.14% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 59.14% |
| March 31, 2024 | 59.14% |
| February 29, 2024 | 59.14% |
| January 31, 2024 | 59.14% |
| December 31, 2023 | 59.14% |
| November 30, 2023 | 59.14% |
| October 31, 2023 | 59.14% |
| September 30, 2023 | 47.98% |
| August 31, 2023 | 47.98% |
| July 31, 2023 | 47.98% |
| June 30, 2023 | 47.98% |
| May 31, 2023 | 47.98% |
| April 30, 2023 | 47.98% |
| March 31, 2023 | 47.98% |
| February 28, 2023 | 47.98% |
| January 31, 2023 | 47.98% |
| December 31, 2022 | 47.98% |
| November 30, 2022 | 47.98% |
| October 31, 2022 | 47.98% |
| September 30, 2022 | 47.98% |
| August 31, 2022 | 41.05% |
| July 31, 2022 | 41.05% |
| June 30, 2022 | 41.05% |
| May 31, 2022 | 38.72% |
| April 30, 2022 | 31.10% |
| Date | Value |
|---|---|
| March 31, 2022 | 27.18% |
| February 28, 2022 | 27.18% |
| January 31, 2022 | 27.18% |
| December 31, 2021 | 27.18% |
| November 30, 2021 | 27.18% |
| October 31, 2021 | 27.18% |
| September 30, 2021 | 27.18% |
| August 31, 2021 | 27.18% |
| July 31, 2021 | 27.18% |
| June 30, 2021 | 27.18% |
| May 31, 2021 | 27.18% |
| April 30, 2021 | 27.18% |
| March 31, 2021 | 27.18% |
| February 28, 2021 | 27.18% |
| January 31, 2021 | 27.18% |
| December 31, 2020 | 27.18% |
| November 30, 2020 | 27.18% |
| October 31, 2020 | 27.18% |
| September 30, 2020 | 27.18% |
| August 31, 2020 | 27.18% |
| July 31, 2020 | 27.18% |
| June 30, 2020 | 27.18% |
| May 31, 2020 | 27.18% |
| April 30, 2020 | 27.18% |
| March 31, 2020 | 27.18% |
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
27.18%
Minimum
May 2019
59.14%
Maximum
Oct 2023
36.37%
Average
27.18%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Roche Holding AG | 39.79% |
| AC Immune SA | 89.55% |
| CRISPR Therapeutics AG | 81.61% |
| Addex Therapeutics Ltd | -- |
| NLS Pharmaceutics Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.2923 |
| Beta (5Y) | 0.9915 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.78% |
| Historical Sharpe Ratio (5Y) | 0.3184 |
| Historical Sortino (5Y) | 0.4822 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.39% |