Koninklijke Philips NV (PHG)
27.46
+0.01
(+0.04%)
USD |
NYSE |
May 16, 16:00
27.46
0.00 (0.00%)
After-Hours: 20:00
Koninklijke Philips Max Drawdown (5Y): 79.70% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 79.70% |
| March 31, 2024 | 79.70% |
| February 29, 2024 | 79.70% |
| January 31, 2024 | 79.70% |
| December 31, 2023 | 79.70% |
| November 30, 2023 | 79.70% |
| October 31, 2023 | 79.70% |
| September 30, 2023 | 79.70% |
| August 31, 2023 | 79.70% |
| July 31, 2023 | 79.70% |
| June 30, 2023 | 79.70% |
| May 31, 2023 | 79.70% |
| April 30, 2023 | 79.70% |
| March 31, 2023 | 79.70% |
| February 28, 2023 | 79.70% |
| January 31, 2023 | 79.70% |
| December 31, 2022 | 79.70% |
| November 30, 2022 | 79.70% |
| October 31, 2022 | 78.16% |
| September 30, 2022 | 74.19% |
| August 31, 2022 | 71.35% |
| July 31, 2022 | 64.68% |
| June 30, 2022 | 64.68% |
| May 31, 2022 | 59.74% |
| April 30, 2022 | 57.32% |
| Date | Value |
|---|---|
| March 31, 2022 | 50.89% |
| February 28, 2022 | 46.49% |
| January 31, 2022 | 46.49% |
| December 31, 2021 | 43.56% |
| November 30, 2021 | 41.41% |
| October 31, 2021 | 36.81% |
| September 30, 2021 | 36.81% |
| August 31, 2021 | 36.81% |
| July 31, 2021 | 36.81% |
| June 30, 2021 | 36.81% |
| May 31, 2021 | 36.81% |
| April 30, 2021 | 36.81% |
| March 31, 2021 | 36.81% |
| February 28, 2021 | 36.81% |
| January 31, 2021 | 36.81% |
| December 31, 2020 | 36.81% |
| November 30, 2020 | 36.81% |
| October 31, 2020 | 36.81% |
| September 30, 2020 | 36.81% |
| August 31, 2020 | 36.81% |
| July 31, 2020 | 36.81% |
| June 30, 2020 | 36.81% |
| May 31, 2020 | 36.81% |
| April 30, 2020 | 36.81% |
| March 31, 2020 | 36.81% |
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
35.90%
Minimum
May 2019
79.70%
Maximum
Nov 2022
53.81%
Average
39.11%
Median
Max Drawdown (5Y) Benchmarks
| Cardinal Health Inc | 49.19% |
| DaVita Inc | 51.10% |
| argenx SE | 38.20% |
| uniQure NV | 94.32% |
| ProQR Therapeutics NV | 97.50% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.62 |
| Beta (5Y) | 0.7318 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.72% |
| Historical Sharpe Ratio (5Y) | -0.2726 |
| Historical Sortino (5Y) | -0.4097 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.41% |