Schindler Holding AG (SHLRF)
248.50
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Schindler Max Drawdown (5Y): 54.20% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 54.20% |
March 31, 2024 | 54.20% |
February 29, 2024 | 54.20% |
January 31, 2024 | 54.20% |
December 31, 2023 | 54.20% |
November 30, 2023 | 54.20% |
October 31, 2023 | 54.20% |
September 30, 2023 | 54.20% |
August 31, 2023 | 54.20% |
July 31, 2023 | 54.20% |
June 30, 2023 | 54.20% |
May 31, 2023 | 54.20% |
April 30, 2023 | 54.20% |
March 31, 2023 | 54.20% |
February 28, 2023 | 54.20% |
January 31, 2023 | 54.20% |
December 31, 2022 | 54.20% |
November 30, 2022 | 54.20% |
October 31, 2022 | 54.20% |
September 30, 2022 | 54.20% |
August 31, 2022 | 47.25% |
July 31, 2022 | 47.25% |
June 30, 2022 | 47.25% |
May 31, 2022 | 44.98% |
April 30, 2022 | 38.09% |
Date | Value |
---|---|
March 31, 2022 | 36.05% |
February 28, 2022 | 33.28% |
January 31, 2022 | 21.98% |
December 31, 2021 | 21.98% |
November 30, 2021 | 21.33% |
October 31, 2021 | 21.33% |
September 30, 2021 | 21.33% |
August 31, 2021 | 21.33% |
July 31, 2021 | 21.33% |
June 30, 2021 | 21.33% |
May 31, 2021 | 21.33% |
April 30, 2021 | 21.33% |
March 31, 2021 | 21.33% |
February 28, 2021 | 21.33% |
January 31, 2021 | 21.33% |
December 31, 2020 | 21.33% |
November 30, 2020 | 21.33% |
October 31, 2020 | 21.33% |
September 30, 2020 | 21.33% |
August 31, 2020 | 21.33% |
July 31, 2020 | 21.33% |
June 30, 2020 | 21.33% |
May 31, 2020 | 21.33% |
April 30, 2020 | 21.33% |
March 31, 2020 | 21.33% |
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
20.32%
Minimum
May 2019
54.20%
Maximum
Sep 2022
34.55%
Average
21.33%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ABB Ltd | 44.04% |
SGS AG | 36.89% |
Kuehne + Nagel International AG | 47.20% |
Geberit AG | 50.67% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.032 |
Beta (5Y) | 0.7643 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.10% |
Historical Sharpe Ratio (5Y) | 0.1389 |
Historical Sortino (5Y) | 0.1846 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.01% |