Skanska AB (SKBSY)
18.06
+0.35
(+1.98%)
USD |
OTCM |
May 03, 16:00
Skanska Max Drawdown (5Y): 58.14% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 58.14% |
March 31, 2024 | 58.14% |
February 29, 2024 | 58.14% |
January 31, 2024 | 58.14% |
December 31, 2023 | 58.14% |
November 30, 2023 | 58.14% |
October 31, 2023 | 58.14% |
September 30, 2023 | 58.14% |
August 31, 2023 | 58.14% |
July 31, 2023 | 58.14% |
June 30, 2023 | 58.14% |
May 31, 2023 | 58.14% |
April 30, 2023 | 58.14% |
March 31, 2023 | 58.14% |
February 28, 2023 | 58.14% |
January 31, 2023 | 58.14% |
December 31, 2022 | 58.14% |
November 30, 2022 | 58.14% |
October 31, 2022 | 58.14% |
September 30, 2022 | 57.75% |
August 31, 2022 | 49.64% |
July 31, 2022 | 49.64% |
June 30, 2022 | 48.35% |
May 31, 2022 | 43.66% |
April 30, 2022 | 40.55% |
Date | Value |
---|---|
March 31, 2022 | 40.55% |
February 28, 2022 | 40.55% |
January 31, 2022 | 40.55% |
December 31, 2021 | 40.55% |
November 30, 2021 | 40.55% |
October 31, 2021 | 40.55% |
September 30, 2021 | 40.55% |
August 31, 2021 | 40.55% |
July 31, 2021 | 40.55% |
June 30, 2021 | 40.55% |
May 31, 2021 | 40.55% |
April 30, 2021 | 40.55% |
March 31, 2021 | 40.55% |
February 28, 2021 | 40.55% |
January 31, 2021 | 40.55% |
December 31, 2020 | 40.55% |
November 30, 2020 | 40.55% |
October 31, 2020 | 40.55% |
September 30, 2020 | 40.55% |
August 31, 2020 | 40.55% |
July 31, 2020 | 40.55% |
June 30, 2020 | 40.55% |
May 31, 2020 | 40.55% |
April 30, 2020 | 40.55% |
March 31, 2020 | 40.55% |
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
37.95%
Minimum
May 2019
58.14%
Maximum
Oct 2022
46.46%
Average
40.55%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Securitas AB | 60.86% |
Husqvarna AB | 66.09% |
Atlas Copco AB | 47.97% |
Sandvik AB | 51.19% |
Assa Abloy AB | 45.66% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.23 |
Beta (5Y) | 1.529 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.46% |
Historical Sharpe Ratio (5Y) | 0.0215 |
Historical Sortino (5Y) | 0.0312 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.23% |