Svenska Cellulosa AB (SVCBF)
13.95
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Svenska Cellulosa Max Drawdown (5Y): 44.58% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 44.58% |
| March 31, 2024 | 44.58% |
| February 29, 2024 | 44.58% |
| January 31, 2024 | 44.58% |
| December 31, 2023 | 44.58% |
| November 30, 2023 | 44.58% |
| October 31, 2023 | 44.58% |
| September 30, 2023 | 44.58% |
| August 31, 2023 | 44.58% |
| July 31, 2023 | 44.58% |
| June 30, 2023 | 44.58% |
| May 31, 2023 | 44.58% |
| April 30, 2023 | 44.58% |
| March 31, 2023 | 44.58% |
| February 28, 2023 | 44.58% |
| January 31, 2023 | 44.58% |
| December 31, 2022 | 44.58% |
| November 30, 2022 | 44.58% |
| October 31, 2022 | 42.92% |
| September 30, 2022 | 40.57% |
| August 31, 2022 | 38.34% |
| July 31, 2022 | 38.34% |
| June 30, 2022 | 38.34% |
| May 31, 2022 | 38.34% |
| April 30, 2022 | 38.34% |
| Date | Value |
|---|---|
| March 31, 2022 | 38.34% |
| February 28, 2022 | 38.34% |
| January 31, 2022 | 38.34% |
| December 31, 2021 | 38.34% |
| November 30, 2021 | 38.34% |
| October 31, 2021 | 38.34% |
| September 30, 2021 | 38.34% |
| August 31, 2021 | 38.34% |
| July 31, 2021 | 38.34% |
| June 30, 2021 | 38.34% |
| May 31, 2021 | 38.34% |
| April 30, 2021 | 38.34% |
| March 31, 2021 | 38.34% |
| February 28, 2021 | 38.34% |
| January 31, 2021 | 38.34% |
| December 31, 2020 | 38.34% |
| November 30, 2020 | 38.34% |
| October 31, 2020 | 38.34% |
| September 30, 2020 | 38.34% |
| August 31, 2020 | 38.34% |
| July 31, 2020 | 38.34% |
| June 30, 2020 | 38.34% |
| May 31, 2020 | 38.34% |
| April 30, 2020 | 38.34% |
| March 31, 2020 | 38.34% |
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
38.34%
Minimum
May 2019
44.58%
Maximum
Nov 2022
40.32%
Average
38.34%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Rottneros AB | 21.05% |
| Hexpol AB | 63.48% |
| Bergs Timber AB | -- |
| Holmen AB | -- |
| Billerud AB | 61.02% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.248 |
| Beta (5Y) | 0.6032 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.95% |
| Historical Sharpe Ratio (5Y) | 0.2898 |
| Historical Sortino (5Y) | 0.5531 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.23% |