Symrise AG (SYIEF)
107.50
0.00 (0.00%)
USD |
OTCM |
May 02, 16:00
Symrise Max Drawdown (5Y): 38.52% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 38.52% |
| March 31, 2024 | 38.52% |
| February 29, 2024 | 38.52% |
| January 31, 2024 | 38.52% |
| December 31, 2023 | 38.52% |
| November 30, 2023 | 38.52% |
| October 31, 2023 | 38.52% |
| September 30, 2023 | 38.52% |
| August 31, 2023 | 38.52% |
| July 31, 2023 | 38.52% |
| June 30, 2023 | 38.52% |
| May 31, 2023 | 38.52% |
| April 30, 2023 | 38.52% |
| March 31, 2023 | 38.52% |
| February 28, 2023 | 38.52% |
| January 31, 2023 | 38.52% |
| December 31, 2022 | 38.52% |
| November 30, 2022 | 38.52% |
| October 31, 2022 | 38.52% |
| September 30, 2022 | 37.27% |
| August 31, 2022 | 34.02% |
| July 31, 2022 | 34.02% |
| June 30, 2022 | 34.02% |
| May 31, 2022 | 31.12% |
| April 30, 2022 | 30.77% |
| Date | Value |
|---|---|
| March 31, 2022 | 30.77% |
| February 28, 2022 | 30.77% |
| January 31, 2022 | 30.77% |
| December 31, 2021 | 30.77% |
| November 30, 2021 | 30.77% |
| October 31, 2021 | 30.77% |
| September 30, 2021 | 30.77% |
| August 31, 2021 | 30.77% |
| July 31, 2021 | 30.77% |
| June 30, 2021 | 30.77% |
| May 31, 2021 | 30.77% |
| April 30, 2021 | 30.77% |
| March 31, 2021 | 30.77% |
| February 28, 2021 | 30.77% |
| January 31, 2021 | 30.77% |
| December 31, 2020 | 30.77% |
| November 30, 2020 | 30.77% |
| October 31, 2020 | 30.77% |
| September 30, 2020 | 30.77% |
| August 31, 2020 | 30.77% |
| July 31, 2020 | 30.77% |
| June 30, 2020 | 30.77% |
| May 31, 2020 | 30.77% |
| April 30, 2020 | 30.77% |
| March 31, 2020 | 30.77% |
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
23.73%
Minimum
May 2019
38.52%
Maximum
Oct 2022
32.33%
Average
30.77%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Basf SE | 61.76% |
| Heidelberg Materials AG | 71.27% |
| K+S AG | 86.29% |
| SGL Carbon SE | 85.71% |
| KWS SAAT SE & Co KGaA | 37.86% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.408 |
| Beta (5Y) | 0.6553 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.63% |
| Historical Sharpe Ratio (5Y) | 0.0739 |
| Historical Sortino (5Y) | 0.1158 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.09% |