Symrise AG (SYIEY)
27.10
+0.16
(+0.61%)
USD |
OTCM |
May 03, 16:00
Symrise Max Drawdown (5Y): 37.09% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 37.09% |
| March 31, 2024 | 37.09% |
| February 29, 2024 | 37.09% |
| January 31, 2024 | 37.09% |
| December 31, 2023 | 37.09% |
| November 30, 2023 | 37.09% |
| October 31, 2023 | 37.09% |
| September 30, 2023 | 37.09% |
| August 31, 2023 | 37.09% |
| July 31, 2023 | 37.09% |
| June 30, 2023 | 37.09% |
| May 31, 2023 | 37.09% |
| April 30, 2023 | 37.09% |
| March 31, 2023 | 37.09% |
| February 28, 2023 | 37.09% |
| January 31, 2023 | 37.09% |
| December 31, 2022 | 37.09% |
| November 30, 2022 | 37.09% |
| October 31, 2022 | 37.09% |
| September 30, 2022 | 35.18% |
| August 31, 2022 | 32.38% |
| July 31, 2022 | 32.38% |
| June 30, 2022 | 32.38% |
| May 31, 2022 | 29.72% |
| April 30, 2022 | 28.98% |
| Date | Value |
|---|---|
| March 31, 2022 | 28.98% |
| February 28, 2022 | 26.65% |
| January 31, 2022 | 26.65% |
| December 31, 2021 | 26.65% |
| November 30, 2021 | 26.65% |
| October 31, 2021 | 26.65% |
| September 30, 2021 | 26.65% |
| August 31, 2021 | 26.65% |
| July 31, 2021 | 26.65% |
| June 30, 2021 | 26.65% |
| May 31, 2021 | 26.65% |
| April 30, 2021 | 26.65% |
| March 31, 2021 | 26.65% |
| February 28, 2021 | 26.65% |
| January 31, 2021 | 26.65% |
| December 31, 2020 | 26.65% |
| November 30, 2020 | 26.65% |
| October 31, 2020 | 26.65% |
| September 30, 2020 | 26.65% |
| August 31, 2020 | 26.65% |
| July 31, 2020 | 26.65% |
| June 30, 2020 | 26.65% |
| May 31, 2020 | 26.65% |
| April 30, 2020 | 26.65% |
| March 31, 2020 | 26.65% |
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
24.29%
Minimum
May 2019
37.09%
Maximum
Oct 2022
30.12%
Average
26.65%
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) | -7.836 |
| Beta (5Y) | 0.7971 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.65% |
| Historical Sharpe Ratio (5Y) | 0.0408 |
| Historical Sortino (5Y) | 0.0695 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.95% |