PostNL NV (TNTFF)
1.13
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
PostNL Max Drawdown (5Y): 75.89% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 75.89% |
| March 31, 2024 | 75.20% |
| February 29, 2024 | 75.20% |
| January 31, 2024 | 75.20% |
| December 31, 2023 | 75.20% |
| November 30, 2023 | 75.20% |
| October 31, 2023 | 75.20% |
| September 30, 2023 | 75.20% |
| August 31, 2023 | 75.20% |
| July 31, 2023 | 75.20% |
| June 30, 2023 | 75.20% |
| May 31, 2023 | 75.20% |
| April 30, 2023 | 75.20% |
| March 31, 2023 | 75.20% |
| February 28, 2023 | 75.20% |
| January 31, 2023 | 75.20% |
| December 31, 2022 | 75.20% |
| November 30, 2022 | 75.20% |
| October 31, 2022 | 75.20% |
| September 30, 2022 | 75.20% |
| August 31, 2022 | 75.20% |
| July 31, 2022 | 75.20% |
| June 30, 2022 | 75.20% |
| May 31, 2022 | 75.20% |
| April 30, 2022 | 75.20% |
| Date | Value |
|---|---|
| March 31, 2022 | 75.20% |
| February 28, 2022 | 75.20% |
| January 31, 2022 | 75.20% |
| December 31, 2021 | 75.20% |
| November 30, 2021 | 75.20% |
| October 31, 2021 | 75.20% |
| September 30, 2021 | 75.20% |
| August 31, 2021 | 75.20% |
| July 31, 2021 | 75.20% |
| June 30, 2021 | 75.20% |
| May 31, 2021 | 75.20% |
| April 30, 2021 | 75.20% |
| March 31, 2021 | 75.20% |
| February 28, 2021 | 75.20% |
| January 31, 2021 | 75.20% |
| December 31, 2020 | 75.20% |
| November 30, 2020 | 75.20% |
| October 31, 2020 | 75.20% |
| September 30, 2020 | 75.20% |
| August 31, 2020 | 75.20% |
| July 31, 2020 | 75.20% |
| June 30, 2020 | 75.20% |
| May 31, 2020 | 75.20% |
| April 30, 2020 | 75.20% |
| March 31, 2020 | 75.20% |
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
67.92%
Minimum
Dec 2019
75.89%
Maximum
Apr 2024
74.14%
Average
75.20%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| ICTS International NV | 85.38% |
| Airbus SE | 65.00% |
| Wolters Kluwer NV | 24.63% |
| Randstad NV | 54.95% |
| Arcadis NV | 53.98% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.51 |
| Beta (5Y) | 0.7602 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.82% |
| Historical Sharpe Ratio (5Y) | -0.2013 |
| Historical Sortino (5Y) | -0.3289 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.37% |