ABB Ltd (ABBNY)
51.72
+0.39
(+0.75%)
USD |
OTCM |
May 09, 16:00
ABB Max Drawdown (5Y): 44.04% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 44.04% |
March 31, 2024 | 44.04% |
February 29, 2024 | 44.04% |
January 31, 2024 | 44.04% |
December 31, 2023 | 44.04% |
November 30, 2023 | 44.04% |
October 31, 2023 | 44.04% |
September 30, 2023 | 44.04% |
August 31, 2023 | 44.04% |
July 31, 2023 | 44.04% |
June 30, 2023 | 44.04% |
May 31, 2023 | 44.04% |
April 30, 2023 | 44.04% |
March 31, 2023 | 44.04% |
February 28, 2023 | 44.04% |
January 31, 2023 | 44.04% |
December 31, 2022 | 44.04% |
November 30, 2022 | 44.04% |
October 31, 2022 | 44.04% |
September 30, 2022 | 44.04% |
August 31, 2022 | 44.04% |
July 31, 2022 | 44.04% |
June 30, 2022 | 44.04% |
May 31, 2022 | 44.04% |
April 30, 2022 | 44.04% |
Date | Value |
---|---|
March 31, 2022 | 44.04% |
February 28, 2022 | 44.04% |
January 31, 2022 | 44.04% |
December 31, 2021 | 44.04% |
November 30, 2021 | 44.04% |
October 31, 2021 | 44.04% |
September 30, 2021 | 44.04% |
August 31, 2021 | 44.04% |
July 31, 2021 | 44.04% |
June 30, 2021 | 44.04% |
May 31, 2021 | 44.04% |
April 30, 2021 | 44.04% |
March 31, 2021 | 44.04% |
February 28, 2021 | 44.04% |
January 31, 2021 | 44.04% |
December 31, 2020 | 44.04% |
November 30, 2020 | 44.04% |
October 31, 2020 | 44.04% |
September 30, 2020 | 44.04% |
August 31, 2020 | 44.04% |
July 31, 2020 | 44.04% |
June 30, 2020 | 44.04% |
May 31, 2020 | 44.04% |
April 30, 2020 | 44.04% |
March 31, 2020 | 44.04% |
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
36.47%
Minimum
May 2019
44.04%
Maximum
Mar 2020
42.78%
Average
44.04%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Schindler Holding AG | 53.26% |
SGS AG | 36.89% |
Kuehne + Nagel International AG | 47.20% |
Geberit AG | 50.67% |
Komax Holding AG | 58.26% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 8.370 |
Beta (5Y) | 1.154 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.33% |
Historical Sharpe Ratio (5Y) | 0.7493 |
Historical Sortino (5Y) | 1.082 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.15% |