Arcelik AS (ACKAY)
23.42
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Arcelik Max Drawdown (5Y): 75.52% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 75.52% |
March 31, 2024 | 75.52% |
February 29, 2024 | 75.52% |
January 31, 2024 | 75.52% |
December 31, 2023 | 75.52% |
November 30, 2023 | 75.52% |
October 31, 2023 | 75.52% |
September 30, 2023 | 75.52% |
August 31, 2023 | 75.52% |
July 31, 2023 | 75.52% |
June 30, 2023 | 75.52% |
May 31, 2023 | 75.52% |
April 30, 2023 | 75.52% |
March 31, 2023 | 75.52% |
February 28, 2023 | 75.52% |
January 31, 2023 | 75.52% |
December 31, 2022 | 75.52% |
November 30, 2022 | 75.52% |
October 31, 2022 | 75.52% |
September 30, 2022 | 75.52% |
August 31, 2022 | 75.52% |
July 31, 2022 | 75.52% |
June 30, 2022 | 75.52% |
May 31, 2022 | 75.52% |
April 30, 2022 | 75.52% |
Date | Value |
---|---|
March 31, 2022 | 75.52% |
February 28, 2022 | 75.52% |
January 31, 2022 | 75.52% |
December 31, 2021 | 75.52% |
November 30, 2021 | 75.52% |
October 31, 2021 | 75.52% |
September 30, 2021 | 75.52% |
August 31, 2021 | 75.52% |
July 31, 2021 | 75.52% |
June 30, 2021 | 75.52% |
May 31, 2021 | 75.52% |
April 30, 2021 | 75.52% |
March 31, 2021 | 75.52% |
February 28, 2021 | 75.52% |
January 31, 2021 | 75.52% |
December 31, 2020 | 75.52% |
November 30, 2020 | 75.52% |
October 31, 2020 | 75.52% |
September 30, 2020 | 75.52% |
August 31, 2020 | 75.52% |
July 31, 2020 | 75.52% |
June 30, 2020 | 75.52% |
May 31, 2020 | 75.52% |
April 30, 2020 | 75.52% |
March 31, 2020 | 75.52% |
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
75.46%
Minimum
May 2019
75.52%
Maximum
Mar 2020
75.51%
Average
75.52%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.588 |
Beta (5Y) | 0.65 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.91% |
Historical Sharpe Ratio (5Y) | 0.2359 |
Historical Sortino (5Y) | 0.3867 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.54% |