AFC Ajax NV (AFCJF)
17.03
0.00 (0.00%)
USD |
OTCM |
Nov 21, 16:00
AFC Ajax Max Drawdown (5Y): 46.33% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 46.33% |
| August 31, 2024 | 46.33% |
| July 31, 2024 | 46.33% |
| June 30, 2024 | 46.33% |
| May 31, 2024 | 46.33% |
| April 30, 2024 | 46.33% |
| March 31, 2024 | 46.33% |
| February 29, 2024 | 46.33% |
| January 31, 2024 | 46.33% |
| December 31, 2023 | 46.33% |
| November 30, 2023 | 46.33% |
| October 31, 2023 | 46.33% |
| September 30, 2023 | 46.33% |
| August 31, 2023 | 46.33% |
| July 31, 2023 | 46.33% |
| June 30, 2023 | 46.33% |
| May 31, 2023 | 46.33% |
| April 30, 2023 | 46.33% |
| March 31, 2023 | 46.33% |
| February 28, 2023 | 46.33% |
| January 31, 2023 | 46.33% |
| December 31, 2022 | 46.33% |
| November 30, 2022 | 46.33% |
| October 31, 2022 | 46.33% |
| September 30, 2022 | 46.33% |
| Date | Value |
|---|---|
| August 31, 2022 | 46.33% |
| July 31, 2022 | 46.33% |
| June 30, 2022 | 46.33% |
| May 31, 2022 | 46.33% |
| April 30, 2022 | 46.33% |
| March 31, 2022 | 46.33% |
| February 28, 2022 | 46.33% |
| January 31, 2022 | 46.33% |
| December 31, 2021 | 46.33% |
| November 30, 2021 | 46.33% |
| October 31, 2021 | 46.33% |
| September 30, 2021 | 46.33% |
| August 31, 2021 | 46.33% |
| July 31, 2021 | 46.33% |
| June 30, 2021 | 46.33% |
| May 31, 2021 | 46.33% |
| April 30, 2021 | 46.33% |
| March 31, 2021 | 46.33% |
| February 28, 2021 | 46.33% |
| January 31, 2021 | 46.33% |
| December 31, 2020 | 46.33% |
| November 30, 2020 | 46.33% |
| October 31, 2020 | 46.33% |
| September 30, 2020 | 46.33% |
| August 31, 2020 | 46.33% |
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
28.84%
Minimum
Nov 2019
46.33%
Maximum
Mar 2020
45.14%
Average
46.33%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| VEON Ltd | 92.06% |
| Nebius Group NV | 80.16% |
| Koninklijke KPN NV | 44.65% |
| Prosus NV | -- |
| Universal Music Group NV | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.673 |
| Beta (5Y) | 0.2830 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.02% |
| Historical Sharpe Ratio (5Y) | -0.2824 |
| Historical Sortino (5Y) | -0.3203 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.65% |