Agfa-Gevaert NV (AFGVY)
2.60
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Agfa-Gevaert Max Drawdown (5Y): 79.54% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 79.54% |
| March 31, 2024 | 79.54% |
| February 29, 2024 | 73.97% |
| January 31, 2024 | 70.26% |
| December 31, 2023 | 70.26% |
| November 30, 2023 | 45.73% |
| October 31, 2023 | 45.73% |
| September 30, 2023 | 45.73% |
| August 31, 2023 | 45.73% |
| July 31, 2023 | 45.73% |
| June 30, 2023 | 44.76% |
| May 31, 2023 | 44.76% |
| April 30, 2023 | 44.76% |
| March 31, 2023 | 44.76% |
| February 28, 2023 | 44.76% |
| January 31, 2023 | 44.76% |
| December 31, 2022 | 44.76% |
| November 30, 2022 | 44.76% |
| October 31, 2022 | 41.19% |
| September 30, 2022 | 41.19% |
| August 31, 2022 | 41.19% |
| July 31, 2022 | 41.19% |
| June 30, 2022 | 41.19% |
| May 31, 2022 | 41.19% |
| April 30, 2022 | 41.19% |
| Date | Value |
|---|---|
| March 31, 2022 | 41.19% |
| February 28, 2022 | 41.19% |
| January 31, 2022 | 41.19% |
| December 31, 2021 | 41.19% |
| November 30, 2021 | 41.19% |
| October 31, 2021 | 41.19% |
| September 30, 2021 | 41.19% |
| August 31, 2021 | 41.19% |
| July 31, 2021 | 43.14% |
| June 30, 2021 | 48.28% |
| May 31, 2021 | 48.28% |
| April 30, 2021 | 48.28% |
| March 31, 2021 | 48.28% |
| February 28, 2021 | 48.28% |
| January 31, 2021 | 48.28% |
| December 31, 2020 | 48.28% |
| November 30, 2020 | 48.28% |
| October 31, 2020 | 48.28% |
| September 30, 2020 | 48.28% |
| August 31, 2020 | 48.28% |
| July 31, 2020 | 48.28% |
| June 30, 2020 | 48.28% |
| May 31, 2020 | 48.28% |
| April 30, 2020 | 48.28% |
| March 31, 2020 | 48.28% |
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
41.19%
Minimum
Aug 2021
79.54%
Maximum
Mar 2024
47.94%
Average
48.28%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Umicore SA | 69.16% |
| Bpost SA de Droit Public | 82.22% |
| Ackermans & Van Haaren NV | 32.44% |
| NV Bekaert SA | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.90 |
| Beta (5Y) | 0.2946 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.47% |
| Historical Sharpe Ratio (5Y) | -0.5814 |
| Historical Sortino (5Y) | -0.6664 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.69% |