Alfa Laval AB (ALFVY)
45.12
+0.83
(+1.87%)
USD |
OTCM |
Mar 14, 16:00
Alfa Laval Max Drawdown (5Y): 47.52% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Husqvarna AB | 66.54% |
| Atlas Copco AB | 47.97% |
| Sandvik AB | 51.19% |
| Assa Abloy AB | 45.66% |
| SKF AB | 56.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.014 |
| Beta (5Y) | 1.411 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.34% |
| Historical Sharpe Ratio (5Y) | 0.4204 |
| Historical Sortino (5Y) | 0.7571 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.41% |