Alfa Laval AB (ALFVY)
43.06
-0.02
(-0.04%)
USD |
OTCM |
Nov 22, 16:00
Alfa Laval Max Drawdown (5Y): 47.52% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 47.52% |
| September 30, 2024 | 47.52% |
| August 31, 2024 | 47.52% |
| July 31, 2024 | 47.52% |
| June 30, 2024 | 47.52% |
| May 31, 2024 | 47.52% |
| April 30, 2024 | 47.52% |
| March 31, 2024 | 47.52% |
| February 29, 2024 | 47.52% |
| January 31, 2024 | 47.52% |
| December 31, 2023 | 47.52% |
| November 30, 2023 | 47.52% |
| October 31, 2023 | 47.52% |
| September 30, 2023 | 47.52% |
| August 31, 2023 | 47.52% |
| July 31, 2023 | 47.52% |
| June 30, 2023 | 47.52% |
| May 31, 2023 | 47.52% |
| April 30, 2023 | 47.52% |
| March 31, 2023 | 47.52% |
| February 28, 2023 | 47.52% |
| January 31, 2023 | 47.52% |
| December 31, 2022 | 47.52% |
| November 30, 2022 | 47.52% |
| October 31, 2022 | 47.52% |
| Date | Value |
|---|---|
| September 30, 2022 | 47.52% |
| August 31, 2022 | 47.52% |
| July 31, 2022 | 47.52% |
| June 30, 2022 | 47.52% |
| May 31, 2022 | 47.52% |
| April 30, 2022 | 47.52% |
| March 31, 2022 | 47.52% |
| February 28, 2022 | 47.52% |
| January 31, 2022 | 47.52% |
| December 31, 2021 | 47.52% |
| November 30, 2021 | 47.52% |
| October 31, 2021 | 47.52% |
| September 30, 2021 | 47.52% |
| August 31, 2021 | 47.52% |
| July 31, 2021 | 47.52% |
| June 30, 2021 | 47.52% |
| May 31, 2021 | 47.52% |
| April 30, 2021 | 47.52% |
| March 31, 2021 | 47.52% |
| February 28, 2021 | 47.52% |
| January 31, 2021 | 47.52% |
| December 31, 2020 | 47.52% |
| November 30, 2020 | 47.52% |
| October 31, 2020 | 47.52% |
| September 30, 2020 | 47.52% |
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
46.33%
Minimum
Nov 2019
47.52%
Maximum
Mar 2020
47.44%
Average
47.52%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Husqvarna AB | 66.09% |
| 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) | -5.291 |
| Beta (5Y) | 1.432 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.82% |
| Historical Sharpe Ratio (5Y) | 0.3788 |
| Historical Sortino (5Y) | 0.5399 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.22% |