A P Moller Maersk AS (AMKAF)
1600.17
+0.01
(+0.00%)
USD |
OTCM |
Nov 22, 16:00
A P Moller Maersk Max Drawdown (5Y): 66.32% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 66.32% |
September 30, 2024 | 66.32% |
August 31, 2024 | 66.32% |
July 31, 2024 | 66.32% |
June 30, 2024 | 66.32% |
May 31, 2024 | 66.32% |
April 30, 2024 | 66.32% |
March 31, 2024 | 66.32% |
February 29, 2024 | 66.32% |
January 31, 2024 | 66.32% |
December 31, 2023 | 66.32% |
November 30, 2023 | 66.32% |
October 31, 2023 | 66.32% |
September 30, 2023 | 66.32% |
August 31, 2023 | 66.32% |
July 31, 2023 | 66.32% |
June 30, 2023 | 66.32% |
May 31, 2023 | 66.32% |
April 30, 2023 | 66.32% |
March 31, 2023 | 66.32% |
February 28, 2023 | 66.32% |
January 31, 2023 | 66.32% |
December 31, 2022 | 66.32% |
November 30, 2022 | 66.32% |
October 31, 2022 | 66.32% |
Date | Value |
---|---|
September 30, 2022 | 66.32% |
August 31, 2022 | 66.32% |
July 31, 2022 | 66.32% |
June 30, 2022 | 66.32% |
May 31, 2022 | 66.32% |
April 30, 2022 | 66.32% |
March 31, 2022 | 66.32% |
February 28, 2022 | 66.32% |
January 31, 2022 | 66.32% |
December 31, 2021 | 66.32% |
November 30, 2021 | 66.32% |
October 31, 2021 | 66.32% |
September 30, 2021 | 66.32% |
August 31, 2021 | 66.32% |
July 31, 2021 | 66.32% |
June 30, 2021 | 66.32% |
May 31, 2021 | 66.32% |
April 30, 2021 | 66.32% |
March 31, 2021 | 66.32% |
February 28, 2021 | 66.32% |
January 31, 2021 | 66.32% |
December 31, 2020 | 66.32% |
November 30, 2020 | 66.32% |
October 31, 2020 | 66.32% |
September 30, 2020 | 66.32% |
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
54.08%
Minimum
Nov 2019
66.32%
Maximum
Mar 2020
65.51%
Average
66.32%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
LiqTech International Inc | 98.18% |
Vestas Wind Systems AS | 66.34% |
FLSmidth & Co AS | 68.22% |
Cadeler AS | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.476 |
Beta (5Y) | 1.172 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.47% |
Historical Sharpe Ratio (5Y) | 0.2981 |
Historical Sortino (5Y) | 0.4495 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.04% |