A P Moller Maersk AS (AMKBY)
8.38
+0.04
(+0.48%)
USD |
OTCM |
Nov 05, 15:59
A P Moller Maersk Max Drawdown (5Y): 66.18% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 66.18% |
| September 30, 2024 | 66.18% |
| August 31, 2024 | 66.18% |
| July 31, 2024 | 66.18% |
| June 30, 2024 | 66.18% |
| May 31, 2024 | 66.18% |
| April 30, 2024 | 66.18% |
| March 31, 2024 | 66.18% |
| February 29, 2024 | 66.18% |
| January 31, 2024 | 66.18% |
| December 31, 2023 | 66.18% |
| November 30, 2023 | 66.18% |
| October 31, 2023 | 66.18% |
| September 30, 2023 | 66.18% |
| August 31, 2023 | 66.18% |
| July 31, 2023 | 66.18% |
| June 30, 2023 | 66.18% |
| May 31, 2023 | 66.18% |
| April 30, 2023 | 66.18% |
| March 31, 2023 | 66.18% |
| February 28, 2023 | 66.18% |
| January 31, 2023 | 66.18% |
| December 31, 2022 | 66.18% |
| November 30, 2022 | 66.18% |
| October 31, 2022 | 66.18% |
| Date | Value |
|---|---|
| September 30, 2022 | 66.18% |
| August 31, 2022 | 66.18% |
| July 31, 2022 | 66.18% |
| June 30, 2022 | 66.18% |
| May 31, 2022 | 66.18% |
| April 30, 2022 | 66.18% |
| March 31, 2022 | 66.18% |
| February 28, 2022 | 66.18% |
| January 31, 2022 | 66.18% |
| December 31, 2021 | 66.18% |
| November 30, 2021 | 66.18% |
| October 31, 2021 | 66.18% |
| September 30, 2021 | 66.18% |
| August 31, 2021 | 66.18% |
| July 31, 2021 | 66.18% |
| June 30, 2021 | 66.18% |
| May 31, 2021 | 66.18% |
| April 30, 2021 | 66.18% |
| March 31, 2021 | 66.18% |
| February 28, 2021 | 66.18% |
| January 31, 2021 | 66.18% |
| December 31, 2020 | 66.18% |
| November 30, 2020 | 66.18% |
| October 31, 2020 | 66.18% |
| September 30, 2020 | 66.18% |
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
64.48%
Minimum
Nov 2019
66.18%
Maximum
Mar 2020
66.07%
Average
66.18%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| ZIM Integrated Shipping Services Ltd | -- |
| 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) | -1.056 |
| Beta (5Y) | 1.194 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.85% |
| Historical Sharpe Ratio (5Y) | 0.343 |
| Historical Sortino (5Y) | 0.5498 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.57% |