Amrest Holdings SE (ARHOF)
8.517
0.00 (0.00%)
USD |
OTCM |
Nov 15, 16:00
Amrest Holdings Max Drawdown (5Y): 42.85% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 42.85% |
| August 31, 2024 | 42.85% |
| July 31, 2024 | 42.85% |
| June 30, 2024 | 42.85% |
| May 31, 2024 | 42.85% |
| April 30, 2024 | 42.85% |
| March 31, 2024 | 42.85% |
| February 29, 2024 | 42.85% |
| January 31, 2024 | 42.85% |
| December 31, 2023 | 42.85% |
| November 30, 2023 | 42.85% |
| October 31, 2023 | 42.85% |
| September 30, 2023 | 42.85% |
| August 31, 2023 | 42.85% |
| July 31, 2023 | 42.85% |
| June 30, 2023 | 42.85% |
| May 31, 2023 | 42.85% |
| April 30, 2023 | 42.85% |
| March 31, 2023 | 42.85% |
| February 28, 2023 | 42.85% |
| January 31, 2023 | 42.85% |
| December 31, 2022 | 42.85% |
| November 30, 2022 | 42.85% |
| October 31, 2022 | 42.85% |
| September 30, 2022 | 42.85% |
| Date | Value |
|---|---|
| August 31, 2022 | 42.85% |
| July 31, 2022 | 42.85% |
| June 30, 2022 | 42.85% |
| May 31, 2022 | 42.85% |
| April 30, 2022 | 42.85% |
| March 31, 2022 | 42.85% |
| February 28, 2022 | 42.85% |
| January 31, 2022 | 42.85% |
| December 31, 2021 | 42.85% |
| November 30, 2021 | 42.85% |
| October 31, 2021 | 42.85% |
| September 30, 2021 | 42.85% |
| August 31, 2021 | 42.85% |
| July 31, 2021 | 42.85% |
| June 30, 2021 | 42.85% |
| May 31, 2021 | 42.85% |
| April 30, 2021 | 42.85% |
| March 31, 2021 | 42.85% |
| February 28, 2021 | 42.85% |
| January 31, 2021 | 42.85% |
| December 31, 2020 | 42.85% |
| November 30, 2020 | 42.85% |
| October 31, 2020 | 42.85% |
| September 30, 2020 | 42.85% |
| August 31, 2020 | 42.85% |
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
1.36%
Minimum
Nov 2019
42.85%
Maximum
Aug 2020
38.45%
Average
42.85%
Median
Aug 2020
Max Drawdown (5Y) Benchmarks
| Industria De Diseno Textil SA | 48.35% |
| Melia Hotels International SA | 79.22% |
| Neinor Homes SA | -- |
| Gestamp Automocion | -- |
| Vidrala SA | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.653 |
| Beta (5Y) | 0.0101 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.64% |
| Historical Sharpe Ratio (5Y) | -0.1523 |
| Historical Sortino (5Y) | -0.2814 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.12% |