Aryzta AG (ARZTY)
0.90
0.00 (0.00%)
USD |
OTCM |
Nov 04, 16:00
Aryzta Max Drawdown (5Y): 97.65% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 97.65% |
| August 31, 2024 | 97.65% |
| July 31, 2024 | 97.65% |
| June 30, 2024 | 97.65% |
| May 31, 2024 | 97.65% |
| April 30, 2024 | 97.65% |
| March 31, 2024 | 97.65% |
| February 29, 2024 | 97.65% |
| January 31, 2024 | 97.65% |
| December 31, 2023 | 97.65% |
| November 30, 2023 | 97.65% |
| October 31, 2023 | 97.65% |
| September 30, 2023 | 97.65% |
| August 31, 2023 | 97.65% |
| July 31, 2023 | 97.65% |
| June 30, 2023 | 97.65% |
| May 31, 2023 | 97.65% |
| April 30, 2023 | 97.65% |
| March 31, 2023 | 97.65% |
| February 28, 2023 | 97.65% |
| January 31, 2023 | 97.65% |
| December 31, 2022 | 97.65% |
| November 30, 2022 | 97.65% |
| October 31, 2022 | 97.65% |
| September 30, 2022 | 97.65% |
| Date | Value |
|---|---|
| August 31, 2022 | 97.65% |
| July 31, 2022 | 97.65% |
| June 30, 2022 | 97.65% |
| May 31, 2022 | 97.65% |
| April 30, 2022 | 97.65% |
| March 31, 2022 | 97.65% |
| February 28, 2022 | 97.65% |
| January 31, 2022 | 97.65% |
| December 31, 2021 | 97.65% |
| November 30, 2021 | 97.65% |
| October 31, 2021 | 97.65% |
| September 30, 2021 | 97.65% |
| August 31, 2021 | 97.65% |
| July 31, 2021 | 97.65% |
| June 30, 2021 | 97.65% |
| May 31, 2021 | 97.65% |
| April 30, 2021 | 97.65% |
| March 31, 2021 | 97.65% |
| February 28, 2021 | 97.65% |
| January 31, 2021 | 97.65% |
| December 31, 2020 | 97.65% |
| November 30, 2020 | 97.65% |
| October 31, 2020 | 97.65% |
| September 30, 2020 | 97.65% |
| August 31, 2020 | 97.65% |
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
96.75%
Minimum
Nov 2019
97.65%
Maximum
Apr 2020
97.58%
Average
97.65%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Coca-Cola HBC AG | 51.91% |
| Nestle SA | 27.53% |
| Emmi AG | -- |
| Chocoladefabriken Lindt & Spruengli AG | -- |
| Barry Callebaut AG | 51.09% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.099 |
| Beta (5Y) | 1.231 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.64% |
| Historical Sharpe Ratio (5Y) | 0.2816 |
| Historical Sortino (5Y) | 0.434 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.01% |