Aryzta AG (ARZTY)
0.80
0.00 (0.00%)
USD |
OTCM |
Nov 20, 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 | -- |
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% |