Assa Abloy AB (ASAZY)
14.52
-0.27
(-1.84%)
USD |
OTCM |
May 16, 16:00
Assa Abloy Max Drawdown (5Y): 45.66% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 45.66% |
| March 31, 2024 | 45.66% |
| February 29, 2024 | 45.66% |
| January 31, 2024 | 45.66% |
| December 31, 2023 | 45.66% |
| November 30, 2023 | 45.66% |
| October 31, 2023 | 45.66% |
| September 30, 2023 | 45.66% |
| August 31, 2023 | 45.66% |
| July 31, 2023 | 45.66% |
| June 30, 2023 | 45.66% |
| May 31, 2023 | 45.66% |
| April 30, 2023 | 45.66% |
| March 31, 2023 | 45.66% |
| February 28, 2023 | 45.66% |
| January 31, 2023 | 45.66% |
| December 31, 2022 | 45.66% |
| November 30, 2022 | 45.66% |
| October 31, 2022 | 45.66% |
| September 30, 2022 | 44.99% |
| August 31, 2022 | 39.24% |
| July 31, 2022 | 39.24% |
| June 30, 2022 | 39.24% |
| May 31, 2022 | 39.24% |
| April 30, 2022 | 39.24% |
| Date | Value |
|---|---|
| March 31, 2022 | 39.24% |
| February 28, 2022 | 39.24% |
| January 31, 2022 | 39.24% |
| December 31, 2021 | 39.24% |
| November 30, 2021 | 39.24% |
| October 31, 2021 | 39.24% |
| September 30, 2021 | 39.24% |
| August 31, 2021 | 39.24% |
| July 31, 2021 | 39.24% |
| June 30, 2021 | 39.24% |
| May 31, 2021 | 39.24% |
| April 30, 2021 | 39.24% |
| March 31, 2021 | 39.24% |
| February 28, 2021 | 39.24% |
| January 31, 2021 | 39.24% |
| December 31, 2020 | 39.24% |
| November 30, 2020 | 39.24% |
| October 31, 2020 | 39.24% |
| September 30, 2020 | 39.24% |
| August 31, 2020 | 39.24% |
| July 31, 2020 | 39.24% |
| June 30, 2020 | 39.24% |
| May 31, 2020 | 39.24% |
| April 30, 2020 | 39.24% |
| March 31, 2020 | 39.24% |
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
25.21%
Minimum
May 2019
45.66%
Maximum
Oct 2022
39.03%
Average
39.24%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Securitas AB | 60.86% |
| Husqvarna AB | 66.09% |
| Atlas Copco AB | 47.97% |
| Sandvik AB | 51.19% |
| SKF AB | 56.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.968 |
| Beta (5Y) | 1.160 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.02% |
| Historical Sharpe Ratio (5Y) | 0.1412 |
| Historical Sortino (5Y) | 0.1973 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.37% |