Assa Abloy AB (ASAZY)

15.56 +0.06 (+0.39%) USD  |  OTCM  |  Dec 16, 16:03
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Assa Abloy Max Drawdown (5Y): 45.66% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Husqvarna AB 66.09%
Atlas Copco AB 47.97%
Sandvik AB 51.19%
SKF AB 56.38%
Precise Biometrics AB 90.41%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -9.901
Beta (5Y) 1.107
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 28.15%
Historical Sharpe Ratio (5Y) 0.1735
Historical Sortino (5Y) 0.2488
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.37%