Atlas Copco AB (ATLCY)
16.07
+0.21
(+1.32%)
USD |
OTCM |
May 07, 10:23
Atlas Copco Max Drawdown (5Y): 44.80% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 44.80% |
| March 31, 2024 | 44.80% |
| February 29, 2024 | 44.80% |
| January 31, 2024 | 44.80% |
| December 31, 2023 | 44.80% |
| November 30, 2023 | 44.80% |
| October 31, 2023 | 44.80% |
| September 30, 2023 | 44.80% |
| August 31, 2023 | 44.80% |
| July 31, 2023 | 44.80% |
| June 30, 2023 | 44.80% |
| May 31, 2023 | 44.80% |
| April 30, 2023 | 44.80% |
| March 31, 2023 | 44.80% |
| February 28, 2023 | 44.80% |
| January 31, 2023 | 44.80% |
| December 31, 2022 | 44.80% |
| November 30, 2022 | 44.80% |
| October 31, 2022 | 44.80% |
| September 30, 2022 | 44.80% |
| August 31, 2022 | 44.80% |
| July 31, 2022 | 44.80% |
| June 30, 2022 | 43.15% |
| May 31, 2022 | 42.08% |
| April 30, 2022 | 42.08% |
| Date | Value |
|---|---|
| March 31, 2022 | 42.08% |
| February 28, 2022 | 42.08% |
| January 31, 2022 | 42.08% |
| December 31, 2021 | 42.08% |
| November 30, 2021 | 42.08% |
| October 31, 2021 | 42.08% |
| September 30, 2021 | 42.08% |
| August 31, 2021 | 42.08% |
| July 31, 2021 | 42.08% |
| June 30, 2021 | 42.08% |
| May 31, 2021 | 42.08% |
| April 30, 2021 | 42.08% |
| March 31, 2021 | 42.08% |
| February 28, 2021 | 42.08% |
| January 31, 2021 | 42.08% |
| December 31, 2020 | 42.08% |
| November 30, 2020 | 42.08% |
| October 31, 2020 | 42.08% |
| September 30, 2020 | 42.08% |
| August 31, 2020 | 42.08% |
| July 31, 2020 | 42.08% |
| June 30, 2020 | 42.08% |
| May 31, 2020 | 42.08% |
| April 30, 2020 | 42.08% |
| March 31, 2020 | 42.08% |
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
42.08%
Minimum
May 2019
44.80%
Maximum
Jul 2022
43.10%
Average
42.08%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Securitas AB | 60.86% |
| Husqvarna AB | 66.09% |
| Sandvik AB | 51.19% |
| Assa Abloy AB | 45.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.532 |
| Beta (5Y) | 1.264 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.20% |
| Historical Sharpe Ratio (5Y) | 0.5005 |
| Historical Sortino (5Y) | 0.8871 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.11% |