Atlas Copco AB (ATLKY)
17.81
+0.14
(+0.79%)
USD |
OTCM |
Mar 17, 16:00
Atlas Copco Max Drawdown (5Y): 47.97% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
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270.00
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240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Husqvarna AB | 66.54% |
| Sandvik AB | 51.19% |
| Assa Abloy AB | 45.66% |
| SKF AB | 56.38% |
| Precise Biometrics AB | 90.41% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.800 |
| Beta (5Y) | 1.219 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.57% |
| Historical Sharpe Ratio (5Y) | 0.432 |
| Historical Sortino (5Y) | 0.7767 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.35% |