Atlas Copco AB (ATLKY)
17.81
+0.01
(+0.06%)
USD |
OTCM |
May 02, 16:00
Atlas Copco Max Drawdown (5Y): 47.97% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 47.97% |
| March 31, 2024 | 47.97% |
| February 29, 2024 | 47.97% |
| January 31, 2024 | 47.97% |
| December 31, 2023 | 47.97% |
| November 30, 2023 | 47.97% |
| October 31, 2023 | 47.97% |
| September 30, 2023 | 47.97% |
| August 31, 2023 | 47.97% |
| July 31, 2023 | 47.97% |
| June 30, 2023 | 47.97% |
| May 31, 2023 | 47.97% |
| April 30, 2023 | 47.97% |
| March 31, 2023 | 47.97% |
| February 28, 2023 | 47.97% |
| January 31, 2023 | 47.97% |
| December 31, 2022 | 47.97% |
| November 30, 2022 | 47.97% |
| October 31, 2022 | 47.97% |
| September 30, 2022 | 47.97% |
| August 31, 2022 | 47.74% |
| July 31, 2022 | 47.74% |
| June 30, 2022 | 46.24% |
| May 31, 2022 | 41.41% |
| April 30, 2022 | 38.72% |
| Date | Value |
|---|---|
| March 31, 2022 | 38.72% |
| February 28, 2022 | 38.72% |
| January 31, 2022 | 38.72% |
| December 31, 2021 | 38.72% |
| November 30, 2021 | 38.72% |
| October 31, 2021 | 38.72% |
| September 30, 2021 | 38.72% |
| August 31, 2021 | 38.72% |
| July 31, 2021 | 38.72% |
| June 30, 2021 | 38.72% |
| May 31, 2021 | 38.72% |
| April 30, 2021 | 38.72% |
| March 31, 2021 | 38.72% |
| February 28, 2021 | 38.72% |
| January 31, 2021 | 38.72% |
| December 31, 2020 | 38.72% |
| November 30, 2020 | 40.62% |
| October 31, 2020 | 40.62% |
| September 30, 2020 | 40.62% |
| August 31, 2020 | 40.62% |
| July 31, 2020 | 40.62% |
| June 30, 2020 | 40.62% |
| May 31, 2020 | 40.62% |
| April 30, 2020 | 40.62% |
| March 31, 2020 | 40.62% |
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
38.72%
Minimum
Dec 2020
47.97%
Maximum
Sep 2022
42.87%
Average
40.62%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Securitas AB | 60.86% |
| Husqvarna AB | 66.09% |
| Sandvik AB | 51.19% |
| Assa Abloy AB | 45.66% |
| SKF AB | 56.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.876 |
| Beta (5Y) | 1.254 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.00% |
| Historical Sharpe Ratio (5Y) | 0.5252 |
| Historical Sortino (5Y) | 0.9243 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.79% |