Atlas Copco AB (ATLKY)
16.11
0.00 (0.00%)
USD |
OTCM |
Nov 14, 16:00
Atlas Copco Max Drawdown (5Y): 47.97% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 47.97% |
| September 30, 2024 | 47.97% |
| August 31, 2024 | 47.97% |
| July 31, 2024 | 47.97% |
| June 30, 2024 | 47.97% |
| May 31, 2024 | 47.97% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
43.61%
Average
41.01%
Median
Max Drawdown (5Y) Benchmarks
| SKF AB | 56.38% |
| Husqvarna AB | 66.09% |
| Sandvik AB | 51.19% |
| Assa Abloy AB | 45.66% |
| Precise Biometrics AB | 90.41% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.309 |
| Beta (5Y) | 1.195 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.17% |
| Historical Sharpe Ratio (5Y) | 0.3953 |
| Historical Sortino (5Y) | 0.6771 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.87% |