Axfood AB (AXFOF)
24.27
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Axfood Max Drawdown (5Y): 26.67% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 26.67% |
| March 31, 2024 | 26.67% |
| February 29, 2024 | 26.67% |
| January 31, 2024 | 26.67% |
| December 31, 2023 | 26.67% |
| November 30, 2023 | 26.67% |
| October 31, 2023 | 26.67% |
| September 30, 2023 | 26.67% |
| August 31, 2023 | 26.67% |
| July 31, 2023 | 26.67% |
| June 30, 2023 | 26.67% |
| May 31, 2023 | 26.67% |
| April 30, 2023 | 26.67% |
| March 31, 2023 | 26.67% |
| February 28, 2023 | 26.67% |
| January 31, 2023 | 26.67% |
| December 31, 2022 | 26.67% |
| November 30, 2022 | 26.67% |
| October 31, 2022 | 26.67% |
| September 30, 2022 | 26.67% |
| August 31, 2022 | 20.96% |
| July 31, 2022 | 20.96% |
| June 30, 2022 | 20.96% |
| May 31, 2022 | 20.96% |
| April 30, 2022 | 20.96% |
| Date | Value |
|---|---|
| March 31, 2022 | 20.96% |
| February 28, 2022 | 20.96% |
| January 31, 2022 | 20.96% |
| December 31, 2021 | 20.96% |
| November 30, 2021 | 20.96% |
| October 31, 2021 | 20.96% |
| September 30, 2021 | 23.77% |
| August 31, 2021 | 23.77% |
| July 31, 2021 | 23.77% |
| June 30, 2021 | 23.77% |
| May 31, 2021 | 23.77% |
| April 30, 2021 | 23.77% |
| March 31, 2021 | 23.77% |
| February 28, 2021 | 23.77% |
| January 31, 2021 | 23.77% |
| December 31, 2020 | 23.77% |
| November 30, 2020 | 23.77% |
| October 31, 2020 | 23.77% |
| September 30, 2020 | 23.77% |
| August 31, 2020 | 23.77% |
| July 31, 2020 | 23.77% |
| June 30, 2020 | 23.77% |
| May 31, 2020 | 23.77% |
| April 30, 2020 | 23.77% |
| March 31, 2020 | 23.77% |
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
20.96%
Minimum
Oct 2021
26.67%
Maximum
Sep 2022
24.22%
Average
23.77%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Duni AB | 2.00% |
| Cloetta AB | 70.18% |
| Oatly Group AB | -- |
| AAK AB | -- |
| Essity AB | 47.96% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.629 |
| Beta (5Y) | 0.373 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.76% |
| Historical Sharpe Ratio (5Y) | 0.2982 |
| Historical Sortino (5Y) | 0.4391 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.43% |