Belimo Holding AG (BLHWF)
447.11
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Belimo Max Drawdown (5Y): 45.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 45.00% |
March 31, 2024 | 45.00% |
February 29, 2024 | 45.00% |
January 31, 2024 | 45.00% |
December 31, 2023 | 45.00% |
November 30, 2023 | 45.00% |
October 31, 2023 | 45.00% |
September 30, 2023 | 45.00% |
August 31, 2023 | 45.00% |
July 31, 2023 | 45.00% |
June 30, 2023 | 45.00% |
May 31, 2023 | 45.00% |
April 30, 2023 | 45.00% |
March 31, 2023 | 45.00% |
February 28, 2023 | 45.00% |
January 31, 2023 | 45.00% |
December 31, 2022 | 45.00% |
November 30, 2022 | 45.00% |
October 31, 2022 | 45.00% |
September 30, 2022 | 45.00% |
August 31, 2022 | 45.00% |
July 31, 2022 | 43.08% |
June 30, 2022 | 43.08% |
May 31, 2022 | 16.62% |
April 30, 2022 | 16.62% |
Date | Value |
---|---|
March 31, 2022 | 16.62% |
February 28, 2022 | 16.62% |
January 31, 2022 | 16.62% |
December 31, 2021 | 16.62% |
November 30, 2021 | 15.90% |
October 31, 2021 | 15.90% |
September 30, 2021 | 15.90% |
August 31, 2021 | 15.90% |
July 31, 2021 | 15.90% |
June 30, 2021 | 15.90% |
May 31, 2021 | 15.90% |
April 30, 2021 | 15.90% |
March 31, 2021 | 15.90% |
February 28, 2021 | 15.90% |
January 31, 2021 | 15.90% |
December 31, 2020 | 15.90% |
November 30, 2020 | 15.90% |
October 31, 2020 | 15.90% |
September 30, 2020 | 15.90% |
August 31, 2020 | 15.90% |
July 31, 2020 | 15.90% |
June 30, 2020 | 15.90% |
May 31, 2020 | 15.90% |
April 30, 2020 | 15.90% |
March 31, 2020 | 15.90% |
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
9.40%
Minimum
May 2019
45.00%
Maximum
Aug 2022
26.74%
Average
15.90%
Median
Aug 2019
Max Drawdown (5Y) Benchmarks
ABB Ltd | 44.04% |
Schindler Holding AG | 53.26% |
SGS AG | 36.89% |
Kuehne + Nagel International AG | 47.20% |
Geberit AG | 50.67% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 8.361 |
Beta (5Y) | 0.1978 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.98% |
Historical Sharpe Ratio (5Y) | 0.2857 |
Historical Sortino (5Y) | 0.4994 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.51% |