Billerud AB (BLRDF)
8.40
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Billerud Max Drawdown (5Y): 61.02% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 61.02% |
| March 31, 2024 | 61.02% |
| February 29, 2024 | 61.02% |
| January 31, 2024 | 61.02% |
| December 31, 2023 | 61.02% |
| November 30, 2023 | 61.02% |
| October 31, 2023 | 61.02% |
| September 30, 2023 | 61.02% |
| August 31, 2023 | 61.02% |
| July 31, 2023 | 61.02% |
| June 30, 2023 | 61.02% |
| May 31, 2023 | 58.44% |
| April 30, 2023 | 54.50% |
| March 31, 2023 | 52.91% |
| February 28, 2023 | 47.21% |
| January 31, 2023 | 47.21% |
| December 31, 2022 | 47.21% |
| November 30, 2022 | 47.21% |
| October 31, 2022 | 47.21% |
| September 30, 2022 | 47.21% |
| August 31, 2022 | 47.21% |
| July 31, 2022 | 47.21% |
| June 30, 2022 | 42.94% |
| May 31, 2022 | 38.65% |
| April 30, 2022 | 38.65% |
| Date | Value |
|---|---|
| March 31, 2022 | 38.65% |
| February 28, 2022 | 37.88% |
| January 31, 2022 | 37.88% |
| December 31, 2021 | 37.88% |
| November 30, 2021 | 37.88% |
| October 31, 2021 | 37.88% |
| September 30, 2021 | 37.88% |
| August 31, 2021 | 37.88% |
| July 31, 2021 | 37.88% |
| June 30, 2021 | 37.88% |
| May 31, 2021 | 37.88% |
| April 30, 2021 | 37.88% |
| March 31, 2021 | 37.88% |
| February 28, 2021 | 37.88% |
| January 31, 2021 | 37.88% |
| December 31, 2020 | 37.88% |
| November 30, 2020 | 37.88% |
| October 31, 2020 | 37.88% |
| September 30, 2020 | 37.88% |
| August 31, 2020 | 37.88% |
| July 31, 2020 | 37.88% |
| June 30, 2020 | 37.88% |
| May 31, 2020 | 37.88% |
| April 30, 2020 | 37.88% |
| March 31, 2020 | 37.88% |
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
24.92%
Minimum
May 2019
61.02%
Maximum
Jun 2023
43.18%
Average
37.88%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Holmen AB | -- |
| Svenska Cellulosa AB | 44.58% |
| Rottneros AB | 21.05% |
| Hexpol AB | 63.48% |
| Bergs Timber AB | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.91 |
| Beta (5Y) | 0.7987 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.70% |
| Historical Sharpe Ratio (5Y) | -0.1191 |
| Historical Sortino (5Y) | -0.201 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.06% |