Hugo Boss AG (BOSSY)
10.92
-0.28
(-2.50%)
USD |
OTCM |
Apr 30, 11:21
Hugo Boss Max Drawdown (5Y): 80.09% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 80.09% |
February 29, 2024 | 80.09% |
January 31, 2024 | 80.09% |
December 31, 2023 | 80.09% |
November 30, 2023 | 80.09% |
October 31, 2023 | 80.09% |
September 30, 2023 | 80.09% |
August 31, 2023 | 80.09% |
July 31, 2023 | 80.09% |
June 30, 2023 | 80.09% |
May 31, 2023 | 80.09% |
April 30, 2023 | 80.09% |
March 31, 2023 | 80.09% |
February 28, 2023 | 80.09% |
January 31, 2023 | 80.09% |
December 31, 2022 | 80.09% |
November 30, 2022 | 80.09% |
October 31, 2022 | 80.09% |
September 30, 2022 | 80.09% |
August 31, 2022 | 80.09% |
July 31, 2022 | 80.09% |
June 30, 2022 | 80.09% |
May 31, 2022 | 80.09% |
April 30, 2022 | 80.09% |
March 31, 2022 | 80.09% |
Date | Value |
---|---|
February 28, 2022 | 80.09% |
January 31, 2022 | 80.09% |
December 31, 2021 | 80.09% |
November 30, 2021 | 80.09% |
October 31, 2021 | 80.09% |
September 30, 2021 | 80.09% |
August 31, 2021 | 80.09% |
July 31, 2021 | 80.09% |
June 30, 2021 | 80.09% |
May 31, 2021 | 80.09% |
April 30, 2021 | 80.09% |
March 31, 2021 | 80.09% |
February 28, 2021 | 80.09% |
January 31, 2021 | 80.09% |
December 31, 2020 | 80.09% |
November 30, 2020 | 80.09% |
October 31, 2020 | 80.09% |
September 30, 2020 | 80.09% |
August 31, 2020 | 80.09% |
July 31, 2020 | 80.09% |
June 30, 2020 | 80.09% |
May 31, 2020 | 80.09% |
April 30, 2020 | 80.09% |
March 31, 2020 | 80.09% |
February 29, 2020 | 63.11% |
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
63.11%
Minimum
Apr 2019
80.09%
Maximum
Mar 2020
76.98%
Average
80.09%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
CBD Of Denver Inc | 99.38% |
Volkswagen AG | 66.84% |
Jumia Technologies AG | 96.50% |
MYT Netherlands Parent BV | -- |
Next e GO NV | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -20.06 |
Beta (5Y) | 1.266 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.78% |
Historical Sharpe Ratio (5Y) | -0.0826 |
Historical Sortino (5Y) | -0.1095 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.75% |