Barry Callebaut AG (BRRLY)
17.35
+0.53
(+3.15%)
USD |
OTCM |
Nov 05, 15:41
Barry Callebaut Max Drawdown (5Y): 51.09% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 51.09% |
| August 31, 2024 | 51.09% |
| July 31, 2024 | 51.09% |
| June 30, 2024 | 51.09% |
| May 31, 2024 | 51.09% |
| April 30, 2024 | 51.09% |
| March 31, 2024 | 51.09% |
| February 29, 2024 | 48.82% |
| January 31, 2024 | 48.09% |
| December 31, 2023 | 48.09% |
| November 30, 2023 | 48.09% |
| October 31, 2023 | 48.09% |
| September 30, 2023 | 41.22% |
| August 31, 2023 | 38.66% |
| July 31, 2023 | 38.66% |
| June 30, 2023 | 38.66% |
| May 31, 2023 | 38.66% |
| April 30, 2023 | 38.66% |
| March 31, 2023 | 38.66% |
| February 28, 2023 | 38.66% |
| January 31, 2023 | 38.66% |
| December 31, 2022 | 38.66% |
| November 30, 2022 | 38.66% |
| October 31, 2022 | 33.45% |
| September 30, 2022 | 30.02% |
| Date | Value |
|---|---|
| August 31, 2022 | 30.02% |
| July 31, 2022 | 30.02% |
| June 30, 2022 | 30.02% |
| May 31, 2022 | 30.02% |
| April 30, 2022 | 30.02% |
| March 31, 2022 | 30.02% |
| February 28, 2022 | 30.02% |
| January 31, 2022 | 14.73% |
| December 31, 2021 | 14.73% |
| November 30, 2021 | 14.73% |
| October 31, 2021 | 14.73% |
| September 30, 2021 | 14.73% |
| August 31, 2021 | 14.73% |
| July 31, 2021 | 14.73% |
| June 30, 2021 | 14.73% |
| May 31, 2021 | 14.73% |
| April 30, 2021 | 14.73% |
| March 31, 2021 | 14.73% |
| February 28, 2021 | 14.73% |
| January 31, 2021 | 14.73% |
| December 31, 2020 | 14.73% |
| November 30, 2020 | 14.73% |
| October 31, 2020 | 14.73% |
| September 30, 2020 | 14.73% |
| August 31, 2020 | 14.73% |
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
2.38%
Minimum
Nov 2019
51.09%
Maximum
Mar 2024
27.31%
Average
30.02%
Median
Feb 2022
Max Drawdown (5Y) Benchmarks
| Coca-Cola HBC AG | 51.91% |
| Nestle SA | 27.53% |
| Aryzta AG | 97.65% |
| Emmi AG | -- |
| Chocoladefabriken Lindt & Spruengli AG | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.312 |
| Beta (5Y) | 0.2683 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.88% |
| Historical Sharpe Ratio (5Y) | 0.0486 |
| Historical Sortino (5Y) | 0.0718 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.69% |