Barry Callebaut AG (BRRLY)
15.10
+0.06
(+0.43%)
USD |
OTCM |
Nov 21, 15:45
Barry Callebaut Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
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) | -8.005 |
| Beta (5Y) | 0.2565 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.98% |
| Historical Sharpe Ratio (5Y) | -0.1678 |
| Historical Sortino (5Y) | -0.2484 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.69% |