Clariant AG (CLZNY)
12.45
0.00 (0.00%)
USD |
OTCM |
Nov 21, 16:00
Clariant Max Drawdown (5Y): 47.07% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 47.07% |
| September 30, 2024 | 47.07% |
| August 31, 2024 | 47.07% |
| July 31, 2024 | 47.07% |
| June 30, 2024 | 47.07% |
| May 31, 2024 | 47.07% |
| April 30, 2024 | 47.07% |
| March 31, 2024 | 47.07% |
| February 29, 2024 | 47.07% |
| January 31, 2024 | 46.73% |
| December 31, 2023 | 46.18% |
| November 30, 2023 | 46.18% |
| October 31, 2023 | 46.18% |
| September 30, 2023 | 46.18% |
| August 31, 2023 | 46.18% |
| July 31, 2023 | 46.18% |
| June 30, 2023 | 46.18% |
| May 31, 2023 | 46.18% |
| April 30, 2023 | 46.18% |
| March 31, 2023 | 46.18% |
| February 28, 2023 | 46.18% |
| January 31, 2023 | 46.18% |
| December 31, 2022 | 46.18% |
| November 30, 2022 | 46.18% |
| October 31, 2022 | 46.18% |
| Date | Value |
|---|---|
| September 30, 2022 | 46.18% |
| August 31, 2022 | 46.18% |
| July 31, 2022 | 46.18% |
| June 30, 2022 | 46.18% |
| May 31, 2022 | 46.18% |
| April 30, 2022 | 46.18% |
| March 31, 2022 | 46.18% |
| February 28, 2022 | 46.18% |
| January 31, 2022 | 46.18% |
| December 31, 2021 | 46.18% |
| November 30, 2021 | 46.18% |
| October 31, 2021 | 46.18% |
| September 30, 2021 | 46.18% |
| August 31, 2021 | 46.18% |
| July 31, 2021 | 46.18% |
| June 30, 2021 | 46.18% |
| May 31, 2021 | 46.18% |
| April 30, 2021 | 46.18% |
| March 31, 2021 | 46.18% |
| February 28, 2021 | 46.18% |
| January 31, 2021 | 46.18% |
| December 31, 2020 | 46.18% |
| November 30, 2020 | 46.18% |
| October 31, 2020 | 46.18% |
| September 30, 2020 | 46.18% |
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
40.09%
Minimum
Nov 2019
47.07%
Maximum
Feb 2024
45.92%
Average
46.18%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Givaudan SA | 46.22% |
| Holcim Ltd | 56.10% |
| Sika AG | 52.70% |
| Ems-Chemie Holding AG | 38.16% |
| Bachem Holding AG | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.45 |
| Beta (5Y) | 0.9648 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.03% |
| Historical Sharpe Ratio (5Y) | -0.1332 |
| Historical Sortino (5Y) | -0.1847 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.49% |