Corbion NV (CSNVF)
21.94
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Corbion Max Drawdown (5Y): 71.49% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 71.49% |
| March 31, 2024 | 71.49% |
| February 29, 2024 | 71.49% |
| January 31, 2024 | 71.49% |
| December 31, 2023 | 71.49% |
| November 30, 2023 | 71.49% |
| October 31, 2023 | 71.49% |
| September 30, 2023 | 65.82% |
| August 31, 2023 | 61.95% |
| July 31, 2023 | 61.54% |
| June 30, 2023 | 61.54% |
| May 31, 2023 | 60.06% |
| April 30, 2023 | 60.06% |
| March 31, 2023 | 60.06% |
| February 28, 2023 | 60.06% |
| January 31, 2023 | 60.06% |
| December 31, 2022 | 60.06% |
| November 30, 2022 | 60.06% |
| October 31, 2022 | 60.06% |
| September 30, 2022 | 60.06% |
| August 31, 2022 | 52.57% |
| July 31, 2022 | 49.26% |
| June 30, 2022 | 49.26% |
| May 31, 2022 | 49.26% |
| April 30, 2022 | 49.26% |
| Date | Value |
|---|---|
| March 31, 2022 | 49.26% |
| February 28, 2022 | 39.61% |
| January 31, 2022 | 28.86% |
| December 31, 2021 | 28.86% |
| November 30, 2021 | 25.28% |
| October 31, 2021 | 25.28% |
| September 30, 2021 | 25.28% |
| August 31, 2021 | 25.28% |
| July 31, 2021 | 25.28% |
| June 30, 2021 | 25.28% |
| May 31, 2021 | 25.28% |
| April 30, 2021 | 25.28% |
| March 31, 2021 | 25.28% |
| February 28, 2021 | 25.28% |
| January 31, 2021 | 25.28% |
| December 31, 2020 | 25.28% |
| November 30, 2020 | 25.28% |
| October 31, 2020 | 25.28% |
| September 30, 2020 | 25.28% |
| August 31, 2020 | 25.28% |
| July 31, 2020 | 25.28% |
| June 30, 2020 | 25.28% |
| May 31, 2020 | 25.28% |
| April 30, 2020 | 25.28% |
| March 31, 2020 | 25.28% |
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
18.87%
Minimum
May 2019
71.49%
Maximum
Oct 2023
40.13%
Average
25.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Koninklijke DSM NV | 94.52% |
| Akzo Nobel NV | 57.67% |
| Avantium NV | -- |
| IMCD NV | 48.96% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.90 |
| Beta (5Y) | 0.4251 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.26% |
| Historical Sharpe Ratio (5Y) | -0.2222 |
| Historical Sortino (5Y) | -0.2947 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.85% |