Castellum AB (CWQXF)
12.08
0.00 (0.00%)
USD |
OTCM |
Jun 24, 16:00
Castellum Max Drawdown (5Y): 69.28% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 69.28% |
| April 30, 2024 | 69.28% |
| March 31, 2024 | 69.28% |
| February 29, 2024 | 69.28% |
| January 31, 2024 | 69.28% |
| December 31, 2023 | 69.28% |
| November 30, 2023 | 69.28% |
| October 31, 2023 | 69.28% |
| September 30, 2023 | 69.28% |
| August 31, 2023 | 69.28% |
| July 31, 2023 | 69.28% |
| June 30, 2023 | 69.28% |
| May 31, 2023 | 69.28% |
| April 30, 2023 | 63.95% |
| March 31, 2023 | 63.95% |
| February 28, 2023 | 63.95% |
| January 31, 2023 | 63.95% |
| December 31, 2022 | 63.95% |
| November 30, 2022 | 63.95% |
| October 31, 2022 | 63.95% |
| September 30, 2022 | 59.59% |
| August 31, 2022 | 52.24% |
| July 31, 2022 | 52.24% |
| June 30, 2022 | 52.24% |
| May 31, 2022 | 37.78% |
| Date | Value |
|---|---|
| April 30, 2022 | 31.65% |
| March 31, 2022 | 21.36% |
| February 28, 2022 | 21.36% |
| January 31, 2022 | 21.36% |
| December 31, 2021 | 20.27% |
| November 30, 2021 | 20.27% |
| October 31, 2021 | 20.27% |
| September 30, 2021 | 20.27% |
| August 31, 2021 | 12.59% |
| July 31, 2021 | 12.59% |
| June 30, 2021 | 12.59% |
| May 31, 2021 | 12.59% |
| April 30, 2021 | 12.59% |
| March 31, 2021 | 12.59% |
| February 28, 2021 | 12.59% |
| January 31, 2021 | 12.59% |
| December 31, 2020 | 12.59% |
| November 30, 2020 | 12.59% |
| October 31, 2020 | 12.59% |
| September 30, 2020 | 15.88% |
| August 31, 2020 | 15.88% |
| July 31, 2020 | 15.88% |
| June 30, 2020 | 15.88% |
| May 31, 2020 | 15.88% |
| April 30, 2020 | 15.88% |
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
12.59%
Minimum
Oct 2020
69.28%
Maximum
May 2023
36.20%
Average
20.27%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| Fabege AB | -- |
| Wihlborgs Fastigheter AB | -- |
| Platzer Fastigheter Holding AB | 4.77% |
| Pandox AB | -- |
| AB Sagax | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.55 |
| Beta (5Y) | 0.5482 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.26% |
| Historical Sharpe Ratio (5Y) | -0.2495 |
| Historical Sortino (5Y) | -0.3656 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.91% |