dorma+kaba Holding AG (DRRKF)
388.56
0.00 (0.00%)
USD |
OTCM |
May 06, 16:00
dorma+kaba Max Drawdown (5Y): 51.68% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 51.68% |
March 31, 2024 | 51.68% |
February 29, 2024 | 51.68% |
January 31, 2024 | 51.68% |
December 31, 2023 | 51.68% |
November 30, 2023 | 51.68% |
October 31, 2023 | 51.68% |
September 30, 2023 | 51.68% |
August 31, 2023 | 51.68% |
July 31, 2023 | 51.68% |
June 30, 2023 | 51.68% |
May 31, 2023 | 51.68% |
April 30, 2023 | 51.68% |
March 31, 2023 | 51.68% |
February 28, 2023 | 51.68% |
January 31, 2023 | 51.68% |
December 31, 2022 | 51.68% |
November 30, 2022 | 51.68% |
October 31, 2022 | 51.68% |
September 30, 2022 | 51.68% |
August 31, 2022 | 51.68% |
July 31, 2022 | 51.68% |
June 30, 2022 | 51.68% |
May 31, 2022 | 51.68% |
April 30, 2022 | 51.68% |
Date | Value |
---|---|
March 31, 2022 | 51.68% |
February 28, 2022 | 51.68% |
January 31, 2022 | 51.68% |
December 31, 2021 | 51.68% |
November 30, 2021 | 51.68% |
October 31, 2021 | 51.68% |
September 30, 2021 | 51.68% |
August 31, 2021 | 51.68% |
July 31, 2021 | 51.68% |
June 30, 2021 | 51.68% |
May 31, 2021 | 51.68% |
April 30, 2021 | 51.68% |
March 31, 2021 | 51.68% |
February 28, 2021 | 51.68% |
January 31, 2021 | 51.68% |
December 31, 2020 | 51.68% |
November 30, 2020 | 51.68% |
October 31, 2020 | 51.68% |
September 30, 2020 | 51.68% |
August 31, 2020 | 51.68% |
July 31, 2020 | 51.68% |
June 30, 2020 | 51.68% |
May 31, 2020 | 51.68% |
April 30, 2020 | 51.68% |
March 31, 2020 | 51.32% |
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
36.57%
Minimum
May 2019
51.68%
Maximum
Apr 2020
49.15%
Average
51.68%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
ABB Ltd | 44.04% |
Schindler Holding AG | 53.26% |
SGS AG | 36.89% |
Kuehne + Nagel International AG | 47.20% |
Geberit AG | 50.67% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -21.14 |
Beta (5Y) | 0.7435 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.99% |
Historical Sharpe Ratio (5Y) | -0.4946 |
Historical Sortino (5Y) | -0.5368 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.48% |