Avolta AG (DUFRY)
3.76
+0.03
(+0.80%)
USD |
OTCM |
May 01, 16:00
Avolta Max Drawdown (5Y): 86.99% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 86.99% |
March 31, 2024 | 86.99% |
February 29, 2024 | 86.99% |
January 31, 2024 | 86.99% |
December 31, 2023 | 86.99% |
November 30, 2023 | 86.99% |
October 31, 2023 | 86.99% |
September 30, 2023 | 86.99% |
August 31, 2023 | 86.99% |
July 31, 2023 | 86.99% |
June 30, 2023 | 86.99% |
May 31, 2023 | 86.99% |
April 30, 2023 | 86.99% |
March 31, 2023 | 86.99% |
February 28, 2023 | 86.99% |
January 31, 2023 | 86.99% |
December 31, 2022 | 86.99% |
November 30, 2022 | 86.99% |
October 31, 2022 | 86.99% |
September 30, 2022 | 86.99% |
August 31, 2022 | 86.99% |
July 31, 2022 | 86.99% |
June 30, 2022 | 86.99% |
May 31, 2022 | 86.99% |
April 30, 2022 | 86.99% |
Date | Value |
---|---|
March 31, 2022 | 86.99% |
February 28, 2022 | 86.99% |
January 31, 2022 | 86.99% |
December 31, 2021 | 86.99% |
November 30, 2021 | 86.99% |
October 31, 2021 | 86.99% |
September 30, 2021 | 86.99% |
August 31, 2021 | 86.99% |
July 31, 2021 | 86.99% |
June 30, 2021 | 86.99% |
May 31, 2021 | 86.99% |
April 30, 2021 | 86.99% |
March 31, 2021 | 86.99% |
February 28, 2021 | 86.99% |
January 31, 2021 | 86.99% |
December 31, 2020 | 86.99% |
November 30, 2020 | 86.99% |
October 31, 2020 | 86.99% |
September 30, 2020 | 86.99% |
August 31, 2020 | 86.99% |
July 31, 2020 | 86.99% |
June 30, 2020 | 86.99% |
May 31, 2020 | 86.99% |
April 30, 2020 | 86.99% |
March 31, 2020 | 86.99% |
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
50.63%
Minimum
May 2019
86.99%
Maximum
Mar 2020
81.30%
Average
86.99%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Guess? Inc | 83.88% |
Compagnie Financiere Richemont SA | 46.85% |
The Swatch Group AG | 66.58% |
Garrett Motion Inc | 93.08% |
On Holding AG | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -36.30 |
Beta (5Y) | 1.591 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.76% |
Historical Sharpe Ratio (5Y) | -0.3271 |
Historical Sortino (5Y) | -0.4335 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.16% |