Electrolux AB (ELUXY)
19.31
+0.31
(+1.63%)
USD |
OTCM |
Jun 03, 15:12
Electrolux Max Drawdown (5Y): 68.09% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 68.09% |
April 30, 2024 | 68.09% |
March 31, 2024 | 68.09% |
February 29, 2024 | 68.09% |
January 31, 2024 | 68.09% |
December 31, 2023 | 68.09% |
November 30, 2023 | 68.09% |
October 31, 2023 | 68.09% |
September 30, 2023 | 67.49% |
August 31, 2023 | 67.49% |
July 31, 2023 | 67.49% |
June 30, 2023 | 67.49% |
May 31, 2023 | 67.49% |
April 30, 2023 | 67.49% |
March 31, 2023 | 67.49% |
February 28, 2023 | 67.49% |
January 31, 2023 | 67.49% |
December 31, 2022 | 67.49% |
November 30, 2022 | 67.49% |
October 31, 2022 | 67.49% |
September 30, 2022 | 67.49% |
August 31, 2022 | 67.49% |
July 31, 2022 | 67.49% |
June 30, 2022 | 67.49% |
May 31, 2022 | 67.49% |
Date | Value |
---|---|
April 30, 2022 | 67.49% |
March 31, 2022 | 67.49% |
February 28, 2022 | 67.49% |
January 31, 2022 | 67.49% |
December 31, 2021 | 67.49% |
November 30, 2021 | 67.49% |
October 31, 2021 | 67.49% |
September 30, 2021 | 67.49% |
August 31, 2021 | 67.49% |
July 31, 2021 | 67.49% |
June 30, 2021 | 67.49% |
May 31, 2021 | 67.49% |
April 30, 2021 | 67.49% |
March 31, 2021 | 67.49% |
February 28, 2021 | 67.49% |
January 31, 2021 | 67.49% |
December 31, 2020 | 67.49% |
November 30, 2020 | 67.49% |
October 31, 2020 | 67.49% |
September 30, 2020 | 67.49% |
August 31, 2020 | 67.49% |
July 31, 2020 | 67.49% |
June 30, 2020 | 67.49% |
May 31, 2020 | 67.49% |
April 30, 2020 | 67.49% |
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
45.97%
Minimum
Jun 2019
68.09%
Maximum
Oct 2023
64.35%
Average
67.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Autoliv Inc | 73.39% |
Hennes & Mauritz AB | 71.56% |
Nobia AB | 93.97% |
Evolution AB | 64.44% |
Polestar Automotive Holding UK PLC | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -30.80 |
Beta (5Y) | 1.462 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.92% |
Historical Sharpe Ratio (5Y) | -0.2629 |
Historical Sortino (5Y) | -0.4092 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.62% |