Electrolux AB (ELUXY)
14.32
-0.38
(-2.58%)
USD |
OTCM |
Nov 21, 16:00
Electrolux Max Drawdown (5Y): 68.13% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 68.13% |
| September 30, 2024 | 68.13% |
| August 31, 2024 | 68.13% |
| July 31, 2024 | 68.09% |
| June 30, 2024 | 68.09% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
68.13%
Maximum
Aug 2024
66.19%
Average
67.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Autoliv Inc | 63.06% |
| Hennes & Mauritz AB | 71.56% |
| Nobia AB | -- |
| Evolution AB | 64.44% |
| Polestar Automotive Holding UK PLC | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -35.36 |
| Beta (5Y) | 1.423 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.25% |
| Historical Sharpe Ratio (5Y) | -0.412 |
| Historical Sortino (5Y) | -0.631 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.68% |