Ems-Chemie Holding AG (EMSHF)
771.86
0.00 (0.00%)
USD |
OTCM |
Mar 25, 16:00
Ems-Chemie Max Drawdown (5Y): 38.16% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Givaudan SA | 46.22% |
| Clariant AG | 52.65% |
| Holcim Ltd | 56.10% |
| Sika AG | 52.70% |
| Bachem Holding AG | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.464 |
| Beta (5Y) | 0.5722 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.85% |
| Historical Sharpe Ratio (5Y) | 0.0259 |
| Historical Sortino (5Y) | 0.0431 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.60% |