Ems-Chemie Holding AG (EMSHF)
780.00
0.00 (0.00%)
USD |
OTCM |
Nov 21, 16:00
Ems-Chemie Max Drawdown (5Y): 38.16% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 38.16% |
August 31, 2024 | 38.16% |
July 31, 2024 | 38.16% |
June 30, 2024 | 38.16% |
May 31, 2024 | 38.16% |
April 30, 2024 | 38.16% |
March 31, 2024 | 38.16% |
February 29, 2024 | 38.16% |
January 31, 2024 | 38.16% |
December 31, 2023 | 38.16% |
November 30, 2023 | 38.16% |
October 31, 2023 | 38.16% |
September 30, 2023 | 38.16% |
August 31, 2023 | 38.16% |
July 31, 2023 | 38.16% |
June 30, 2023 | 38.16% |
May 31, 2023 | 38.16% |
April 30, 2023 | 38.16% |
March 31, 2023 | 38.16% |
February 28, 2023 | 38.16% |
January 31, 2023 | 38.16% |
December 31, 2022 | 38.16% |
November 30, 2022 | 38.16% |
October 31, 2022 | 38.16% |
September 30, 2022 | 38.16% |
Date | Value |
---|---|
August 31, 2022 | 37.50% |
July 31, 2022 | 37.50% |
June 30, 2022 | 37.50% |
May 31, 2022 | 37.50% |
April 30, 2022 | 37.50% |
March 31, 2022 | 37.50% |
February 28, 2022 | 37.50% |
January 31, 2022 | 37.50% |
December 31, 2021 | 37.50% |
November 30, 2021 | 37.50% |
October 31, 2021 | 37.50% |
September 30, 2021 | 37.50% |
August 31, 2021 | 37.50% |
July 31, 2021 | 37.50% |
June 30, 2021 | 37.50% |
May 31, 2021 | 37.50% |
April 30, 2021 | 37.50% |
March 31, 2021 | 37.50% |
February 28, 2021 | 37.50% |
January 31, 2021 | 37.50% |
December 31, 2020 | 37.50% |
November 30, 2020 | 37.50% |
October 31, 2020 | 37.50% |
September 30, 2020 | 37.50% |
August 31, 2020 | 37.50% |
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
37.50%
Minimum
Nov 2019
38.16%
Maximum
Sep 2022
37.78%
Average
37.50%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Givaudan SA | 46.22% |
Clariant AG | 47.07% |
Holcim Ltd | 56.10% |
Sika AG | 52.70% |
Bachem Holding AG | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.277 |
Beta (5Y) | 0.5777 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.38% |
Historical Sharpe Ratio (5Y) | 0.2052 |
Historical Sortino (5Y) | 0.339 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.60% |