Epiroc AB (EPOKY)
20.36
+0.36
(+1.80%)
USD |
OTCM |
May 17, 15:59
Epiroc Max Drawdown (5Y): 49.79% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 49.79% |
March 31, 2024 | 49.79% |
February 29, 2024 | 49.79% |
January 31, 2024 | 49.79% |
December 31, 2023 | 49.79% |
November 30, 2023 | 49.79% |
October 31, 2023 | 49.79% |
September 30, 2023 | 49.79% |
August 31, 2023 | 49.79% |
July 31, 2023 | 49.79% |
June 30, 2023 | 49.79% |
May 31, 2023 | 49.79% |
April 30, 2023 | 49.79% |
March 31, 2023 | 49.79% |
February 28, 2023 | 49.79% |
January 31, 2023 | 49.79% |
December 31, 2022 | 49.79% |
November 30, 2022 | 49.79% |
October 31, 2022 | 49.79% |
September 30, 2022 | 49.79% |
August 31, 2022 | 41.44% |
July 31, 2022 | 41.21% |
June 30, 2022 | 40.55% |
May 31, 2022 | 40.47% |
April 30, 2022 | 40.47% |
Date | Value |
---|---|
March 31, 2022 | 40.47% |
February 28, 2022 | 40.47% |
January 31, 2022 | 40.47% |
December 31, 2021 | 40.47% |
November 30, 2021 | 40.47% |
October 31, 2021 | 40.47% |
September 30, 2021 | 40.47% |
August 31, 2021 | 40.47% |
July 31, 2021 | 40.47% |
June 30, 2021 | 40.47% |
May 31, 2021 | 40.47% |
April 30, 2021 | 40.47% |
March 31, 2021 | 40.47% |
February 28, 2021 | 40.47% |
January 31, 2021 | 40.47% |
December 31, 2020 | 40.47% |
November 30, 2020 | 40.47% |
October 31, 2020 | 40.47% |
September 30, 2020 | 40.47% |
August 31, 2020 | 40.47% |
July 31, 2020 | 40.47% |
June 30, 2020 | 40.47% |
May 31, 2020 | 40.47% |
April 30, 2020 | 40.47% |
March 31, 2020 | 40.47% |
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
30.55%
Minimum
May 2019
49.79%
Maximum
Sep 2022
41.95%
Average
40.47%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Securitas AB | 60.86% |
Husqvarna AB | 66.09% |
Atlas Copco AB | 47.97% |
Sandvik AB | 51.19% |
Assa Abloy AB | 45.66% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.672 |
Beta (5Y) | 1.252 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.88% |
Historical Sharpe Ratio (5Y) | 0.3736 |
Historical Sortino (5Y) | 0.6032 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.72% |