Telefonaktiebolaget LM Ericsson (ERIC)
11.14
-0.09
(-0.80%)
USD |
NASDAQ |
Feb 11, 16:00
11.02
-0.12
(-1.08%)
Pre-Market: 08:58
Telefonaktiebolaget LM Ericsson Max Drawdown (5Y) : 66.69% for Jan. 31, 2026
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Nokia Oyj | 52.17% |
| Intel Corp. | 70.79% |
| Dustin Group AB | 98.68% |
| Bambuser AB | 99.93% |
| Smart Eye AB | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.42 |
| Beta (5Y) | 0.9245 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.08% |
| Historical Sharpe Ratio (5Y) | -0.0811 |
| Historical Sortino (5Y) | -0.1336 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.52% |