Telefonaktiebolaget L M Ericsson (ERIC)
8.31
-0.16
(-1.89%)
USD |
NASDAQ |
Nov 04, 16:00
8.31
0.00 (0.00%)
After-Hours: 20:00
Telefonaktiebolaget L M Ericsson Max Drawdown (5Y): 66.69% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 66.69% |
| September 30, 2024 | 66.69% |
| August 31, 2024 | 66.69% |
| July 31, 2024 | 66.69% |
| June 30, 2024 | 66.69% |
| May 31, 2024 | 66.69% |
| April 30, 2024 | 66.69% |
| March 31, 2024 | 66.69% |
| February 29, 2024 | 66.69% |
| January 31, 2024 | 66.69% |
| December 31, 2023 | 66.69% |
| November 30, 2023 | 66.69% |
| October 31, 2023 | 66.69% |
| September 30, 2023 | 63.94% |
| August 31, 2023 | 63.94% |
| July 31, 2023 | 63.42% |
| June 30, 2023 | 62.45% |
| May 31, 2023 | 61.86% |
| April 30, 2023 | 61.46% |
| March 31, 2023 | 61.46% |
| February 28, 2023 | 60.95% |
| January 31, 2023 | 60.95% |
| December 31, 2022 | 60.95% |
| November 30, 2022 | 60.95% |
| October 31, 2022 | 60.44% |
| Date | Value |
|---|---|
| September 30, 2022 | 58.20% |
| August 31, 2022 | 52.97% |
| July 31, 2022 | 55.13% |
| June 30, 2022 | 55.13% |
| May 31, 2022 | 55.13% |
| April 30, 2022 | 55.13% |
| March 31, 2022 | 55.13% |
| February 28, 2022 | 55.13% |
| January 31, 2022 | 55.13% |
| December 31, 2021 | 55.13% |
| November 30, 2021 | 55.72% |
| October 31, 2021 | 55.72% |
| September 30, 2021 | 59.35% |
| August 31, 2021 | 61.71% |
| July 31, 2021 | 61.79% |
| June 30, 2021 | 61.79% |
| May 31, 2021 | 61.79% |
| April 30, 2021 | 61.79% |
| March 31, 2021 | 61.79% |
| February 28, 2021 | 61.79% |
| January 31, 2021 | 61.79% |
| December 31, 2020 | 61.79% |
| November 30, 2020 | 61.79% |
| October 31, 2020 | 61.79% |
| September 30, 2020 | 61.79% |
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
52.97%
Minimum
Aug 2022
66.69%
Maximum
Oct 2023
61.53%
Average
61.79%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Neonode Inc | 96.96% |
| XMReality AB | -- |
| Dustin Group AB | -- |
| Bambuser AB | -- |
| Wyld Networks AB | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.32 |
| Beta (5Y) | 0.8038 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.05% |
| Historical Sharpe Ratio (5Y) | 0.0017 |
| Historical Sortino (5Y) | 0.0028 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.50% |