Essity AB (ETTYF)

26.33 0.00 (0.00%) USD  |  OTCM  |  Dec 27, 16:00
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Essity Max Drawdown (5Y): 47.96% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Duni AB 0.28%
Cloetta AB 70.18%
Oatly Group AB --
AAK AB --
Zinzino Holding AB 72.99%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -7.440
Beta (5Y) 0.3198
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 26.96%
Historical Sharpe Ratio (5Y) -0.1176
Historical Sortino (5Y) -0.1989
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.68%