Geberit AG (GBERF)
540.88
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Geberit Max Drawdown (5Y): 51.75% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 51.75% |
| March 31, 2024 | 51.75% |
| February 29, 2024 | 51.75% |
| January 31, 2024 | 51.75% |
| December 31, 2023 | 51.75% |
| November 30, 2023 | 51.75% |
| October 31, 2023 | 51.75% |
| September 30, 2023 | 51.75% |
| August 31, 2023 | 51.75% |
| July 31, 2023 | 51.75% |
| June 30, 2023 | 51.75% |
| May 31, 2023 | 51.75% |
| April 30, 2023 | 51.75% |
| March 31, 2023 | 51.75% |
| February 28, 2023 | 51.75% |
| January 31, 2023 | 51.75% |
| December 31, 2022 | 51.75% |
| November 30, 2022 | 51.75% |
| October 31, 2022 | 51.75% |
| September 30, 2022 | 50.90% |
| August 31, 2022 | 45.97% |
| July 31, 2022 | 45.97% |
| June 30, 2022 | 45.97% |
| May 31, 2022 | 40.83% |
| April 30, 2022 | 32.44% |
| Date | Value |
|---|---|
| March 31, 2022 | 32.44% |
| February 28, 2022 | 29.09% |
| January 31, 2022 | 29.09% |
| December 31, 2021 | 29.09% |
| November 30, 2021 | 29.09% |
| October 31, 2021 | 29.09% |
| September 30, 2021 | 29.09% |
| August 31, 2021 | 29.09% |
| July 31, 2021 | 29.09% |
| June 30, 2021 | 29.09% |
| May 31, 2021 | 29.09% |
| April 30, 2021 | 29.09% |
| March 31, 2021 | 29.09% |
| February 28, 2021 | 29.09% |
| January 31, 2021 | 29.09% |
| December 31, 2020 | 29.09% |
| November 30, 2020 | 29.09% |
| October 31, 2020 | 29.09% |
| September 30, 2020 | 29.09% |
| August 31, 2020 | 29.09% |
| July 31, 2020 | 29.09% |
| June 30, 2020 | 29.09% |
| May 31, 2020 | 29.09% |
| April 30, 2020 | 29.09% |
| March 31, 2020 | 29.09% |
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
20.92%
Minimum
Jan 2020
87.74%
Maximum
May 2019
45.33%
Average
45.97%
Median
Jun 2022
Max Drawdown (5Y) Benchmarks
| ABB Ltd | 44.04% |
| Schindler Holding AG | 53.26% |
| SGS AG | 36.89% |
| Kuehne + Nagel International AG | 47.20% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.464 |
| Beta (5Y) | 0.8383 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.93% |
| Historical Sharpe Ratio (5Y) | 0.2104 |
| Historical Sortino (5Y) | 0.2933 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.36% |