Geberit AG (GBERY)
54.13
+1.13
(+2.13%)
USD |
OTCM |
Apr 26, 16:00
Geberit Max Drawdown (5Y): 50.67% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 50.67% |
| February 29, 2024 | 50.67% |
| January 31, 2024 | 50.67% |
| December 31, 2023 | 50.67% |
| November 30, 2023 | 50.67% |
| October 31, 2023 | 50.67% |
| September 30, 2023 | 50.67% |
| August 31, 2023 | 50.67% |
| July 31, 2023 | 50.67% |
| June 30, 2023 | 50.67% |
| May 31, 2023 | 50.67% |
| April 30, 2023 | 50.67% |
| March 31, 2023 | 50.67% |
| February 28, 2023 | 50.67% |
| January 31, 2023 | 50.67% |
| December 31, 2022 | 50.67% |
| November 30, 2022 | 50.67% |
| October 31, 2022 | 49.86% |
| September 30, 2022 | 49.86% |
| August 31, 2022 | 44.19% |
| July 31, 2022 | 43.10% |
| June 30, 2022 | 43.10% |
| May 31, 2022 | 39.63% |
| April 30, 2022 | 32.14% |
| March 31, 2022 | 30.86% |
| Date | Value |
|---|---|
| February 28, 2022 | 30.86% |
| January 31, 2022 | 30.86% |
| December 31, 2021 | 30.86% |
| November 30, 2021 | 30.86% |
| October 31, 2021 | 30.86% |
| September 30, 2021 | 30.86% |
| August 31, 2021 | 30.86% |
| July 31, 2021 | 30.86% |
| June 30, 2021 | 30.86% |
| May 31, 2021 | 30.86% |
| April 30, 2021 | 30.86% |
| March 31, 2021 | 30.86% |
| February 28, 2021 | 30.86% |
| January 31, 2021 | 30.86% |
| December 31, 2020 | 30.86% |
| November 30, 2020 | 30.86% |
| October 31, 2020 | 30.86% |
| September 30, 2020 | 30.86% |
| August 31, 2020 | 30.86% |
| July 31, 2020 | 30.86% |
| June 30, 2020 | 30.86% |
| May 31, 2020 | 30.86% |
| April 30, 2020 | 30.86% |
| March 31, 2020 | 30.86% |
| February 29, 2020 | 24.39% |
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
24.39%
Minimum
Apr 2019
50.67%
Maximum
Nov 2022
36.72%
Average
30.86%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| ABB Ltd | 44.04% |
| Schindler Holding AG | 53.26% |
| SGS AG | 36.89% |
| Kuehne + Nagel International AG | 47.20% |
| Komax Holding AG | 58.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.087 |
| Beta (5Y) | 1.031 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.63% |
| Historical Sharpe Ratio (5Y) | 0.3146 |
| Historical Sortino (5Y) | 0.5072 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.72% |