Givaudan SA (GVDNY)
88.04
+0.95
(+1.09%)
USD |
OTCM |
May 03, 11:06
Givaudan Max Drawdown (5Y): 46.22% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 46.22% |
| March 31, 2024 | 46.22% |
| February 29, 2024 | 46.22% |
| January 31, 2024 | 46.22% |
| December 31, 2023 | 46.22% |
| November 30, 2023 | 46.22% |
| October 31, 2023 | 46.22% |
| September 30, 2023 | 46.22% |
| August 31, 2023 | 46.22% |
| July 31, 2023 | 46.22% |
| June 30, 2023 | 46.22% |
| May 31, 2023 | 46.22% |
| April 30, 2023 | 46.22% |
| March 31, 2023 | 46.22% |
| February 28, 2023 | 46.22% |
| January 31, 2023 | 46.22% |
| December 31, 2022 | 46.22% |
| November 30, 2022 | 46.22% |
| October 31, 2022 | 46.22% |
| September 30, 2022 | 43.35% |
| August 31, 2022 | 39.95% |
| July 31, 2022 | 39.95% |
| June 30, 2022 | 39.95% |
| May 31, 2022 | 33.23% |
| April 30, 2022 | 29.09% |
| Date | Value |
|---|---|
| March 31, 2022 | 29.09% |
| February 28, 2022 | 26.99% |
| January 31, 2022 | 22.09% |
| December 31, 2021 | 18.69% |
| November 30, 2021 | 19.06% |
| October 31, 2021 | 19.06% |
| September 30, 2021 | 19.06% |
| August 31, 2021 | 19.06% |
| July 31, 2021 | 19.06% |
| June 30, 2021 | 19.06% |
| May 31, 2021 | 19.06% |
| April 30, 2021 | 19.06% |
| March 31, 2021 | 19.06% |
| February 28, 2021 | 19.06% |
| January 31, 2021 | 19.06% |
| December 31, 2020 | 19.06% |
| November 30, 2020 | 19.06% |
| October 31, 2020 | 19.06% |
| September 30, 2020 | 19.06% |
| August 31, 2020 | 19.06% |
| July 31, 2020 | 19.06% |
| June 30, 2020 | 19.06% |
| May 31, 2020 | 19.06% |
| April 30, 2020 | 19.06% |
| March 31, 2020 | 19.06% |
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
18.69%
Minimum
Dec 2021
46.22%
Maximum
Oct 2022
29.86%
Average
19.06%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Clariant AG | 47.07% |
| Holcim Ltd | 55.75% |
| Sika AG | 52.70% |
| Ems-Chemie Holding AG | 38.16% |
| Bachem Holding AG | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.938 |
| Beta (5Y) | 0.6948 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.78% |
| Historical Sharpe Ratio (5Y) | 0.4311 |
| Historical Sortino (5Y) | 0.68 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.90% |