Givaudan SA (GVDNY)

88.91 +0.84 (+0.95%) USD  |  OTCM  |  Dec 24, 16:00
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Givaudan Max Drawdown (5Y): 46.22% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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Max Drawdown (5Y) Benchmarks

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Clariant AG 47.07%
Holcim Ltd 56.10%
Sika AG 52.70%
Ems-Chemie Holding AG 38.16%
Bachem Holding AG --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.580
Beta (5Y) 0.7244
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 25.98%
Historical Sharpe Ratio (5Y) 0.3116
Historical Sortino (5Y) 0.4986
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.04%