Holcim Ltd (HCMLY)
20.28
-0.12
(-0.56%)
USD |
OTCM |
Nov 21, 16:00
Holcim Max Drawdown (5Y): 56.10% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 56.10% |
| September 30, 2024 | 56.10% |
| August 31, 2024 | 56.10% |
| July 31, 2024 | 56.10% |
| June 30, 2024 | 56.10% |
| May 31, 2024 | 56.10% |
| April 30, 2024 | 56.10% |
| March 31, 2024 | 56.10% |
| February 29, 2024 | 56.10% |
| January 31, 2024 | 56.10% |
| December 31, 2023 | 56.10% |
| November 30, 2023 | 56.10% |
| October 31, 2023 | 56.10% |
| September 30, 2023 | 56.10% |
| August 31, 2023 | 56.10% |
| July 31, 2023 | 56.10% |
| June 30, 2023 | 56.10% |
| May 31, 2023 | 56.10% |
| April 30, 2023 | 56.10% |
| March 31, 2023 | 56.10% |
| February 28, 2023 | 56.10% |
| January 31, 2023 | 56.10% |
| December 31, 2022 | 56.10% |
| November 30, 2022 | 56.10% |
| October 31, 2022 | 56.10% |
| Date | Value |
|---|---|
| September 30, 2022 | 56.10% |
| August 31, 2022 | 56.10% |
| July 31, 2022 | 56.10% |
| June 30, 2022 | 56.10% |
| May 31, 2022 | 56.10% |
| April 30, 2022 | 56.10% |
| March 31, 2022 | 56.10% |
| February 28, 2022 | 56.10% |
| January 31, 2022 | 56.10% |
| December 31, 2021 | 56.10% |
| November 30, 2021 | 56.10% |
| October 31, 2021 | 56.10% |
| September 30, 2021 | 56.10% |
| August 31, 2021 | 56.10% |
| July 31, 2021 | 56.10% |
| June 30, 2021 | 56.10% |
| May 31, 2021 | 56.10% |
| April 30, 2021 | 56.10% |
| March 31, 2021 | 56.10% |
| February 28, 2021 | 56.10% |
| January 31, 2021 | 59.88% |
| December 31, 2020 | 59.88% |
| November 30, 2020 | 59.88% |
| October 31, 2020 | 59.88% |
| September 30, 2020 | 59.88% |
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
56.10%
Minimum
Feb 2021
59.88%
Maximum
Nov 2019
57.04%
Average
56.10%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
| Givaudan SA | 46.22% |
| Clariant AG | 47.07% |
| Sika AG | 52.70% |
| Ems-Chemie Holding AG | 38.16% |
| Bachem Holding AG | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.9447 |
| Beta (5Y) | 1.210 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.88% |
| Historical Sharpe Ratio (5Y) | 0.5734 |
| Historical Sortino (5Y) | 0.7613 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.07% |