Holcim Ltd (HCMLY)
17.26
+0.21
(+1.23%)
USD |
OTCM |
May 03, 16:00
Holcim Max Drawdown (5Y): 55.75% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 55.75% |
March 31, 2024 | 55.75% |
February 29, 2024 | 55.75% |
January 31, 2024 | 55.75% |
December 31, 2023 | 55.75% |
November 30, 2023 | 55.75% |
October 31, 2023 | 55.75% |
September 30, 2023 | 55.75% |
August 31, 2023 | 55.75% |
July 31, 2023 | 55.75% |
June 30, 2023 | 55.75% |
May 31, 2023 | 55.75% |
April 30, 2023 | 55.75% |
March 31, 2023 | 55.75% |
February 28, 2023 | 55.75% |
January 31, 2023 | 55.75% |
December 31, 2022 | 55.75% |
November 30, 2022 | 55.75% |
October 31, 2022 | 55.75% |
September 30, 2022 | 55.75% |
August 31, 2022 | 55.75% |
July 31, 2022 | 55.75% |
June 30, 2022 | 55.75% |
May 31, 2022 | 55.75% |
April 30, 2022 | 55.75% |
Date | Value |
---|---|
March 31, 2022 | 55.75% |
February 28, 2022 | 55.75% |
January 31, 2022 | 55.75% |
December 31, 2021 | 55.75% |
November 30, 2021 | 55.75% |
October 31, 2021 | 55.75% |
September 30, 2021 | 55.75% |
August 31, 2021 | 55.75% |
July 31, 2021 | 55.75% |
June 30, 2021 | 55.75% |
May 31, 2021 | 55.75% |
April 30, 2021 | 55.75% |
March 31, 2021 | 55.75% |
February 28, 2021 | 55.75% |
January 31, 2021 | 55.75% |
December 31, 2020 | 55.75% |
November 30, 2020 | 59.88% |
October 31, 2020 | 59.88% |
September 30, 2020 | 59.88% |
August 31, 2020 | 59.88% |
July 31, 2020 | 59.88% |
June 30, 2020 | 59.88% |
May 31, 2020 | 59.88% |
April 30, 2020 | 59.88% |
March 31, 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
55.75%
Minimum
Dec 2020
59.88%
Maximum
May 2019
57.05%
Average
55.75%
Median
Dec 2020
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) | 0.0902 |
Beta (5Y) | 1.176 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.09% |
Historical Sharpe Ratio (5Y) | 0.4535 |
Historical Sortino (5Y) | 0.6178 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.07% |