Holcim Ltd (HCMLY)

19.52 +0.04 (+0.21%) USD  |  OTCM  |  Dec 24, 16:00
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Holcim Max Drawdown (5Y): 56.10% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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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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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) 1.196
Beta (5Y) 1.205
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 28.83%
Historical Sharpe Ratio (5Y) 0.5997
Historical Sortino (5Y) 0.7892
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.07%