Heidelberg Materials AG (HDELY)
24.83
-0.11
(-0.44%)
USD |
OTCM |
Nov 14, 16:14
Heidelberg Materials Max Drawdown (5Y): 71.27% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 71.27% |
September 30, 2024 | 71.27% |
August 31, 2024 | 71.27% |
July 31, 2024 | 71.27% |
June 30, 2024 | 71.27% |
May 31, 2024 | 71.27% |
April 30, 2024 | 71.27% |
March 31, 2024 | 71.27% |
February 29, 2024 | 71.27% |
January 31, 2024 | 71.27% |
December 31, 2023 | 71.27% |
November 30, 2023 | 71.27% |
October 31, 2023 | 71.27% |
September 30, 2023 | 71.27% |
August 31, 2023 | 71.27% |
July 31, 2023 | 71.27% |
June 30, 2023 | 71.27% |
May 31, 2023 | 71.27% |
April 30, 2023 | 71.27% |
March 31, 2023 | 71.27% |
February 28, 2023 | 71.27% |
January 31, 2023 | 71.27% |
December 31, 2022 | 71.27% |
November 30, 2022 | 71.27% |
October 31, 2022 | 71.27% |
Date | Value |
---|---|
September 30, 2022 | 71.27% |
August 31, 2022 | 71.27% |
July 31, 2022 | 71.27% |
June 30, 2022 | 71.27% |
May 31, 2022 | 71.27% |
April 30, 2022 | 71.27% |
March 31, 2022 | 71.27% |
February 28, 2022 | 71.27% |
January 31, 2022 | 71.27% |
December 31, 2021 | 71.27% |
November 30, 2021 | 71.27% |
October 31, 2021 | 71.27% |
September 30, 2021 | 71.27% |
August 31, 2021 | 71.27% |
July 31, 2021 | 71.27% |
June 30, 2021 | 71.27% |
May 31, 2021 | 71.27% |
April 30, 2021 | 71.27% |
March 31, 2021 | 71.27% |
February 28, 2021 | 71.27% |
January 31, 2021 | 71.27% |
December 31, 2020 | 71.27% |
November 30, 2020 | 71.27% |
October 31, 2020 | 71.27% |
September 30, 2020 | 71.27% |
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
47.47%
Minimum
Nov 2019
71.27%
Maximum
Mar 2020
69.68%
Average
71.27%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Basf SE | 61.76% |
K+S AG | 86.29% |
Symrise AG | 37.09% |
SGL Carbon SE | 85.71% |
KWS SAAT SE & Co KGaA | 38.73% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.958 |
Beta (5Y) | 1.403 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.72% |
Historical Sharpe Ratio (5Y) | 0.2562 |
Historical Sortino (5Y) | 0.3418 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.81% |