Hellenic Exchanges - Athens Stock Exchange SA (HEHSF)

4.75 0.00 (0.00%) USD  |  OTCM  |  Dec 16, 16:00
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Hellenic Exchanges - Athens Stock Exchange Max Drawdown (5Y): 53.33% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
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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Maximum
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Median

Max Drawdown (5Y) Benchmarks

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Eurobank Ergasias Services And Holdings SA 98.11%
Piraeus Financial Holdings SA 99.91%
Alpha Services and Holdings SA 96.63%
National Bank of Greece SA --
The Marygold Companies Inc 83.67%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -8.794
Beta (5Y) 0.6311
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 32.17%
Historical Sharpe Ratio (5Y) -0.0113
Historical Sortino (5Y) -0.0176
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.59%