Hellenic Exchanges - Athens Stock Exchange SA (HEHSF)
4.89
0.00 (0.00%)
USD |
OTCM |
Nov 13, 16:00
Hellenic Exchanges - Athens Stock Exchange Max Drawdown (5Y): 53.33% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 53.33% |
| August 31, 2024 | 53.33% |
| July 31, 2024 | 53.33% |
| June 30, 2024 | 53.33% |
| May 31, 2024 | 53.33% |
| April 30, 2024 | 53.33% |
| March 31, 2024 | 53.33% |
| February 29, 2024 | 53.33% |
| January 31, 2024 | 55.07% |
| December 31, 2023 | 55.07% |
| November 30, 2023 | 55.07% |
| October 31, 2023 | 55.07% |
| September 30, 2023 | 65.90% |
| August 31, 2023 | 66.30% |
| July 31, 2023 | 66.30% |
| June 30, 2023 | 66.30% |
| May 31, 2023 | 66.30% |
| April 30, 2023 | 66.30% |
| March 31, 2023 | 66.30% |
| February 28, 2023 | 66.30% |
| January 31, 2023 | 66.30% |
| December 31, 2022 | 66.30% |
| November 30, 2022 | 66.30% |
| October 31, 2022 | 66.30% |
| September 30, 2022 | 66.30% |
| Date | Value |
|---|---|
| August 31, 2022 | 66.30% |
| July 31, 2022 | 66.30% |
| June 30, 2022 | 66.30% |
| May 31, 2022 | 66.30% |
| April 30, 2022 | 66.30% |
| March 31, 2022 | 66.30% |
| February 28, 2022 | 66.30% |
| January 31, 2022 | 66.30% |
| December 31, 2021 | 66.30% |
| November 30, 2021 | 66.30% |
| October 31, 2021 | 66.30% |
| September 30, 2021 | 66.30% |
| August 31, 2021 | 66.30% |
| July 31, 2021 | 66.30% |
| June 30, 2021 | 66.30% |
| May 31, 2021 | 66.30% |
| April 30, 2021 | 66.30% |
| March 31, 2021 | 66.30% |
| February 28, 2021 | 66.30% |
| January 31, 2021 | 66.30% |
| December 31, 2020 | 66.30% |
| November 30, 2020 | 67.98% |
| October 31, 2020 | 67.98% |
| September 30, 2020 | 67.98% |
| August 31, 2020 | 67.98% |
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
53.33%
Minimum
Feb 2024
67.98%
Maximum
Nov 2019
64.14%
Average
66.30%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.133 |
| Beta (5Y) | 0.6527 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.08% |
| Historical Sharpe Ratio (5Y) | 0.0245 |
| Historical Sortino (5Y) | 0.0377 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.59% |