Heineken NV (HEINY)
49.08
-0.56
(-1.13%)
USD |
OTCM |
Apr 25, 09:36
Heineken Max Drawdown (5Y): 33.86% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 33.86% |
| February 29, 2024 | 33.86% |
| January 31, 2024 | 33.86% |
| December 31, 2023 | 33.86% |
| November 30, 2023 | 33.86% |
| October 31, 2023 | 33.86% |
| September 30, 2023 | 33.86% |
| August 31, 2023 | 33.86% |
| July 31, 2023 | 33.86% |
| June 30, 2023 | 33.86% |
| May 31, 2023 | 33.86% |
| April 30, 2023 | 33.86% |
| March 31, 2023 | 33.86% |
| February 28, 2023 | 33.86% |
| January 31, 2023 | 33.86% |
| December 31, 2022 | 33.86% |
| November 30, 2022 | 33.86% |
| October 31, 2022 | 33.50% |
| September 30, 2022 | 33.50% |
| August 31, 2022 | 33.50% |
| July 31, 2022 | 33.50% |
| June 30, 2022 | 33.50% |
| May 31, 2022 | 33.50% |
| April 30, 2022 | 33.50% |
| March 31, 2022 | 33.50% |
| Date | Value |
|---|---|
| February 28, 2022 | 33.50% |
| January 31, 2022 | 33.50% |
| December 31, 2021 | 33.50% |
| November 30, 2021 | 33.50% |
| October 31, 2021 | 33.50% |
| September 30, 2021 | 33.50% |
| August 31, 2021 | 33.50% |
| July 31, 2021 | 33.50% |
| June 30, 2021 | 33.50% |
| May 31, 2021 | 33.50% |
| April 30, 2021 | 33.50% |
| March 31, 2021 | 33.50% |
| February 28, 2021 | 33.50% |
| January 31, 2021 | 33.50% |
| December 31, 2020 | 33.50% |
| November 30, 2020 | 33.50% |
| October 31, 2020 | 33.50% |
| September 30, 2020 | 33.50% |
| August 31, 2020 | 33.50% |
| July 31, 2020 | 33.50% |
| June 30, 2020 | 33.50% |
| May 31, 2020 | 33.50% |
| April 30, 2020 | 33.50% |
| March 31, 2020 | 33.50% |
| February 29, 2020 | 23.54% |
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
23.54%
Minimum
Apr 2019
33.86%
Maximum
Nov 2022
31.77%
Average
33.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Heineken Holding NV | 36.48% |
| Sligro Food Group NV | -- |
| JDE Peets NV | -- |
| Acomo NV | -- |
| ForFarmers NV | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.95 |
| Beta (5Y) | 0.7421 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.32% |
| Historical Sharpe Ratio (5Y) | -0.0929 |
| Historical Sortino (5Y) | -0.1329 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.44% |