Henkel AG & Co KGaA (HENKY)
20.13
+0.10
(+0.50%)
USD |
OTCM |
May 16, 16:00
Henkel Max Drawdown (5Y): 52.35% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 52.35% |
March 31, 2024 | 52.35% |
February 29, 2024 | 52.35% |
January 31, 2024 | 52.35% |
December 31, 2023 | 52.35% |
November 30, 2023 | 52.35% |
October 31, 2023 | 52.35% |
September 30, 2023 | 52.35% |
August 31, 2023 | 52.35% |
July 31, 2023 | 52.35% |
June 30, 2023 | 52.35% |
May 31, 2023 | 52.35% |
April 30, 2023 | 52.35% |
March 31, 2023 | 52.35% |
February 28, 2023 | 52.35% |
January 31, 2023 | 52.35% |
December 31, 2022 | 52.35% |
November 30, 2022 | 52.35% |
October 31, 2022 | 52.35% |
September 30, 2022 | 52.35% |
August 31, 2022 | 52.35% |
July 31, 2022 | 52.35% |
June 30, 2022 | 52.35% |
May 31, 2022 | 52.35% |
April 30, 2022 | 52.35% |
Date | Value |
---|---|
March 31, 2022 | 52.35% |
February 28, 2022 | 52.35% |
January 31, 2022 | 52.35% |
December 31, 2021 | 52.35% |
November 30, 2021 | 52.35% |
October 31, 2021 | 52.35% |
September 30, 2021 | 52.35% |
August 31, 2021 | 52.35% |
July 31, 2021 | 52.35% |
June 30, 2021 | 52.35% |
May 31, 2021 | 52.35% |
April 30, 2021 | 52.35% |
March 31, 2021 | 52.35% |
February 28, 2021 | 52.35% |
January 31, 2021 | 52.35% |
December 31, 2020 | 52.35% |
November 30, 2020 | 52.35% |
October 31, 2020 | 52.35% |
September 30, 2020 | 52.35% |
August 31, 2020 | 52.35% |
July 31, 2020 | 52.35% |
June 30, 2020 | 52.35% |
May 31, 2020 | 52.35% |
April 30, 2020 | 52.35% |
March 31, 2020 | 52.35% |
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
30.48%
Minimum
May 2019
52.35%
Maximum
Mar 2020
48.81%
Average
52.35%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Suedzucker AG | 46.11% |
Beiersdorf AG | 29.98% |
METRO AG | 65.47% |
Splash Beverage Group Inc | 98.49% |
Fresh Vine Wine Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.48 |
Beta (5Y) | 0.664 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.72% |
Historical Sharpe Ratio (5Y) | -0.2236 |
Historical Sortino (5Y) | -0.3056 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.64% |