Heineken Holding NV (HKHHF)
80.11
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Heineken Max Drawdown (5Y): 36.76% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 36.76% |
March 31, 2024 | 36.76% |
February 29, 2024 | 36.76% |
January 31, 2024 | 36.76% |
December 31, 2023 | 36.76% |
November 30, 2023 | 36.76% |
October 31, 2023 | 36.76% |
September 30, 2023 | 36.76% |
August 31, 2023 | 36.76% |
July 31, 2023 | 36.76% |
June 30, 2023 | 36.76% |
May 31, 2023 | 36.76% |
April 30, 2023 | 36.76% |
March 31, 2023 | 36.76% |
February 28, 2023 | 36.76% |
January 31, 2023 | 36.76% |
December 31, 2022 | 36.76% |
November 30, 2022 | 36.76% |
October 31, 2022 | 36.34% |
September 30, 2022 | 36.34% |
August 31, 2022 | 36.34% |
July 31, 2022 | 36.34% |
June 30, 2022 | 36.34% |
May 31, 2022 | 36.34% |
April 30, 2022 | 36.34% |
Date | Value |
---|---|
March 31, 2022 | 36.34% |
February 28, 2022 | 36.34% |
January 31, 2022 | 36.34% |
December 31, 2021 | 36.34% |
November 30, 2021 | 36.34% |
October 31, 2021 | 36.34% |
September 30, 2021 | 36.34% |
August 31, 2021 | 36.34% |
July 31, 2021 | 36.34% |
June 30, 2021 | 36.34% |
May 31, 2021 | 36.34% |
April 30, 2021 | 36.34% |
March 31, 2021 | 36.34% |
February 28, 2021 | 36.34% |
January 31, 2021 | 36.34% |
December 31, 2020 | 36.34% |
November 30, 2020 | 36.34% |
October 31, 2020 | 36.34% |
September 30, 2020 | 36.34% |
August 31, 2020 | 36.34% |
July 31, 2020 | 36.34% |
June 30, 2020 | 36.34% |
May 31, 2020 | 36.34% |
April 30, 2020 | 36.34% |
March 31, 2020 | 36.34% |
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
23.33%
Minimum
May 2019
36.76%
Maximum
Nov 2022
34.30%
Average
36.34%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Heineken NV | 33.86% |
Sligro Food Group NV | -- |
JDE Peets NV | -- |
ForFarmers NV | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.89 |
Beta (5Y) | 0.6903 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.18% |
Historical Sharpe Ratio (5Y) | -0.2242 |
Historical Sortino (5Y) | -0.3257 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.66% |