Heineken Holding NV (HKHHY)

29.85 +0.04 (+0.13%) USD  |  OTCM  |  Dec 20, 16:00
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Heineken Max Drawdown (5Y): 36.77% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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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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Max Drawdown (5Y) Benchmarks

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Heineken NV 37.53%
Sligro Food Group NV --
ForFarmers NV --
JDE Peets NV --
ASTARTA Holding NV --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -18.77
Beta (5Y) 0.7484
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 24.22%
Historical Sharpe Ratio (5Y) -0.3624
Historical Sortino (5Y) -0.5398
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.68%