HelloFresh SE (HLFFF)
9.28
+0.96
(+11.48%)
USD |
OTCM |
Sep 16, 16:00
HelloFresh Max Drawdown (5Y): 95.68% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2024 | 95.68% |
| July 31, 2024 | 95.68% |
| June 30, 2024 | 95.68% |
| May 31, 2024 | 94.94% |
| April 30, 2024 | 94.21% |
| March 31, 2024 | 93.78% |
| February 29, 2024 | 88.84% |
| January 31, 2024 | 88.68% |
| December 31, 2023 | 86.95% |
| November 30, 2023 | 86.12% |
| October 31, 2023 | 85.34% |
| September 30, 2023 | 85.34% |
| August 31, 2023 | 85.34% |
| July 31, 2023 | 85.34% |
| June 30, 2023 | 85.34% |
| May 31, 2023 | 85.34% |
| April 30, 2023 | 85.34% |
| March 31, 2023 | 85.34% |
| February 28, 2023 | 82.32% |
| January 31, 2023 | 82.32% |
| December 31, 2022 | 82.32% |
| November 30, 2022 | 82.32% |
| October 31, 2022 | 82.32% |
| September 30, 2022 | 81.28% |
| August 31, 2022 | 78.42% |
| Date | Value |
|---|---|
| July 31, 2022 | 78.28% |
| June 30, 2022 | 75.02% |
| May 31, 2022 | 70.21% |
| April 30, 2022 | 68.04% |
| March 31, 2022 | 66.67% |
| February 28, 2022 | 60.36% |
| January 31, 2022 | 60.36% |
| December 31, 2021 | 60.36% |
| November 30, 2021 | 60.36% |
| October 31, 2021 | 60.36% |
| September 30, 2021 | 60.36% |
| August 31, 2021 | 60.36% |
| July 31, 2021 | 60.36% |
| June 30, 2021 | 60.36% |
| May 31, 2021 | 60.36% |
| April 30, 2021 | 60.36% |
| March 31, 2021 | 60.36% |
| February 28, 2021 | 60.36% |
| January 31, 2021 | 60.36% |
| December 31, 2020 | 60.36% |
| November 30, 2020 | 60.36% |
| October 31, 2020 | 60.36% |
| September 30, 2020 | 60.36% |
| August 31, 2020 | 60.36% |
| July 31, 2020 | 60.36% |
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
60.36%
Minimum
Sep 2019
95.68%
Maximum
Jun 2024
72.39%
Average
63.52%
Median
Max Drawdown (5Y) Benchmarks
| Bayerische Motoren Werke AG | 62.64% |
| adidas AG | 76.68% |
| Volkswagen AG | 59.58% |
| Jumia Technologies AG | 96.50% |
| MYT Netherlands Parent BV | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.99 |
| Beta (5Y) | 0.0984 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.38% |
| Historical Sharpe Ratio (5Y) | -0.1432 |
| Historical Sortino (5Y) | -0.2794 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.84% |