Hennes & Mauritz AB (HNNMY)

2.656 -0.03 (-1.26%) USD  |  OTCM  |  Dec 26, 09:36
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Hennes & Mauritz Max Drawdown (5Y): 71.56% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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Autoliv Inc 63.06%
Electrolux AB 71.41%
Nobia AB --
Evolution AB 64.44%
Polestar Automotive Holding UK PLC --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -24.65
Beta (5Y) 1.442
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 42.68%
Historical Sharpe Ratio (5Y) -0.1263
Historical Sortino (5Y) -0.2008
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.21%