Hennes & Mauritz AB (HNNMY)
2.71
0.00 (0.00%)
USD |
OTCM |
Nov 21, 16:00
Hennes & Mauritz Max Drawdown (5Y): 71.56% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 71.56% |
September 30, 2024 | 71.56% |
August 31, 2024 | 71.56% |
July 31, 2024 | 71.56% |
June 30, 2024 | 71.56% |
May 31, 2024 | 71.56% |
April 30, 2024 | 71.56% |
March 31, 2024 | 71.56% |
February 29, 2024 | 71.56% |
January 31, 2024 | 71.56% |
December 31, 2023 | 71.56% |
November 30, 2023 | 71.56% |
October 31, 2023 | 71.56% |
September 30, 2023 | 71.56% |
August 31, 2023 | 71.56% |
July 31, 2023 | 71.56% |
June 30, 2023 | 71.56% |
May 31, 2023 | 71.56% |
April 30, 2023 | 71.56% |
March 31, 2023 | 71.56% |
February 28, 2023 | 71.56% |
January 31, 2023 | 71.56% |
December 31, 2022 | 71.56% |
November 30, 2022 | 71.56% |
October 31, 2022 | 71.56% |
Date | Value |
---|---|
September 30, 2022 | 71.56% |
August 31, 2022 | 71.56% |
July 31, 2022 | 71.56% |
June 30, 2022 | 71.56% |
May 31, 2022 | 71.56% |
April 30, 2022 | 71.56% |
March 31, 2022 | 71.56% |
February 28, 2022 | 71.56% |
January 31, 2022 | 71.56% |
December 31, 2021 | 71.56% |
November 30, 2021 | 71.56% |
October 31, 2021 | 71.56% |
September 30, 2021 | 71.56% |
August 31, 2021 | 71.56% |
July 31, 2021 | 71.56% |
June 30, 2021 | 71.56% |
May 31, 2021 | 71.56% |
April 30, 2021 | 71.56% |
March 31, 2021 | 71.56% |
February 28, 2021 | 71.56% |
January 31, 2021 | 71.56% |
December 31, 2020 | 71.56% |
November 30, 2020 | 71.56% |
October 31, 2020 | 71.56% |
September 30, 2020 | 71.56% |
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
65.99%
Minimum
Nov 2019
71.56%
Maximum
Mar 2020
71.18%
Average
71.56%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Autoliv Inc | 63.06% |
Electrolux AB | 68.13% |
Nobia AB | -- |
Evolution AB | 64.44% |
Polestar Automotive Holding UK PLC | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -24.48 |
Beta (5Y) | 1.460 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.36% |
Historical Sharpe Ratio (5Y) | -0.1331 |
Historical Sortino (5Y) | -0.2091 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.21% |