Husqvarna AB (HSQVY)
11.73
+0.03
(+0.26%)
USD |
OTCM |
Nov 14, 16:00
Husqvarna Max Drawdown (5Y): 66.09% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 66.09% |
| September 30, 2024 | 66.09% |
| August 31, 2024 | 66.09% |
| July 31, 2024 | 66.09% |
| June 30, 2024 | 66.09% |
| May 31, 2024 | 66.09% |
| April 30, 2024 | 66.09% |
| March 31, 2024 | 66.09% |
| February 29, 2024 | 66.09% |
| January 31, 2024 | 66.09% |
| December 31, 2023 | 66.09% |
| November 30, 2023 | 66.09% |
| October 31, 2023 | 66.09% |
| September 30, 2023 | 66.09% |
| August 31, 2023 | 66.09% |
| July 31, 2023 | 66.09% |
| June 30, 2023 | 66.09% |
| May 31, 2023 | 66.09% |
| April 30, 2023 | 66.09% |
| March 31, 2023 | 66.09% |
| February 28, 2023 | 66.09% |
| January 31, 2023 | 66.09% |
| December 31, 2022 | 66.09% |
| November 30, 2022 | 66.09% |
| October 31, 2022 | 66.09% |
| Date | Value |
|---|---|
| September 30, 2022 | 65.92% |
| August 31, 2022 | 64.83% |
| July 31, 2022 | 64.83% |
| June 30, 2022 | 64.83% |
| May 31, 2022 | 64.83% |
| April 30, 2022 | 64.83% |
| March 31, 2022 | 64.83% |
| February 28, 2022 | 64.83% |
| January 31, 2022 | 64.83% |
| December 31, 2021 | 64.83% |
| November 30, 2021 | 64.83% |
| October 31, 2021 | 64.83% |
| September 30, 2021 | 64.83% |
| August 31, 2021 | 64.83% |
| July 31, 2021 | 64.83% |
| June 30, 2021 | 64.83% |
| May 31, 2021 | 64.83% |
| April 30, 2021 | 64.83% |
| March 31, 2021 | 64.83% |
| February 28, 2021 | 64.83% |
| January 31, 2021 | 64.83% |
| December 31, 2020 | 64.83% |
| November 30, 2020 | 64.83% |
| October 31, 2020 | 64.83% |
| September 30, 2020 | 64.83% |
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
33.82%
Minimum
Nov 2019
66.09%
Maximum
Oct 2022
63.31%
Average
64.83%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Atlas Copco AB | 47.97% |
| Sandvik AB | 51.19% |
| Assa Abloy AB | 45.66% |
| SKF AB | 56.38% |
| Precise Biometrics AB | 90.41% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.87 |
| Beta (5Y) | 1.901 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.40% |
| Historical Sharpe Ratio (5Y) | -0.0514 |
| Historical Sortino (5Y) | -0.0886 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.37% |