Hexagon AB (HXGBY)
10.68
+0.14
(+1.28%)
USD |
OTCM |
May 03, 16:00
Hexagon Max Drawdown (5Y): 53.61% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 53.61% |
March 31, 2024 | 53.61% |
February 29, 2024 | 53.61% |
January 31, 2024 | 53.61% |
December 31, 2023 | 53.61% |
November 30, 2023 | 53.61% |
October 31, 2023 | 53.61% |
September 30, 2023 | 51.92% |
August 31, 2023 | 49.28% |
July 31, 2023 | 49.02% |
June 30, 2023 | 49.02% |
May 31, 2023 | 49.02% |
April 30, 2023 | 49.02% |
March 31, 2023 | 49.02% |
February 28, 2023 | 49.02% |
January 31, 2023 | 49.02% |
December 31, 2022 | 49.02% |
November 30, 2022 | 49.02% |
October 31, 2022 | 49.02% |
September 30, 2022 | 48.82% |
August 31, 2022 | 44.12% |
July 31, 2022 | 44.12% |
June 30, 2022 | 44.12% |
May 31, 2022 | 44.12% |
April 30, 2022 | 44.12% |
Date | Value |
---|---|
March 31, 2022 | 44.12% |
February 28, 2022 | 44.12% |
January 31, 2022 | 44.12% |
December 31, 2021 | 44.12% |
November 30, 2021 | 44.12% |
October 31, 2021 | 44.12% |
September 30, 2021 | 44.12% |
August 31, 2021 | 44.12% |
July 31, 2021 | 44.12% |
June 30, 2021 | 44.12% |
May 31, 2021 | 44.12% |
April 30, 2021 | 44.12% |
March 31, 2021 | 44.12% |
February 28, 2021 | 44.12% |
January 31, 2021 | 44.12% |
December 31, 2020 | 44.12% |
November 30, 2020 | 44.12% |
October 31, 2020 | 44.12% |
September 30, 2020 | 44.12% |
August 31, 2020 | 44.12% |
July 31, 2020 | 44.12% |
June 30, 2020 | 44.12% |
May 31, 2020 | 44.12% |
April 30, 2020 | 44.12% |
March 31, 2020 | 44.12% |
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
29.13%
Minimum
May 2019
53.61%
Maximum
Oct 2023
43.84%
Average
44.12%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Telefonaktiebolaget L M Ericsson | 66.69% |
Neonode Inc | 97.29% |
XMReality AB | -- |
Dustin Group AB | -- |
Wyld Networks AB | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.02 |
Beta (5Y) | 1.508 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.00% |
Historical Sharpe Ratio (5Y) | 0.1329 |
Historical Sortino (5Y) | 0.2144 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.07% |