Intrum AB (ITJTY)
2.61
+0.05
(+1.95%)
USD |
OTCM |
May 17, 14:00
Intrum Max Drawdown (5Y): 95.69% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 95.69% |
March 31, 2024 | 95.69% |
February 29, 2024 | 89.50% |
January 31, 2024 | 84.61% |
December 31, 2023 | 84.61% |
November 30, 2023 | 84.61% |
October 31, 2023 | 84.61% |
September 30, 2023 | 83.45% |
August 31, 2023 | 82.74% |
July 31, 2023 | 80.59% |
June 30, 2023 | 80.59% |
May 31, 2023 | 79.14% |
April 30, 2023 | 75.16% |
March 31, 2023 | 75.16% |
February 28, 2023 | 75.16% |
January 31, 2023 | 75.16% |
December 31, 2022 | 75.16% |
November 30, 2022 | 75.16% |
October 31, 2022 | 75.16% |
September 30, 2022 | 75.16% |
August 31, 2022 | 75.16% |
July 31, 2022 | 75.16% |
June 30, 2022 | 75.16% |
May 31, 2022 | 75.16% |
April 30, 2022 | 75.16% |
Date | Value |
---|---|
March 31, 2022 | 75.16% |
February 28, 2022 | 75.16% |
January 31, 2022 | 75.16% |
December 31, 2021 | 75.16% |
November 30, 2021 | 75.16% |
October 31, 2021 | 75.16% |
September 30, 2021 | 75.16% |
August 31, 2021 | 75.16% |
July 31, 2021 | 75.16% |
June 30, 2021 | 75.16% |
May 31, 2021 | 75.16% |
April 30, 2021 | 75.16% |
March 31, 2021 | 75.16% |
February 28, 2021 | 75.16% |
January 31, 2021 | 75.16% |
December 31, 2020 | 75.16% |
November 30, 2020 | 75.16% |
October 31, 2020 | 75.16% |
September 30, 2020 | 75.16% |
August 31, 2020 | 75.16% |
July 31, 2020 | 75.16% |
June 30, 2020 | 75.16% |
May 31, 2020 | 75.16% |
April 30, 2020 | 75.16% |
March 31, 2020 | 75.16% |
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
42.53%
Minimum
May 2019
95.69%
Maximum
Mar 2024
71.78%
Average
75.16%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Investor AB | 47.64% |
Swedbank AB | 57.05% |
Svenska Handelsbanken AB | 47.40% |
Skandinaviska Enskilda Banken AB | 46.05% |
byNordic Acquisition Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -53.46 |
Beta (5Y) | 1.555 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.49% |
Historical Sharpe Ratio (5Y) | -0.5877 |
Historical Sortino (5Y) | -0.8044 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.78% |