Intrum AB (ITJTY)
0.3111
0.00 (0.00%)
USD |
OTCM |
Sep 11, 16:00
Intrum Max Drawdown (5Y) : 99.05% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 99.05% |
| July 31, 2026 | 99.05% |
| June 30, 2026 | 95.69% |
| May 31, 2026 | 95.69% |
| April 30, 2026 | 95.69% |
| March 31, 2026 | 95.69% |
| February 28, 2026 | 95.69% |
| January 31, 2026 | 95.69% |
| December 31, 2025 | 95.69% |
| November 30, 2025 | 95.69% |
| October 31, 2025 | 95.69% |
| September 30, 2025 | 95.69% |
| August 31, 2025 | 95.69% |
| July 31, 2025 | 95.69% |
| June 30, 2025 | 95.69% |
| May 31, 2025 | 95.69% |
| April 30, 2025 | 95.69% |
| March 31, 2025 | 95.69% |
| February 28, 2025 | 95.69% |
| January 31, 2025 | 95.69% |
| December 31, 2024 | 95.69% |
| November 30, 2024 | 95.69% |
| October 31, 2024 | 95.69% |
| September 30, 2024 | 95.69% |
| August 31, 2024 | 95.69% |
| Date | Value |
|---|---|
| July 31, 2024 | 95.69% |
| June 30, 2024 | 95.69% |
| May 31, 2024 | 95.69% |
| 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% |
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
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Minimum
--
Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Loomis AB | 34.29% |
| doValue SpA | 95.92% |
| Sdiptech AB | -- |
| Securitas AB | 58.23% |
| MHHC Enterprises, Inc. | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -71.80 |
| Beta (5Y) | 1.092 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 84.21% |
| Historical Sharpe Ratio (5Y) | -0.7349 |
| Historical Sortino (5Y) | -1.005 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 44.50% |