Investor AB (IVSBF)
24.99
+0.32
(+1.30%)
USD |
OTCM |
May 02, 16:00
Investor Max Drawdown (5Y): 47.64% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 47.64% |
| March 31, 2024 | 47.64% |
| February 29, 2024 | 47.64% |
| January 31, 2024 | 47.64% |
| December 31, 2023 | 47.64% |
| November 30, 2023 | 47.64% |
| October 31, 2023 | 47.64% |
| September 30, 2023 | 47.64% |
| August 31, 2023 | 47.64% |
| July 31, 2023 | 47.64% |
| June 30, 2023 | 47.64% |
| May 31, 2023 | 47.64% |
| April 30, 2023 | 47.64% |
| March 31, 2023 | 47.64% |
| February 28, 2023 | 47.64% |
| January 31, 2023 | 47.64% |
| December 31, 2022 | 47.64% |
| November 30, 2022 | 47.64% |
| October 31, 2022 | 47.64% |
| September 30, 2022 | 47.64% |
| August 31, 2022 | 38.56% |
| July 31, 2022 | 38.56% |
| June 30, 2022 | 38.56% |
| May 31, 2022 | 38.56% |
| April 30, 2022 | 38.56% |
| Date | Value |
|---|---|
| March 31, 2022 | 38.56% |
| February 28, 2022 | 38.56% |
| January 31, 2022 | 38.56% |
| December 31, 2021 | 38.56% |
| November 30, 2021 | 38.56% |
| October 31, 2021 | 38.56% |
| September 30, 2021 | 38.56% |
| August 31, 2021 | 38.56% |
| July 31, 2021 | 38.56% |
| June 30, 2021 | 38.56% |
| May 31, 2021 | 38.56% |
| April 30, 2021 | 38.56% |
| March 31, 2021 | 38.56% |
| February 28, 2021 | 38.56% |
| January 31, 2021 | 38.56% |
| December 31, 2020 | 38.56% |
| November 30, 2020 | 38.56% |
| October 31, 2020 | 38.56% |
| September 30, 2020 | 38.56% |
| August 31, 2020 | 38.56% |
| July 31, 2020 | 38.56% |
| June 30, 2020 | 38.56% |
| May 31, 2020 | 38.56% |
| April 30, 2020 | 38.56% |
| March 31, 2020 | 38.56% |
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
24.80%
Minimum
May 2019
47.64%
Maximum
Sep 2022
39.29%
Average
38.56%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Swedbank AB | 57.05% |
| Svenska Handelsbanken AB | 47.40% |
| Skandinaviska Enskilda Banken AB | 46.05% |
| Intrum AB | 95.69% |
| byNordic Acquisition Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.317 |
| Beta (5Y) | 1.160 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.48% |
| Historical Sharpe Ratio (5Y) | 0.5512 |
| Historical Sortino (5Y) | 0.7734 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.02% |