Koninklijke DSM NV (KDSKF)
35.00
0.00 (0.00%)
USD |
OTCM |
May 16, 16:00
Koninklijke DSM Max Drawdown (5Y): 94.52% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 94.52% |
| March 31, 2024 | 94.52% |
| February 29, 2024 | 94.52% |
| January 31, 2024 | 94.52% |
| December 31, 2023 | 94.52% |
| November 30, 2023 | 86.85% |
| October 31, 2023 | 86.85% |
| September 30, 2023 | 86.85% |
| August 31, 2023 | 69.33% |
| July 31, 2023 | 69.33% |
| June 30, 2023 | 53.40% |
| May 31, 2023 | 53.40% |
| April 30, 2023 | 53.40% |
| March 31, 2023 | 53.40% |
| February 28, 2023 | 53.40% |
| January 31, 2023 | 53.40% |
| December 31, 2022 | 53.40% |
| November 30, 2022 | 53.40% |
| October 31, 2022 | 53.40% |
| September 30, 2022 | 53.40% |
| August 31, 2022 | 44.67% |
| July 31, 2022 | 39.41% |
| June 30, 2022 | 39.41% |
| May 31, 2022 | 39.21% |
| April 30, 2022 | 30.85% |
| Date | Value |
|---|---|
| March 31, 2022 | 30.75% |
| February 28, 2022 | 28.69% |
| January 31, 2022 | 28.69% |
| December 31, 2021 | 28.69% |
| November 30, 2021 | 28.69% |
| October 31, 2021 | 28.69% |
| September 30, 2021 | 28.69% |
| August 31, 2021 | 28.69% |
| July 31, 2021 | 28.69% |
| June 30, 2021 | 28.69% |
| May 31, 2021 | 28.69% |
| April 30, 2021 | 28.69% |
| March 31, 2021 | 28.69% |
| February 28, 2021 | 28.69% |
| January 31, 2021 | 28.69% |
| December 31, 2020 | 33.39% |
| November 30, 2020 | 37.31% |
| October 31, 2020 | 37.31% |
| September 30, 2020 | 37.31% |
| August 31, 2020 | 41.22% |
| July 31, 2020 | 41.22% |
| June 30, 2020 | 41.22% |
| May 31, 2020 | 41.22% |
| April 30, 2020 | 41.22% |
| March 31, 2020 | 41.22% |
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
28.69%
Minimum
Jan 2021
94.52%
Maximum
Dec 2023
47.28%
Average
41.22%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Corbion NV | 71.55% |
| Akzo Nobel NV | 57.67% |
| Avantium NV | -- |
| IMCD NV | 48.96% |
| OCI NV | 72.43% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.37 |
| Beta (5Y) | 0.9227 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 128.6% |
| Historical Sharpe Ratio (5Y) | -0.1717 |
| Historical Sortino (5Y) | -0.4124 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.16% |