KHD Humboldt Wedag International AG (KHDHF)
1.50
0.00 (0.00%)
USD |
OTCM |
Nov 13, 16:00
KHD Humboldt Wedag International Max Drawdown (5Y): 75.19% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 75.19% |
| September 30, 2024 | 78.34% |
| August 31, 2024 | 78.34% |
| July 31, 2024 | 78.34% |
| June 30, 2024 | 78.34% |
| May 31, 2024 | 78.34% |
| April 30, 2024 | 78.60% |
| March 31, 2024 | 81.72% |
| February 29, 2024 | 82.51% |
| January 31, 2024 | 82.51% |
| December 31, 2023 | 82.80% |
| November 30, 2023 | 82.80% |
| October 31, 2023 | 85.21% |
| September 30, 2023 | 85.21% |
| August 31, 2023 | 85.21% |
| July 31, 2023 | 85.21% |
| June 30, 2023 | 85.21% |
| May 31, 2023 | 85.21% |
| April 30, 2023 | 85.21% |
| March 31, 2023 | 85.21% |
| February 28, 2023 | 85.21% |
| January 31, 2023 | 85.21% |
| December 31, 2022 | 85.21% |
| November 30, 2022 | 85.21% |
| October 31, 2022 | 85.21% |
| Date | Value |
|---|---|
| September 30, 2022 | 85.21% |
| August 31, 2022 | 85.21% |
| July 31, 2022 | 85.21% |
| June 30, 2022 | 85.21% |
| May 31, 2022 | 85.21% |
| April 30, 2022 | 85.21% |
| March 31, 2022 | 85.69% |
| February 28, 2022 | 86.40% |
| January 31, 2022 | 86.50% |
| December 31, 2021 | 87.61% |
| November 30, 2021 | 87.82% |
| October 31, 2021 | 88.83% |
| September 30, 2021 | 89.34% |
| August 31, 2021 | 89.34% |
| July 31, 2021 | 89.34% |
| June 30, 2021 | 89.34% |
| May 31, 2021 | 89.34% |
| April 30, 2021 | 89.34% |
| March 31, 2021 | 89.34% |
| February 28, 2021 | 89.34% |
| January 31, 2021 | 89.34% |
| December 31, 2020 | 89.34% |
| November 30, 2020 | 89.34% |
| October 31, 2020 | 89.34% |
| September 30, 2020 | 89.34% |
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
75.19%
Minimum
Oct 2024
89.34%
Maximum
Nov 2019
85.91%
Average
85.21%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| Siemens AG | 52.76% |
| DHL Group | 58.03% |
| Schmid Group NV | -- |
| Heramba Electric PLC | -- |
| XCHG Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.742 |
| Beta (5Y) | 0.0934 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.38% |
| Historical Sharpe Ratio (5Y) | -0.0107 |
| Historical Sortino (5Y) | -0.0221 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.13% |