Komax Holding AG (KMAAF)
122.35
0.00 (0.00%)
USD |
OTCM |
Nov 13, 16:00
Komax Max Drawdown (5Y): 58.26% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 58.26% |
| September 30, 2024 | 58.26% |
| August 31, 2024 | 58.26% |
| July 31, 2024 | 58.26% |
| June 30, 2024 | 58.26% |
| May 31, 2024 | 58.26% |
| April 30, 2024 | 58.26% |
| March 31, 2024 | 58.26% |
| February 29, 2024 | 58.26% |
| January 31, 2024 | 58.26% |
| December 31, 2023 | 58.26% |
| November 30, 2023 | 58.26% |
| October 31, 2023 | 58.26% |
| September 30, 2023 | 58.26% |
| August 31, 2023 | 58.26% |
| July 31, 2023 | 58.26% |
| June 30, 2023 | 58.26% |
| May 31, 2023 | 58.26% |
| April 30, 2023 | 58.26% |
| March 31, 2023 | 58.26% |
| February 28, 2023 | 58.26% |
| January 31, 2023 | 58.26% |
| December 31, 2022 | 58.26% |
| November 30, 2022 | 58.26% |
| October 31, 2022 | 58.26% |
| Date | Value |
|---|---|
| September 30, 2022 | 58.26% |
| August 31, 2022 | 58.26% |
| July 31, 2022 | 58.26% |
| June 30, 2022 | 58.26% |
| May 31, 2022 | 58.26% |
| April 30, 2022 | 58.26% |
| March 31, 2022 | 58.26% |
| February 28, 2022 | 58.26% |
| January 31, 2022 | 58.26% |
| December 31, 2021 | 58.26% |
| November 30, 2021 | 58.26% |
| October 31, 2021 | 58.26% |
| September 30, 2021 | 58.26% |
| August 31, 2021 | 58.26% |
| July 31, 2021 | 58.26% |
| June 30, 2021 | 58.26% |
| May 31, 2021 | 58.26% |
| April 30, 2021 | 58.26% |
| March 31, 2021 | 58.26% |
| February 28, 2021 | 58.26% |
| January 31, 2021 | 58.26% |
| December 31, 2020 | 58.26% |
| November 30, 2020 | 58.26% |
| October 31, 2020 | 58.26% |
| September 30, 2020 | 58.26% |
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
27.62%
Minimum
Nov 2019
58.26%
Maximum
Apr 2020
55.70%
Average
58.26%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| ABB Ltd | 43.87% |
| Schindler Holding AG | 53.26% |
| SGS AG | 36.89% |
| Kuehne + Nagel International AG | 47.20% |
| Geberit AG | 50.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.063 |
| Beta (5Y) | -0.162 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.56% |
| Historical Sharpe Ratio (5Y) | -0.1351 |
| Historical Sortino (5Y) | -0.2593 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.06% |