Chocoladefabriken Lindt & Spruengli AG (LDSVF)
11405.29
-227.10
(-1.95%)
USD |
OTCM |
May 07, 12:41
Chocoladefabriken Lindt & Spruengli Max Drawdown (5Y): 34.05% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 34.05% |
March 31, 2024 | 34.05% |
February 29, 2024 | 34.05% |
January 31, 2024 | 34.05% |
December 31, 2023 | 34.05% |
November 30, 2023 | 34.05% |
October 31, 2023 | 34.05% |
September 30, 2023 | 34.05% |
August 31, 2023 | 34.05% |
July 31, 2023 | 34.05% |
June 30, 2023 | 34.05% |
May 31, 2023 | 34.05% |
April 30, 2023 | 34.05% |
March 31, 2023 | 34.05% |
February 28, 2023 | 34.05% |
January 31, 2023 | 34.05% |
December 31, 2022 | 34.05% |
November 30, 2022 | 34.05% |
October 31, 2022 | 34.05% |
September 30, 2022 | 33.33% |
August 31, 2022 | 33.33% |
July 31, 2022 | 33.33% |
June 30, 2022 | 33.33% |
May 31, 2022 | 30.78% |
April 30, 2022 | 26.45% |
Date | Value |
---|---|
March 31, 2022 | 26.45% |
February 28, 2022 | 24.95% |
January 31, 2022 | 24.95% |
December 31, 2021 | 24.95% |
November 30, 2021 | 24.95% |
October 31, 2021 | 24.95% |
September 30, 2021 | 26.76% |
August 31, 2021 | 26.76% |
July 31, 2021 | 26.76% |
June 30, 2021 | 26.76% |
May 31, 2021 | 26.76% |
April 30, 2021 | 26.76% |
March 31, 2021 | 26.76% |
February 28, 2021 | 26.76% |
January 31, 2021 | 26.76% |
December 31, 2020 | 26.76% |
November 30, 2020 | 26.76% |
October 31, 2020 | 26.76% |
September 30, 2020 | 26.76% |
August 31, 2020 | 26.76% |
July 31, 2020 | 26.76% |
June 30, 2020 | 26.76% |
May 31, 2020 | 26.76% |
April 30, 2020 | 26.76% |
March 31, 2020 | 26.76% |
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
24.95%
Minimum
Oct 2021
34.05%
Maximum
Oct 2022
29.41%
Average
26.76%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Nestle SA | 25.08% |
Coca-Cola HBC AG | 51.91% |
Barry Callebaut AG | 51.09% |
DSM Firmenich AG | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.794 |
Beta (5Y) | 0.8236 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.58% |
Historical Sharpe Ratio (5Y) | 0.4681 |
Historical Sortino (5Y) | 0.7191 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.77% |