Logitech International SA (LOGI)
79.42
+0.42
(+0.53%)
USD |
NASDAQ |
Apr 24, 16:00
79.42
0.00 (0.00%)
After-Hours: 20:00
Logitech International Max Drawdown (5Y): 67.80% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 67.80% |
February 29, 2024 | 67.80% |
January 31, 2024 | 67.80% |
December 31, 2023 | 67.80% |
November 30, 2023 | 67.80% |
October 31, 2023 | 67.80% |
September 30, 2023 | 67.80% |
August 31, 2023 | 67.80% |
July 31, 2023 | 67.80% |
June 30, 2023 | 67.80% |
May 31, 2023 | 67.80% |
April 30, 2023 | 67.80% |
March 31, 2023 | 67.80% |
February 28, 2023 | 67.80% |
January 31, 2023 | 67.80% |
December 31, 2022 | 67.80% |
November 30, 2022 | 67.80% |
October 31, 2022 | 67.80% |
September 30, 2022 | 66.84% |
August 31, 2022 | 63.40% |
July 31, 2022 | 62.75% |
June 30, 2022 | 62.75% |
May 31, 2022 | 58.45% |
April 30, 2022 | 53.34% |
March 31, 2022 | 49.51% |
Date | Value |
---|---|
February 28, 2022 | 47.22% |
January 31, 2022 | 45.80% |
December 31, 2021 | 43.53% |
November 30, 2021 | 42.74% |
October 31, 2021 | 40.54% |
September 30, 2021 | 40.54% |
August 31, 2021 | 40.54% |
July 31, 2021 | 40.54% |
June 30, 2021 | 40.54% |
May 31, 2021 | 40.54% |
April 30, 2021 | 40.54% |
March 31, 2021 | 40.54% |
February 28, 2021 | 40.54% |
January 31, 2021 | 40.54% |
December 31, 2020 | 40.54% |
November 30, 2020 | 40.54% |
October 31, 2020 | 40.54% |
September 30, 2020 | 40.54% |
August 31, 2020 | 40.54% |
July 31, 2020 | 40.54% |
June 30, 2020 | 40.54% |
May 31, 2020 | 40.54% |
April 30, 2020 | 40.54% |
March 31, 2020 | 40.54% |
February 29, 2020 | 40.54% |
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
40.54%
Minimum
Apr 2019
67.80%
Maximum
Oct 2022
51.22%
Average
40.54%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 8.366 |
Beta (5Y) | 0.7148 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.81% |
Historical Sharpe Ratio (5Y) | 0.4942 |
Historical Sortino (5Y) | 1.056 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.95% |