Logitech International SA (LOGI)
79.46
+1.36
(+1.74%)
USD |
NASDAQ |
Nov 21, 16:00
79.20
-0.26
(-0.33%)
After-Hours: 05:07
Logitech International Max Drawdown (5Y): 67.80% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 67.80% |
| September 30, 2024 | 67.80% |
| August 31, 2024 | 67.80% |
| July 31, 2024 | 67.80% |
| June 30, 2024 | 67.80% |
| May 31, 2024 | 67.80% |
| April 30, 2024 | 67.80% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
67.80%
Maximum
Oct 2022
54.40%
Average
55.89%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.247 |
| Beta (5Y) | 0.7810 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.43% |
| Historical Sharpe Ratio (5Y) | 0.3828 |
| Historical Sortino (5Y) | 0.8848 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.09% |