Loomis AB (LOIMF)
47.50
0.00 (0.00%)
USD |
OTCM |
Oct 05, 16:00
Loomis Max Drawdown (5Y) : 34.29% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 34.29% |
| August 31, 2026 | 34.29% |
| July 31, 2026 | 34.29% |
| June 30, 2026 | 34.29% |
| May 31, 2026 | 34.29% |
| April 30, 2026 | 34.29% |
| March 31, 2026 | 34.29% |
| February 28, 2026 | 34.29% |
| January 31, 2026 | 34.29% |
| December 31, 2025 | 34.29% |
| November 30, 2025 | 40.97% |
| October 31, 2025 | 40.97% |
| September 30, 2025 | 40.97% |
| August 31, 2025 | 40.97% |
| July 31, 2025 | 40.97% |
| June 30, 2025 | 40.97% |
| May 31, 2025 | 42.71% |
| April 30, 2025 | 42.71% |
| March 31, 2025 | 47.87% |
| February 28, 2025 | 47.87% |
| January 31, 2025 | 47.87% |
| December 31, 2024 | 47.87% |
| November 30, 2024 | 47.87% |
| October 31, 2024 | 47.87% |
| September 30, 2024 | 47.87% |
| Date | Value |
|---|---|
| August 31, 2024 | 47.87% |
| July 31, 2024 | 47.87% |
| June 30, 2024 | 47.87% |
| May 31, 2024 | 47.87% |
| April 30, 2024 | 47.87% |
| March 31, 2024 | 47.87% |
| February 29, 2024 | 47.87% |
| January 31, 2024 | 47.87% |
| December 31, 2023 | 47.87% |
| November 30, 2023 | 47.87% |
| October 31, 2023 | 47.87% |
| September 30, 2023 | 47.87% |
| August 31, 2023 | 47.87% |
| July 31, 2023 | 47.87% |
| June 30, 2023 | 47.87% |
| May 31, 2023 | 47.87% |
| April 30, 2023 | 47.87% |
| March 31, 2023 | 47.87% |
| February 28, 2023 | 47.87% |
| January 31, 2023 | 47.87% |
| December 31, 2022 | 47.87% |
| November 30, 2022 | 47.87% |
| October 31, 2022 | 47.87% |
| September 30, 2022 | 47.87% |
| August 31, 2022 | 47.87% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Securitas AB | 58.23% |
| The Brink's Co. | 48.05% |
| SECOM Co., Ltd. | 45.22% |
| ASSA ABLOY AB | 45.66% |
| MITIE Group Plc | 81.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 12.68 |
| Beta (5Y) | -0.1087 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.03% |
| Historical Sharpe Ratio (5Y) | 0.4289 |
| Historical Sortino (5Y) | 0.9221 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.38% |