LPKF Laser & Electronics SE (LPKFF)
9.14
0.00 (0.00%)
USD |
OTCM |
May 06, 16:00
LPKF Laser & Electronics Max Drawdown (5Y): 81.30% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 81.30% |
March 31, 2024 | 81.30% |
February 29, 2024 | 81.30% |
January 31, 2024 | 81.30% |
December 31, 2023 | 81.30% |
November 30, 2023 | 81.30% |
October 31, 2023 | 81.30% |
September 30, 2023 | 81.07% |
August 31, 2023 | 81.07% |
July 31, 2023 | 81.07% |
June 30, 2023 | 81.07% |
May 31, 2023 | 81.07% |
April 30, 2023 | 81.07% |
March 31, 2023 | 81.07% |
February 28, 2023 | 81.07% |
January 31, 2023 | 81.07% |
December 31, 2022 | 81.07% |
November 30, 2022 | 81.07% |
October 31, 2022 | 81.07% |
September 30, 2022 | 79.03% |
August 31, 2022 | 77.52% |
July 31, 2022 | 76.01% |
June 30, 2022 | 75.43% |
May 31, 2022 | 73.40% |
April 30, 2022 | 73.40% |
Date | Value |
---|---|
March 31, 2022 | 73.40% |
February 28, 2022 | 73.40% |
January 31, 2022 | 73.40% |
December 31, 2021 | 73.40% |
November 30, 2021 | 73.40% |
October 31, 2021 | 73.47% |
September 30, 2021 | 74.58% |
August 31, 2021 | 74.58% |
July 31, 2021 | 74.58% |
June 30, 2021 | 74.58% |
May 31, 2021 | 74.58% |
April 30, 2021 | 74.58% |
March 31, 2021 | 76.99% |
February 28, 2021 | 77.74% |
January 31, 2021 | 77.74% |
December 31, 2020 | 77.74% |
November 30, 2020 | 77.74% |
October 31, 2020 | 77.74% |
September 30, 2020 | 77.74% |
August 31, 2020 | 77.74% |
July 31, 2020 | 77.74% |
June 30, 2020 | 77.74% |
May 31, 2020 | 77.74% |
April 30, 2020 | 77.74% |
March 31, 2020 | 77.74% |
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
73.40%
Minimum
Nov 2021
81.30%
Maximum
Oct 2023
77.87%
Average
77.74%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Siemens AG | 52.76% |
KHD Humboldt Wedag International AG | 78.60% |
DHL Group | 58.03% |
Lilium NV | -- |
Schmid Group NV | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.67 |
Beta (5Y) | 1.196 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.45% |
Historical Sharpe Ratio (5Y) | -0.0535 |
Historical Sortino (5Y) | -0.1103 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.85% |