Lonza Group Ltd (LZAGY)
53.86
-0.34
(-0.63%)
USD |
OTCM |
Jun 03, 16:08
Lonza Group Max Drawdown (5Y): 59.14% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 59.14% |
April 30, 2024 | 59.14% |
March 31, 2024 | 59.14% |
February 29, 2024 | 59.14% |
January 31, 2024 | 59.14% |
December 31, 2023 | 59.14% |
November 30, 2023 | 59.14% |
October 31, 2023 | 59.14% |
September 30, 2023 | 47.98% |
August 31, 2023 | 47.98% |
July 31, 2023 | 47.98% |
June 30, 2023 | 47.98% |
May 31, 2023 | 47.98% |
April 30, 2023 | 47.98% |
March 31, 2023 | 47.98% |
February 28, 2023 | 47.98% |
January 31, 2023 | 47.98% |
December 31, 2022 | 47.98% |
November 30, 2022 | 47.98% |
October 31, 2022 | 47.98% |
September 30, 2022 | 47.98% |
August 31, 2022 | 41.05% |
July 31, 2022 | 41.05% |
June 30, 2022 | 41.05% |
May 31, 2022 | 38.72% |
Date | Value |
---|---|
April 30, 2022 | 31.10% |
March 31, 2022 | 27.18% |
February 28, 2022 | 27.18% |
January 31, 2022 | 27.18% |
December 31, 2021 | 27.18% |
November 30, 2021 | 27.18% |
October 31, 2021 | 27.18% |
September 30, 2021 | 27.18% |
August 31, 2021 | 27.18% |
July 31, 2021 | 27.18% |
June 30, 2021 | 27.18% |
May 31, 2021 | 27.18% |
April 30, 2021 | 27.18% |
March 31, 2021 | 27.18% |
February 28, 2021 | 27.18% |
January 31, 2021 | 27.18% |
December 31, 2020 | 27.18% |
November 30, 2020 | 27.18% |
October 31, 2020 | 27.18% |
September 30, 2020 | 27.18% |
August 31, 2020 | 27.18% |
July 31, 2020 | 27.18% |
June 30, 2020 | 27.18% |
May 31, 2020 | 27.18% |
April 30, 2020 | 27.18% |
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
27.18%
Minimum
Jun 2019
59.14%
Maximum
Oct 2023
36.90%
Average
27.18%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
Roche Holding AG | 40.92% |
AC Immune SA | 89.55% |
CRISPR Therapeutics AG | 81.61% |
Addex Therapeutics Ltd | -- |
NLS Pharmaceutics Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.119 |
Beta (5Y) | 1.002 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.85% |
Historical Sharpe Ratio (5Y) | 0.3133 |
Historical Sortino (5Y) | 0.4793 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.39% |