Materialise NV (MTLS)
7.48
+0.36
(+5.06%)
USD |
NASDAQ |
Nov 21, 16:00
7.465
-0.02
(-0.20%)
After-Hours: 20:00
Materialise Max Drawdown (5Y): 94.14% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 94.14% |
| September 30, 2024 | 94.14% |
| August 31, 2024 | 94.14% |
| July 31, 2024 | 94.14% |
| June 30, 2024 | 94.13% |
| May 31, 2024 | 93.95% |
| April 30, 2024 | 93.95% |
| March 31, 2024 | 93.86% |
| February 29, 2024 | 93.85% |
| January 31, 2024 | 93.85% |
| December 31, 2023 | 93.85% |
| November 30, 2023 | 93.85% |
| October 31, 2023 | 93.85% |
| September 30, 2023 | 93.39% |
| August 31, 2023 | 91.75% |
| July 31, 2023 | 90.76% |
| June 30, 2023 | 90.76% |
| May 31, 2023 | 90.76% |
| April 30, 2023 | 90.76% |
| March 31, 2023 | 90.76% |
| February 28, 2023 | 89.44% |
| January 31, 2023 | 89.44% |
| December 31, 2022 | 89.37% |
| November 30, 2022 | 88.51% |
| October 31, 2022 | 87.37% |
| Date | Value |
|---|---|
| September 30, 2022 | 86.77% |
| August 31, 2022 | 85.96% |
| July 31, 2022 | 84.35% |
| June 30, 2022 | 84.35% |
| May 31, 2022 | 82.65% |
| April 30, 2022 | 80.65% |
| March 31, 2022 | 78.22% |
| February 28, 2022 | 77.71% |
| January 31, 2022 | 77.71% |
| December 31, 2021 | 76.52% |
| November 30, 2021 | 76.52% |
| October 31, 2021 | 76.52% |
| September 30, 2021 | 76.00% |
| August 31, 2021 | 76.00% |
| July 31, 2021 | 76.00% |
| June 30, 2021 | 72.08% |
| May 31, 2021 | 70.63% |
| April 30, 2021 | 62.99% |
| March 31, 2021 | 62.48% |
| February 28, 2021 | 57.75% |
| January 31, 2021 | 62.79% |
| December 31, 2020 | 62.79% |
| November 30, 2020 | 62.79% |
| October 31, 2020 | 62.79% |
| September 30, 2020 | 62.79% |
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
57.75%
Minimum
Feb 2021
94.14%
Maximum
Jul 2024
79.48%
Average
81.65%
Median
Max Drawdown (5Y) Benchmarks
| Sequans Communications SA | 96.23% |
| Barco NV | 69.81% |
| EVS Broadcast Equipment SA | -- |
| X-FAB Silicon Foundries SE | -- |
| Melexis NV | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -37.65 |
| Beta (5Y) | 1.114 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.99% |
| Historical Sharpe Ratio (5Y) | -0.3815 |
| Historical Sortino (5Y) | -0.7735 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.12% |