Materialise NV (MTLS)

7.45 -0.20 (-2.61%) USD  |  NASDAQ  |  Dec 20, 16:00
7.42 -0.03 (-0.40%) After-Hours: 20:00
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Materialise Max Drawdown (5Y): 94.14% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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) -33.85
Beta (5Y) 1.196
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 62.44%
Historical Sharpe Ratio (5Y) -0.2862
Historical Sortino (5Y) -0.5953
Monthly Value at Risk (VaR) 5% (5Y Lookback) 22.12%