NIBE Industrier AB (NDRBF)
4.488
0.00 (0.00%)
USD |
OTCM |
May 07, 16:00
NIBE Industrier Max Drawdown (5Y): 70.99% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 70.99% |
| March 31, 2024 | 68.24% |
| February 29, 2024 | 63.98% |
| January 31, 2024 | 63.49% |
| December 31, 2023 | 62.08% |
| November 30, 2023 | 62.08% |
| October 31, 2023 | 62.08% |
| September 30, 2023 | 61.82% |
| August 31, 2023 | 54.41% |
| July 31, 2023 | 54.41% |
| June 30, 2023 | 54.41% |
| May 31, 2023 | 54.41% |
| April 30, 2023 | 54.41% |
| March 31, 2023 | 54.41% |
| February 28, 2023 | 54.41% |
| January 31, 2023 | 54.41% |
| December 31, 2022 | 54.41% |
| November 30, 2022 | 54.41% |
| October 31, 2022 | 54.41% |
| September 30, 2022 | 54.41% |
| August 31, 2022 | 54.41% |
| July 31, 2022 | 54.41% |
| June 30, 2022 | 54.41% |
| May 31, 2022 | 45.03% |
| April 30, 2022 | 43.93% |
| Date | Value |
|---|---|
| March 31, 2022 | 43.93% |
| February 28, 2022 | 43.93% |
| January 31, 2022 | 41.57% |
| December 31, 2021 | 23.82% |
| November 30, 2021 | 23.82% |
| October 31, 2021 | 23.82% |
| September 30, 2021 | 23.82% |
| August 31, 2021 | 23.82% |
| July 31, 2021 | 23.82% |
| June 30, 2021 | 23.82% |
| May 31, 2021 | 23.82% |
| April 30, 2021 | 23.82% |
| March 31, 2021 | 23.82% |
| February 28, 2021 | 23.82% |
| January 31, 2021 | 23.82% |
| December 31, 2020 | 23.82% |
| November 30, 2020 | 23.82% |
| October 31, 2020 | 23.82% |
| September 30, 2020 | 23.82% |
| August 31, 2020 | 23.82% |
| July 31, 2020 | 23.82% |
| June 30, 2020 | 23.82% |
| May 31, 2020 | 23.82% |
| April 30, 2020 | 23.82% |
| March 31, 2020 | 23.82% |
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
22.63%
Minimum
May 2019
70.99%
Maximum
Apr 2024
38.33%
Average
23.82%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Securitas AB | 60.86% |
| Husqvarna AB | 66.09% |
| Atlas Copco AB | 47.97% |
| Sandvik AB | 51.19% |
| Assa Abloy AB | 45.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.108 |
| Beta (5Y) | 1.200 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.17% |
| Historical Sharpe Ratio (5Y) | 0.0867 |
| Historical Sortino (5Y) | 0.1483 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.66% |