On Holding AG (ONON)
30.85
+0.65
(+2.15%)
USD |
NYSE |
Oct 02, 16:00
30.92
+0.08
(+0.24%)
Pre-Market: 09:16
On Max Drawdown (5Y) : 68.90% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 68.90% |
| August 31, 2026 | 68.90% |
| July 31, 2026 | 68.90% |
| June 30, 2026 | 68.90% |
| May 31, 2026 | 68.90% |
| April 30, 2026 | 68.90% |
| Date | Value |
|---|---|
| March 31, 2026 | 68.90% |
| February 28, 2026 | 68.90% |
| January 31, 2026 | 68.90% |
| December 31, 2025 | 68.90% |
| November 30, 2025 | 68.90% |
| October 31, 2025 | 68.90% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Deckers Outdoor Corp. | 65.26% |
| lululemon athletica, Inc. | 81.23% |
| NIKE, Inc. | 78.14% |
| Amer Sports, Inc. | -- |
| Compagnie Financière Richemont SA | 39.18% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.92 |
| Beta (5Y) | 2.077 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.45% |
| Historical Sharpe Ratio (5Y) | -0.0759 |
| Historical Sortino (5Y) | -0.1605 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.12% |