Koninklijke Philips NV (PHG)
26.39
+0.01
(+0.04%)
USD |
NYSE |
Nov 22, 16:00
26.39
0.00 (0.00%)
After-Hours: 20:00
Koninklijke Philips Max Drawdown (5Y): 79.65% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 79.65% |
| September 30, 2024 | 79.65% |
| August 31, 2024 | 79.65% |
| July 31, 2024 | 79.65% |
| June 30, 2024 | 79.65% |
| May 31, 2024 | 79.65% |
| April 30, 2024 | 79.65% |
| March 31, 2024 | 79.65% |
| February 29, 2024 | 79.65% |
| January 31, 2024 | 79.65% |
| December 31, 2023 | 79.65% |
| November 30, 2023 | 79.65% |
| October 31, 2023 | 79.65% |
| September 30, 2023 | 79.65% |
| August 31, 2023 | 79.65% |
| July 31, 2023 | 79.65% |
| June 30, 2023 | 79.65% |
| May 31, 2023 | 79.65% |
| April 30, 2023 | 79.65% |
| March 31, 2023 | 79.65% |
| February 28, 2023 | 79.65% |
| January 31, 2023 | 79.65% |
| December 31, 2022 | 79.65% |
| November 30, 2022 | 79.65% |
| October 31, 2022 | 78.11% |
| Date | Value |
|---|---|
| September 30, 2022 | 74.13% |
| August 31, 2022 | 71.28% |
| July 31, 2022 | 64.60% |
| June 30, 2022 | 64.60% |
| May 31, 2022 | 59.65% |
| April 30, 2022 | 57.28% |
| March 31, 2022 | 50.85% |
| February 28, 2022 | 46.45% |
| January 31, 2022 | 46.45% |
| December 31, 2021 | 43.52% |
| November 30, 2021 | 41.37% |
| October 31, 2021 | 36.81% |
| September 30, 2021 | 36.81% |
| August 31, 2021 | 36.81% |
| July 31, 2021 | 36.81% |
| June 30, 2021 | 36.81% |
| May 31, 2021 | 36.81% |
| April 30, 2021 | 36.81% |
| March 31, 2021 | 36.81% |
| February 28, 2021 | 36.81% |
| January 31, 2021 | 36.81% |
| December 31, 2020 | 36.81% |
| November 30, 2020 | 36.81% |
| October 31, 2020 | 36.81% |
| September 30, 2020 | 36.81% |
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
35.73%
Minimum
Nov 2019
79.65%
Maximum
Nov 2022
58.15%
Average
58.46%
Median
Max Drawdown (5Y) Benchmarks
| DBV Technologies SA | 97.67% |
| Edap TMS SA | 80.70% |
| Adaptimmune Therapeutics PLC | 96.57% |
| Akari Therapeutics PLC | 98.63% |
| NuCana PLC | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.18 |
| Beta (5Y) | 0.7611 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.80% |
| Historical Sharpe Ratio (5Y) | -0.2411 |
| Historical Sortino (5Y) | -0.3995 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.82% |