PostNL NV (PSTNY)
1.25
0.00 (0.00%)
USD |
OTCM |
Nov 22, 16:00
PostNL Max Drawdown (5Y): 74.85% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 74.85% |
| August 31, 2024 | 74.85% |
| July 31, 2024 | 74.85% |
| June 30, 2024 | 74.85% |
| May 31, 2024 | 71.38% |
| April 30, 2024 | 71.38% |
| March 31, 2024 | 71.38% |
| February 29, 2024 | 71.38% |
| January 31, 2024 | 71.38% |
| December 31, 2023 | 71.38% |
| November 30, 2023 | 71.38% |
| October 31, 2023 | 71.38% |
| September 30, 2023 | 71.38% |
| August 31, 2023 | 71.38% |
| July 31, 2023 | 71.38% |
| June 30, 2023 | 71.38% |
| May 31, 2023 | 70.74% |
| April 30, 2023 | 70.74% |
| March 31, 2023 | 70.74% |
| February 28, 2023 | 70.74% |
| January 31, 2023 | 69.75% |
| December 31, 2022 | 99.70% |
| November 30, 2022 | 99.70% |
| October 31, 2022 | 99.70% |
| September 30, 2022 | 99.70% |
| Date | Value |
|---|---|
| August 31, 2022 | 99.70% |
| July 31, 2022 | 99.70% |
| June 30, 2022 | 99.70% |
| May 31, 2022 | 99.70% |
| April 30, 2022 | 99.70% |
| March 31, 2022 | 99.70% |
| February 28, 2022 | 99.70% |
| January 31, 2022 | 99.70% |
| December 31, 2021 | 99.70% |
| November 30, 2021 | 99.70% |
| October 31, 2021 | 99.70% |
| September 30, 2021 | 99.70% |
| August 31, 2021 | 99.70% |
| July 31, 2021 | 99.70% |
| June 30, 2021 | 99.70% |
| May 31, 2021 | 99.70% |
| April 30, 2021 | 99.70% |
| March 31, 2021 | 99.70% |
| February 28, 2021 | 99.70% |
| January 31, 2021 | 99.70% |
| December 31, 2020 | 99.70% |
| November 30, 2020 | 99.70% |
| October 31, 2020 | 99.70% |
| September 30, 2020 | 99.70% |
| August 31, 2020 | 99.70% |
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
69.75%
Minimum
Jan 2023
99.70%
Maximum
Nov 2019
89.79%
Average
99.70%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| ICTS International NV | 62.50% |
| Airbus SE | 65.00% |
| Wolters Kluwer NV | 24.63% |
| Arcadis NV | 57.37% |
| Randstad NV | 54.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.858 |
| Beta (5Y) | -0.0537 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 124.6% |
| Historical Sharpe Ratio (5Y) | -0.0369 |
| Historical Sortino (5Y) | -0.1322 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.21% |