Koninklijke Philips NV (RYLPF)
26.00
0.00 (0.00%)
USD |
OTCM |
Nov 15, 16:00
Koninklijke Philips Max Drawdown (5Y): 79.37% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 79.37% |
| September 30, 2024 | 79.37% |
| August 31, 2024 | 79.37% |
| July 31, 2024 | 79.37% |
| June 30, 2024 | 79.37% |
| May 31, 2024 | 79.37% |
| April 30, 2024 | 79.37% |
| March 31, 2024 | 79.37% |
| February 29, 2024 | 79.37% |
| January 31, 2024 | 79.37% |
| December 31, 2023 | 79.37% |
| November 30, 2023 | 79.37% |
| October 31, 2023 | 79.37% |
| September 30, 2023 | 79.37% |
| August 31, 2023 | 79.37% |
| July 31, 2023 | 79.37% |
| June 30, 2023 | 79.37% |
| May 31, 2023 | 79.37% |
| April 30, 2023 | 79.37% |
| March 31, 2023 | 79.37% |
| February 28, 2023 | 79.37% |
| January 31, 2023 | 79.37% |
| December 31, 2022 | 79.37% |
| November 30, 2022 | 79.37% |
| October 31, 2022 | 78.69% |
| Date | Value |
|---|---|
| September 30, 2022 | 74.01% |
| August 31, 2022 | 71.50% |
| July 31, 2022 | 65.05% |
| June 30, 2022 | 64.86% |
| May 31, 2022 | 60.36% |
| April 30, 2022 | 57.39% |
| March 31, 2022 | 50.85% |
| February 28, 2022 | 47.33% |
| January 31, 2022 | 47.33% |
| December 31, 2021 | 44.22% |
| November 30, 2021 | 41.56% |
| October 31, 2021 | 38.47% |
| September 30, 2021 | 38.47% |
| August 31, 2021 | 38.47% |
| July 31, 2021 | 38.47% |
| June 30, 2021 | 38.47% |
| May 31, 2021 | 38.47% |
| April 30, 2021 | 38.47% |
| March 31, 2021 | 38.47% |
| February 28, 2021 | 38.47% |
| January 31, 2021 | 38.47% |
| December 31, 2020 | 38.47% |
| November 30, 2020 | 38.47% |
| October 31, 2020 | 38.47% |
| September 30, 2020 | 38.47% |
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
25.60%
Minimum
Nov 2019
79.37%
Maximum
Nov 2022
58.00%
Average
58.88%
Median
Max Drawdown (5Y) Benchmarks
| uniQure NV | 94.93% |
| ProQR Therapeutics NV | 97.50% |
| Merus NV | 67.42% |
| argenx SE | 38.20% |
| Pharming Group | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.69 |
| Beta (5Y) | 0.7095 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.95% |
| Historical Sharpe Ratio (5Y) | -0.1721 |
| Historical Sortino (5Y) | -0.2745 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.99% |