Koninklijke Philips NV (RYLPF)

25.00 0.00 (0.00%) USD  |  OTCM  |  Dec 17, 16:00
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Koninklijke Philips Max Drawdown (5Y): 79.37% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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) -19.72
Beta (5Y) 0.6497
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 38.55%
Historical Sharpe Ratio (5Y) -0.2865
Historical Sortino (5Y) -0.4598
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.02%