Straumann Holding AG (SAUHY)
12.85
-0.08
(-0.62%)
USD |
OTCM |
May 03, 16:00
Straumann Max Drawdown (5Y): 60.96% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 60.96% |
| March 31, 2024 | 60.96% |
| February 29, 2024 | 60.96% |
| January 31, 2024 | 60.96% |
| December 31, 2023 | 60.96% |
| November 30, 2023 | 60.96% |
| October 31, 2023 | 60.96% |
| September 30, 2023 | 60.96% |
| August 31, 2023 | 60.96% |
| July 31, 2023 | 60.96% |
| June 30, 2023 | 60.96% |
| May 31, 2023 | 60.96% |
| April 30, 2023 | 60.96% |
| March 31, 2023 | 60.96% |
| February 28, 2023 | 60.96% |
| January 31, 2023 | 60.96% |
| December 31, 2022 | 60.96% |
| November 30, 2022 | 60.96% |
| October 31, 2022 | 60.96% |
| September 30, 2022 | 60.96% |
| August 31, 2022 | 55.15% |
| July 31, 2022 | 55.15% |
| June 30, 2022 | 55.15% |
| May 31, 2022 | 53.47% |
| April 30, 2022 | 49.95% |
| Date | Value |
|---|---|
| March 31, 2022 | 45.59% |
| February 28, 2022 | 45.59% |
| January 31, 2022 | 45.59% |
| December 31, 2021 | 45.59% |
| November 30, 2021 | 45.59% |
| October 31, 2021 | 45.59% |
| September 30, 2021 | 45.59% |
| August 31, 2021 | 45.59% |
| July 31, 2021 | 45.59% |
| June 30, 2021 | 45.59% |
| May 31, 2021 | 45.59% |
| April 30, 2021 | 45.59% |
| March 31, 2021 | 45.59% |
| February 28, 2021 | 45.59% |
| January 31, 2021 | 45.59% |
| December 31, 2020 | 45.59% |
| November 30, 2020 | 45.59% |
| October 31, 2020 | 45.59% |
| September 30, 2020 | 45.59% |
| August 31, 2020 | 45.59% |
| July 31, 2020 | 45.59% |
| June 30, 2020 | 45.59% |
| May 31, 2020 | 45.59% |
| April 30, 2020 | 45.59% |
| March 31, 2020 | 45.59% |
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
28.69%
Minimum
May 2019
60.96%
Maximum
Sep 2022
48.58%
Average
45.59%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| AC Immune SA | 89.55% |
| CRISPR Therapeutics AG | 81.61% |
| Addex Therapeutics Ltd | -- |
| NLS Pharmaceutics Ltd | -- |
| Molecular Partners AG | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.868 |
| Beta (5Y) | 1.426 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.35% |
| Historical Sharpe Ratio (5Y) | 0.2417 |
| Historical Sortino (5Y) | 0.3381 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.25% |