Schibsted ASA (SBSNY)
33.98
+0.52
(+1.57%)
USD |
OTCM |
Nov 21, 16:00
Schibsted Max Drawdown (5Y): 73.16% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 73.16% |
| September 30, 2024 | 73.16% |
| August 31, 2024 | 73.16% |
| July 31, 2024 | 73.16% |
| June 30, 2024 | 73.16% |
| May 31, 2024 | 73.16% |
| April 30, 2024 | 73.16% |
| March 31, 2024 | 73.16% |
| February 29, 2024 | 73.16% |
| January 31, 2024 | 73.16% |
| December 31, 2023 | 73.16% |
| November 30, 2023 | 73.16% |
| October 31, 2023 | 73.16% |
| September 30, 2023 | 73.16% |
| August 31, 2023 | 73.16% |
| July 31, 2023 | 73.16% |
| June 30, 2023 | 73.16% |
| May 31, 2023 | 73.16% |
| April 30, 2023 | 73.16% |
| March 31, 2023 | 73.16% |
| February 28, 2023 | 73.16% |
| January 31, 2023 | 73.16% |
| December 31, 2022 | 73.16% |
| November 30, 2022 | 73.16% |
| October 31, 2022 | 73.16% |
| Date | Value |
|---|---|
| September 30, 2022 | 73.16% |
| August 31, 2022 | 73.16% |
| July 31, 2022 | 73.16% |
| June 30, 2022 | 73.16% |
| May 31, 2022 | 73.16% |
| April 30, 2022 | 73.16% |
| March 31, 2022 | 73.16% |
| February 28, 2022 | 73.16% |
| January 31, 2022 | 73.16% |
| December 31, 2021 | 73.16% |
| November 30, 2021 | 73.16% |
| October 31, 2021 | 73.16% |
| September 30, 2021 | 73.16% |
| August 31, 2021 | 73.16% |
| July 31, 2021 | 73.16% |
| June 30, 2021 | 73.16% |
| May 31, 2021 | 73.16% |
| April 30, 2021 | 73.16% |
| March 31, 2021 | 73.16% |
| February 28, 2021 | 73.16% |
| January 31, 2021 | 73.16% |
| December 31, 2020 | 73.16% |
| November 30, 2020 | 73.16% |
| October 31, 2020 | 73.16% |
| September 30, 2020 | 73.16% |
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
69.53%
Minimum
Nov 2019
73.16%
Maximum
Mar 2020
72.91%
Average
73.16%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Telenor ASA | 51.40% |
| Otello Corp ASA | 99.99% |
| Opera Ltd | -- |
| LINK Mobility Group Holding ASA | -- |
| Globalstar Inc | 92.44% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.431 |
| Beta (5Y) | 0.7308 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.96% |
| Historical Sharpe Ratio (5Y) | 0.1092 |
| Historical Sortino (5Y) | 0.1622 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.72% |