Semperit AG Holding (SEIGY)
3.57
+0.51
(+16.67%)
USD |
OTCM |
Jun 14, 16:00
Semperit Max Drawdown (5Y): 68.42% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 68.42% |
April 30, 2024 | 68.42% |
March 31, 2024 | 68.42% |
February 29, 2024 | 65.16% |
January 31, 2024 | 65.16% |
December 31, 2023 | 65.16% |
November 30, 2023 | 65.16% |
October 31, 2023 | 65.16% |
September 30, 2023 | 65.16% |
August 31, 2023 | 65.16% |
July 31, 2023 | 65.16% |
June 30, 2023 | 65.16% |
May 31, 2023 | 65.16% |
April 30, 2023 | 65.16% |
March 31, 2023 | 65.16% |
February 28, 2023 | 65.16% |
January 31, 2023 | 65.16% |
December 31, 2022 | 65.16% |
November 30, 2022 | 62.38% |
October 31, 2022 | 62.38% |
September 30, 2022 | 62.38% |
August 31, 2022 | 62.38% |
July 31, 2022 | 62.38% |
June 30, 2022 | 62.38% |
May 31, 2022 | 62.38% |
Date | Value |
---|---|
April 30, 2022 | 62.38% |
March 31, 2022 | 62.38% |
February 28, 2022 | 62.38% |
January 31, 2022 | 62.38% |
December 31, 2021 | 62.38% |
November 30, 2021 | 62.38% |
October 31, 2021 | 62.38% |
September 30, 2021 | 62.38% |
August 31, 2021 | 62.38% |
July 31, 2021 | 62.38% |
June 30, 2021 | 62.38% |
May 31, 2021 | 62.38% |
April 30, 2021 | 62.38% |
March 31, 2021 | 62.38% |
February 28, 2021 | 62.38% |
January 31, 2021 | 62.38% |
December 31, 2020 | 62.38% |
November 30, 2020 | 62.38% |
October 31, 2020 | 62.38% |
September 30, 2020 | 62.38% |
August 31, 2020 | 62.38% |
July 31, 2020 | 62.38% |
June 30, 2020 | 62.38% |
May 31, 2020 | 62.38% |
April 30, 2020 | 62.38% |
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
52.75%
Minimum
Jun 2019
68.42%
Maximum
Mar 2024
61.93%
Average
62.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Flughafen Wien Ag | 57.83% |
Oesterreichische Post AG | 45.77% |
STRABAG SE | -- |
RHI Magnesita NV | 0.00% |
Andritz AG | 45.15% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.184 |
Beta (5Y) | 0.5504 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 75.27% |
Historical Sharpe Ratio (5Y) | -0.0085 |
Historical Sortino (5Y) | -0.0247 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.12% |