Siegfried Holding AG (SGFEF)
84.12
0.00 (0.00%)
USD |
OTCM |
Aug 25, 16:00
Siegfried Max Drawdown (5Y) : 91.75% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 91.75% |
| June 30, 2026 | 91.75% |
| May 31, 2026 | 90.24% |
| April 30, 2026 | 90.24% |
| March 31, 2026 | 90.24% |
| February 28, 2026 | 89.79% |
| January 31, 2026 | 89.79% |
| December 31, 2025 | 89.79% |
| November 30, 2025 | 89.79% |
| October 31, 2025 | 89.79% |
| September 30, 2025 | 88.84% |
| August 31, 2025 | 88.84% |
| July 31, 2025 | 88.84% |
| June 30, 2025 | 88.84% |
| May 31, 2025 | 24.55% |
| April 30, 2025 | 24.55% |
| March 31, 2025 | 24.55% |
| February 28, 2025 | 24.55% |
| January 31, 2025 | 24.55% |
| December 31, 2024 | 24.55% |
| November 30, 2024 | 24.55% |
| October 31, 2024 | 24.55% |
| September 30, 2024 | 24.55% |
| August 31, 2024 | 24.55% |
| July 31, 2024 | 24.55% |
| Date | Value |
|---|---|
| June 30, 2024 | 24.55% |
| May 31, 2024 | 24.55% |
| April 30, 2024 | 24.55% |
| March 31, 2024 | 24.55% |
| February 29, 2024 | 24.55% |
| January 31, 2024 | 24.55% |
| December 31, 2023 | 24.55% |
| November 30, 2023 | 24.55% |
| October 31, 2023 | 24.55% |
| September 30, 2023 | 24.55% |
| August 31, 2023 | 24.55% |
| July 31, 2023 | 24.55% |
| June 30, 2023 | 24.55% |
| May 31, 2023 | 24.55% |
| April 30, 2023 | 24.55% |
| March 31, 2023 | 24.55% |
| February 28, 2023 | 19.96% |
| January 31, 2023 | 19.96% |
| December 31, 2022 | 19.96% |
| November 30, 2022 | 19.96% |
| October 31, 2022 | 19.96% |
| September 30, 2022 | 19.96% |
| August 31, 2022 | 19.96% |
| July 31, 2022 | 19.96% |
| June 30, 2022 | 19.96% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Lonza Group AG | 59.15% |
| Bachem Holding AG | -- |
| PolyPeptide Group AG | -- |
| Agilent Technologies, Inc. | 43.19% |
| Bio-Rad Laboratories, Inc. | 73.77% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.063 |
| Beta (5Y) | -1.398 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 407.3% |
| Historical Sharpe Ratio (5Y) | -0.0118 |
| Historical Sortino (5Y) | -0.1117 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.18% |