SGL Carbon SE (SGLFF)
4.47
0.00 (0.00%)
USD |
OTCM |
Nov 22, 16:00
SGL Carbon Max Drawdown (5Y): 85.71% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 85.71% |
August 31, 2024 | 85.71% |
July 31, 2024 | 85.71% |
June 30, 2024 | 85.71% |
May 31, 2024 | 85.71% |
April 30, 2024 | 85.71% |
March 31, 2024 | 85.71% |
February 29, 2024 | 85.71% |
January 31, 2024 | 85.71% |
December 31, 2023 | 85.71% |
November 30, 2023 | 85.71% |
October 31, 2023 | 85.71% |
September 30, 2023 | 85.71% |
August 31, 2023 | 85.71% |
July 31, 2023 | 85.71% |
June 30, 2023 | 85.71% |
May 31, 2023 | 85.71% |
April 30, 2023 | 85.71% |
March 31, 2023 | 85.71% |
February 28, 2023 | 85.71% |
January 31, 2023 | 85.71% |
December 31, 2022 | 85.71% |
November 30, 2022 | 85.71% |
October 31, 2022 | 85.71% |
September 30, 2022 | 85.71% |
Date | Value |
---|---|
August 31, 2022 | 85.71% |
July 31, 2022 | 85.71% |
June 30, 2022 | 85.71% |
May 31, 2022 | 85.71% |
April 30, 2022 | 85.71% |
March 31, 2022 | 85.71% |
February 28, 2022 | 85.71% |
January 31, 2022 | 85.71% |
December 31, 2021 | 85.71% |
November 30, 2021 | 85.71% |
October 31, 2021 | 85.71% |
September 30, 2021 | 85.71% |
August 31, 2021 | 85.71% |
July 31, 2021 | 85.71% |
June 30, 2021 | 85.71% |
May 31, 2021 | 85.71% |
April 30, 2021 | 85.71% |
March 31, 2021 | 85.71% |
February 28, 2021 | 85.71% |
January 31, 2021 | 85.71% |
December 31, 2020 | 85.71% |
November 30, 2020 | 85.71% |
October 31, 2020 | 85.71% |
September 30, 2020 | 85.71% |
August 31, 2020 | 85.71% |
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
84.94%
Minimum
Nov 2019
85.71%
Maximum
May 2020
85.63%
Average
85.71%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Basf SE | 61.76% |
Heidelberg Materials AG | 71.27% |
K+S AG | 86.29% |
Symrise AG | 37.09% |
KWS SAAT SE & Co KGaA | 38.73% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.28 |
Beta (5Y) | 0.9024 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.45% |
Historical Sharpe Ratio (5Y) | -0.017 |
Historical Sortino (5Y) | -0.0359 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.52% |