SGL Carbon SE (SGLFF)
5.485
0.00 (0.00%)
USD |
OTCM |
Nov 13, 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% |