SGS AG (SGSOY)
9.81
-0.10
(-1.01%)
USD |
OTCM |
Nov 13, 16:00
SGS Max Drawdown (5Y): 36.89% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 36.89% |
| September 30, 2024 | 36.89% |
| August 31, 2024 | 36.89% |
| July 31, 2024 | 36.89% |
| June 30, 2024 | 36.89% |
| May 31, 2024 | 36.89% |
| April 30, 2024 | 36.89% |
| March 31, 2024 | 36.89% |
| February 29, 2024 | 36.89% |
| January 31, 2024 | 36.89% |
| December 31, 2023 | 36.89% |
| November 30, 2023 | 36.89% |
| October 31, 2023 | 36.89% |
| September 30, 2023 | 36.89% |
| August 31, 2023 | 36.89% |
| July 31, 2023 | 36.89% |
| June 30, 2023 | 36.89% |
| May 31, 2023 | 36.89% |
| April 30, 2023 | 36.89% |
| March 31, 2023 | 36.89% |
| February 28, 2023 | 36.89% |
| January 31, 2023 | 36.89% |
| December 31, 2022 | 36.89% |
| November 30, 2022 | 36.89% |
| October 31, 2022 | 36.89% |
| Date | Value |
|---|---|
| September 30, 2022 | 36.52% |
| August 31, 2022 | 35.55% |
| July 31, 2022 | 35.55% |
| June 30, 2022 | 35.55% |
| May 31, 2022 | 30.66% |
| April 30, 2022 | 30.66% |
| March 31, 2022 | 30.66% |
| February 28, 2022 | 30.66% |
| January 31, 2022 | 30.66% |
| December 31, 2021 | 30.66% |
| November 30, 2021 | 30.66% |
| October 31, 2021 | 30.66% |
| September 30, 2021 | 30.66% |
| August 31, 2021 | 30.66% |
| July 31, 2021 | 30.66% |
| June 30, 2021 | 30.66% |
| May 31, 2021 | 30.66% |
| April 30, 2021 | 30.66% |
| March 31, 2021 | 30.66% |
| February 28, 2021 | 30.66% |
| January 31, 2021 | 30.66% |
| December 31, 2020 | 30.66% |
| November 30, 2020 | 30.66% |
| October 31, 2020 | 30.66% |
| September 30, 2020 | 30.66% |
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
30.59%
Minimum
Nov 2019
36.89%
Maximum
Oct 2022
33.59%
Average
30.66%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| ABB Ltd | 43.87% |
| Schindler Holding AG | 53.26% |
| Kuehne + Nagel International AG | 47.20% |
| Geberit AG | 50.67% |
| Komax Holding AG | 58.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.075 |
| Beta (5Y) | 0.7365 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.51% |
| Historical Sharpe Ratio (5Y) | 0.0666 |
| Historical Sortino (5Y) | 0.1058 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.26% |