SGS AG (SGSOY)

10.10 +0.02 (+0.15%) USD  |  OTCM  |  Dec 13, 16:00
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SGS Max Drawdown (5Y): 36.89% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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) -9.549
Beta (5Y) 0.7104
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 21.90%
Historical Sharpe Ratio (5Y) -0.0028
Historical Sortino (5Y) -0.0044
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.96%