Schindler Holding AG (SHLAF)
294.85
0.00 (0.00%)
USD |
OTCM |
Nov 13, 16:00
Schindler Max Drawdown (5Y): 53.26% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 53.26% |
| August 31, 2024 | 53.26% |
| July 31, 2024 | 53.26% |
| June 30, 2024 | 53.26% |
| May 31, 2024 | 53.26% |
| April 30, 2024 | 53.26% |
| March 31, 2024 | 53.26% |
| February 29, 2024 | 53.26% |
| January 31, 2024 | 53.26% |
| December 31, 2023 | 53.26% |
| November 30, 2023 | 53.26% |
| October 31, 2023 | 53.26% |
| September 30, 2023 | 53.26% |
| August 31, 2023 | 53.26% |
| July 31, 2023 | 53.26% |
| June 30, 2023 | 53.26% |
| May 31, 2023 | 53.26% |
| April 30, 2023 | 53.26% |
| March 31, 2023 | 53.26% |
| February 28, 2023 | 53.26% |
| January 31, 2023 | 53.26% |
| December 31, 2022 | 53.26% |
| November 30, 2022 | 53.26% |
| October 31, 2022 | 53.26% |
| September 30, 2022 | 53.26% |
| Date | Value |
|---|---|
| August 31, 2022 | 47.55% |
| July 31, 2022 | 47.55% |
| June 30, 2022 | 47.55% |
| May 31, 2022 | 44.38% |
| April 30, 2022 | 41.12% |
| March 31, 2022 | 35.57% |
| February 28, 2022 | 33.13% |
| January 31, 2022 | 25.47% |
| December 31, 2021 | 23.77% |
| November 30, 2021 | 22.68% |
| October 31, 2021 | 22.68% |
| September 30, 2021 | 22.68% |
| August 31, 2021 | 22.68% |
| July 31, 2021 | 22.68% |
| June 30, 2021 | 22.68% |
| May 31, 2021 | 22.68% |
| April 30, 2021 | 22.68% |
| March 31, 2021 | 22.68% |
| February 28, 2021 | 22.68% |
| January 31, 2021 | 22.68% |
| December 31, 2020 | 22.68% |
| November 30, 2020 | 22.68% |
| October 31, 2020 | 22.68% |
| September 30, 2020 | 22.68% |
| August 31, 2020 | 22.68% |
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
22.68%
Minimum
Nov 2019
53.26%
Maximum
Sep 2022
38.05%
Average
41.12%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| ABB Ltd | 43.87% |
| SGS AG | 36.89% |
| Kuehne + Nagel International AG | 47.20% |
| Geberit AG | 50.67% |
| Komax Holding AG | 58.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.806 |
| Beta (5Y) | 0.8568 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.95% |
| Historical Sharpe Ratio (5Y) | 0.189 |
| Historical Sortino (5Y) | 0.3043 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.94% |