SSAB AB (SSAAY)
2.75
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
SSAB Max Drawdown (5Y): 67.84% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 67.84% |
March 31, 2024 | 67.84% |
February 29, 2024 | 67.84% |
January 31, 2024 | 67.84% |
December 31, 2023 | 67.84% |
November 30, 2023 | 67.84% |
October 31, 2023 | 67.84% |
September 30, 2023 | 67.84% |
August 31, 2023 | 67.84% |
July 31, 2023 | 67.84% |
June 30, 2023 | 67.84% |
May 31, 2023 | 67.84% |
April 30, 2023 | 67.84% |
March 31, 2023 | 67.84% |
February 28, 2023 | 67.84% |
January 31, 2023 | 67.84% |
December 31, 2022 | 67.84% |
November 30, 2022 | 67.84% |
October 31, 2022 | 67.84% |
September 30, 2022 | 67.84% |
August 31, 2022 | 67.84% |
July 31, 2022 | 67.84% |
June 30, 2022 | 67.84% |
May 31, 2022 | 67.84% |
April 30, 2022 | 67.84% |
Date | Value |
---|---|
March 31, 2022 | 67.84% |
February 28, 2022 | 67.84% |
January 31, 2022 | 67.84% |
December 31, 2021 | 67.84% |
November 30, 2021 | 67.84% |
October 31, 2021 | 67.84% |
September 30, 2021 | 67.84% |
August 31, 2021 | 67.84% |
July 31, 2021 | 67.84% |
June 30, 2021 | 67.84% |
May 31, 2021 | 67.84% |
April 30, 2021 | 67.84% |
March 31, 2021 | 67.84% |
February 28, 2021 | 67.84% |
January 31, 2021 | 67.84% |
December 31, 2020 | 67.84% |
November 30, 2020 | 67.84% |
October 31, 2020 | 67.84% |
September 30, 2020 | 67.84% |
August 31, 2020 | 67.84% |
July 31, 2020 | 67.84% |
June 30, 2020 | 67.84% |
May 31, 2020 | 67.84% |
April 30, 2020 | 67.33% |
March 31, 2020 | 67.33% |
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
48.06%
Minimum
May 2019
67.84%
Maximum
May 2020
65.55%
Average
67.84%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Svenska Cellulosa AB | 44.58% |
Rottneros AB | 21.05% |
Hexpol AB | 63.48% |
Bergs Timber AB | -- |
Holmen AB | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.321 |
Beta (5Y) | 1.456 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.59% |
Historical Sharpe Ratio (5Y) | 0.2244 |
Historical Sortino (5Y) | 0.3611 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.90% |