Sika AG (SXYAY)
25.84
+0.24
(+0.94%)
USD |
OTCM |
Mar 25, 16:00
Sika Max Drawdown (5Y): 52.70% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Givaudan SA | 46.22% |
| Clariant AG | 52.65% |
| Holcim Ltd | 56.10% |
| Ems-Chemie Holding AG | 38.16% |
| Bachem Holding AG | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.930 |
| Beta (5Y) | 1.109 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.10% |
| Historical Sharpe Ratio (5Y) | 0.1974 |
| Historical Sortino (5Y) | 0.3402 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.98% |