Sika AG (SXYAY)
31.02
+0.10
(+0.32%)
USD |
OTCM |
May 17, 15:59
Sika Max Drawdown (5Y): 52.70% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 52.70% |
| March 31, 2024 | 52.70% |
| February 29, 2024 | 52.70% |
| January 31, 2024 | 52.70% |
| December 31, 2023 | 52.70% |
| November 30, 2023 | 52.70% |
| October 31, 2023 | 52.70% |
| September 30, 2023 | 52.70% |
| August 31, 2023 | 52.70% |
| July 31, 2023 | 52.70% |
| June 30, 2023 | 52.70% |
| May 31, 2023 | 52.70% |
| April 30, 2023 | 52.70% |
| March 31, 2023 | 52.70% |
| February 28, 2023 | 52.70% |
| January 31, 2023 | 52.70% |
| December 31, 2022 | 52.70% |
| November 30, 2022 | 52.70% |
| October 31, 2022 | 52.70% |
| September 30, 2022 | 52.70% |
| August 31, 2022 | 46.49% |
| July 31, 2022 | 46.49% |
| June 30, 2022 | 45.76% |
| May 31, 2022 | 37.90% |
| April 30, 2022 | 31.20% |
| Date | Value |
|---|---|
| March 31, 2022 | 31.20% |
| February 28, 2022 | 31.20% |
| January 31, 2022 | 31.20% |
| December 31, 2021 | 31.20% |
| November 30, 2021 | 31.20% |
| October 31, 2021 | 31.20% |
| September 30, 2021 | 31.20% |
| August 31, 2021 | 31.20% |
| July 31, 2021 | 31.20% |
| June 30, 2021 | 31.20% |
| May 31, 2021 | 31.20% |
| April 30, 2021 | 31.20% |
| March 31, 2021 | 31.20% |
| February 28, 2021 | 31.20% |
| January 31, 2021 | 31.20% |
| December 31, 2020 | 31.20% |
| November 30, 2020 | 31.20% |
| October 31, 2020 | 31.20% |
| September 30, 2020 | 31.20% |
| August 31, 2020 | 31.20% |
| July 31, 2020 | 31.20% |
| June 30, 2020 | 31.20% |
| May 31, 2020 | 31.20% |
| April 30, 2020 | 31.20% |
| March 31, 2020 | 31.20% |
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
16.40%
Minimum
May 2019
52.70%
Maximum
Sep 2022
36.76%
Average
31.20%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Givaudan SA | 46.22% |
| Clariant AG | 47.07% |
| Holcim Ltd | 55.75% |
| Ems-Chemie Holding AG | 38.16% |
| Bachem Holding AG | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.8524 |
| Beta (5Y) | 1.050 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.25% |
| Historical Sharpe Ratio (5Y) | 0.4151 |
| Historical Sortino (5Y) | 0.6198 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.14% |