Symrise AG (SYIEY)
27.58
+0.34
(+1.25%)
USD |
OTCM |
Nov 22, 16:00
Symrise Max Drawdown (5Y): 37.09% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 37.09% |
September 30, 2024 | 37.09% |
August 31, 2024 | 37.09% |
July 31, 2024 | 37.09% |
June 30, 2024 | 37.09% |
May 31, 2024 | 37.09% |
April 30, 2024 | 37.09% |
March 31, 2024 | 37.09% |
February 29, 2024 | 37.09% |
January 31, 2024 | 37.09% |
December 31, 2023 | 37.09% |
November 30, 2023 | 37.09% |
October 31, 2023 | 37.09% |
September 30, 2023 | 37.09% |
August 31, 2023 | 37.09% |
July 31, 2023 | 37.09% |
June 30, 2023 | 37.09% |
May 31, 2023 | 37.09% |
April 30, 2023 | 37.09% |
March 31, 2023 | 37.09% |
February 28, 2023 | 37.09% |
January 31, 2023 | 37.09% |
December 31, 2022 | 37.09% |
November 30, 2022 | 37.09% |
October 31, 2022 | 37.09% |
Date | Value |
---|---|
September 30, 2022 | 35.18% |
August 31, 2022 | 32.38% |
July 31, 2022 | 32.38% |
June 30, 2022 | 32.38% |
May 31, 2022 | 29.72% |
April 30, 2022 | 28.98% |
March 31, 2022 | 28.98% |
February 28, 2022 | 26.65% |
January 31, 2022 | 26.65% |
December 31, 2021 | 26.65% |
November 30, 2021 | 26.65% |
October 31, 2021 | 26.65% |
September 30, 2021 | 26.65% |
August 31, 2021 | 26.65% |
July 31, 2021 | 26.65% |
June 30, 2021 | 26.65% |
May 31, 2021 | 26.65% |
April 30, 2021 | 26.65% |
March 31, 2021 | 26.65% |
February 28, 2021 | 26.65% |
January 31, 2021 | 26.65% |
December 31, 2020 | 26.65% |
November 30, 2020 | 26.65% |
October 31, 2020 | 26.65% |
September 30, 2020 | 26.65% |
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
24.29%
Minimum
Nov 2019
37.09%
Maximum
Oct 2022
31.40%
Average
29.35%
Median
Max Drawdown (5Y) Benchmarks
Basf SE | 61.76% |
Heidelberg Materials AG | 71.27% |
K+S AG | 86.29% |
SGL Carbon SE | 85.71% |
KWS SAAT SE & Co KGaA | 38.73% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.021 |
Beta (5Y) | 0.8687 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.12% |
Historical Sharpe Ratio (5Y) | 0.1222 |
Historical Sortino (5Y) | 0.209 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.05% |