Umicore SA (UMICF)
22.55
0.00 (0.00%)
USD |
OTCM |
Oct 08, 16:00
Umicore Max Drawdown (5Y) : 86.45% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 86.45% |
| August 31, 2026 | 86.45% |
| July 31, 2026 | 86.45% |
| June 30, 2026 | 86.45% |
| May 31, 2026 | 86.45% |
| April 30, 2026 | 86.45% |
| March 31, 2026 | 86.45% |
| February 28, 2026 | 86.45% |
| January 31, 2026 | 86.45% |
| December 31, 2025 | 86.45% |
| November 30, 2025 | 86.45% |
| October 31, 2025 | 86.45% |
| September 30, 2025 | 86.45% |
| August 31, 2025 | 86.45% |
| July 31, 2025 | 86.45% |
| June 30, 2025 | 86.45% |
| May 31, 2025 | 86.45% |
| April 30, 2025 | 86.45% |
| March 31, 2025 | 86.16% |
| February 28, 2025 | 85.37% |
| January 31, 2025 | 84.82% |
| December 31, 2024 | 84.82% |
| November 30, 2024 | 83.20% |
| October 31, 2024 | 82.71% |
| September 30, 2024 | 82.71% |
| Date | Value |
|---|---|
| August 31, 2024 | 82.01% |
| July 31, 2024 | 78.76% |
| June 30, 2024 | 78.76% |
| May 31, 2024 | 69.69% |
| April 30, 2024 | 68.85% |
| March 31, 2024 | 68.85% |
| February 29, 2024 | 68.77% |
| January 31, 2024 | 66.35% |
| December 31, 2023 | 66.29% |
| November 30, 2023 | 66.29% |
| October 31, 2023 | 66.29% |
| September 30, 2023 | 65.86% |
| August 31, 2023 | 62.71% |
| July 31, 2023 | 59.54% |
| June 30, 2023 | 59.36% |
| May 31, 2023 | 58.52% |
| April 30, 2023 | 58.52% |
| March 31, 2023 | 58.52% |
| February 28, 2023 | 58.52% |
| January 31, 2023 | 58.52% |
| December 31, 2022 | 58.52% |
| November 30, 2022 | 58.52% |
| October 31, 2022 | 58.52% |
| September 30, 2022 | 58.52% |
| August 31, 2022 | 54.02% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Solvay SA | 41.80% |
| Tessenderlo Group NV | 40.77% |
| Syensqo NV | -- |
| Arq, Inc. | 91.19% |
| Air Products & Chemicals, Inc. | 31.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -27.37 |
| Beta (5Y) | 1.049 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.84% |
| Historical Sharpe Ratio (5Y) | -0.3528 |
| Historical Sortino (5Y) | -0.7438 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.72% |