Umicore SA (UMICF)
21.60
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Umicore Max Drawdown (5Y): 68.85% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| July 31, 2022 | 54.02% |
| June 30, 2022 | 52.27% |
| May 31, 2022 | 52.27% |
| April 30, 2022 | 52.27% |
| Date | Value |
|---|---|
| March 31, 2022 | 52.27% |
| February 28, 2022 | 52.27% |
| January 31, 2022 | 52.27% |
| December 31, 2021 | 52.27% |
| November 30, 2021 | 52.27% |
| October 31, 2021 | 52.27% |
| September 30, 2021 | 52.27% |
| August 31, 2021 | 52.27% |
| July 31, 2021 | 52.27% |
| June 30, 2021 | 52.27% |
| May 31, 2021 | 52.27% |
| April 30, 2021 | 52.27% |
| March 31, 2021 | 52.27% |
| February 28, 2021 | 52.27% |
| January 31, 2021 | 52.27% |
| December 31, 2020 | 52.27% |
| November 30, 2020 | 52.27% |
| October 31, 2020 | 52.27% |
| September 30, 2020 | 52.27% |
| August 31, 2020 | 52.27% |
| July 31, 2020 | 52.27% |
| June 30, 2020 | 52.27% |
| May 31, 2020 | 52.27% |
| April 30, 2020 | 52.27% |
| March 31, 2020 | 52.27% |
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
50.97%
Minimum
May 2019
68.85%
Maximum
Mar 2024
55.63%
Average
52.27%
Median
Jul 2019
Max Drawdown (5Y) Benchmarks
| Bpost SA de Droit Public | 82.22% |
| Agfa-Gevaert NV | 73.58% |
| Ackermans & Van Haaren NV | 32.44% |
| NV Bekaert SA | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.22 |
| Beta (5Y) | 1.156 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.01% |
| Historical Sharpe Ratio (5Y) | -0.3148 |
| Historical Sortino (5Y) | -0.5227 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.09% |