Umicore SA (UMICY)
5.63
+0.02
(+0.36%)
USD |
OTCM |
Apr 24, 16:00
Umicore Max Drawdown (5Y): 69.16% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 69.16% |
| February 29, 2024 | 69.16% |
| January 31, 2024 | 66.89% |
| December 31, 2023 | 66.89% |
| November 30, 2023 | 66.89% |
| October 31, 2023 | 66.89% |
| September 30, 2023 | 66.29% |
| August 31, 2023 | 62.59% |
| July 31, 2023 | 60.20% |
| June 30, 2023 | 59.91% |
| May 31, 2023 | 59.31% |
| April 30, 2023 | 59.31% |
| March 31, 2023 | 59.31% |
| February 28, 2023 | 59.31% |
| January 31, 2023 | 59.31% |
| December 31, 2022 | 59.31% |
| November 30, 2022 | 59.31% |
| October 31, 2022 | 59.31% |
| September 30, 2022 | 59.31% |
| August 31, 2022 | 54.07% |
| July 31, 2022 | 53.89% |
| June 30, 2022 | 53.28% |
| May 31, 2022 | 53.28% |
| April 30, 2022 | 53.28% |
| March 31, 2022 | 53.28% |
| Date | Value |
|---|---|
| February 28, 2022 | 53.28% |
| January 31, 2022 | 53.28% |
| December 31, 2021 | 53.28% |
| November 30, 2021 | 53.28% |
| October 31, 2021 | 53.28% |
| September 30, 2021 | 53.28% |
| August 31, 2021 | 53.28% |
| July 31, 2021 | 53.28% |
| June 30, 2021 | 53.28% |
| May 31, 2021 | 53.28% |
| April 30, 2021 | 53.28% |
| March 31, 2021 | 53.28% |
| February 28, 2021 | 53.28% |
| January 31, 2021 | 53.28% |
| December 31, 2020 | 53.28% |
| November 30, 2020 | 53.28% |
| October 31, 2020 | 53.28% |
| September 30, 2020 | 53.28% |
| August 31, 2020 | 53.28% |
| July 31, 2020 | 53.28% |
| June 30, 2020 | 53.28% |
| May 31, 2020 | 53.28% |
| April 30, 2020 | 53.28% |
| March 31, 2020 | 53.28% |
| February 29, 2020 | 53.28% |
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
39.19%
Minimum
Apr 2019
69.16%
Maximum
Feb 2024
55.95%
Average
53.28%
Median
Jul 2019
Max Drawdown (5Y) Benchmarks
| Bpost SA de Droit Public | 82.22% |
| Agfa-Gevaert NV | 79.54% |
| Ackermans & Van Haaren NV | 32.44% |
| NV Bekaert SA | -- |
| Alpha Pro Tech Ltd | 85.39% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.93 |
| Beta (5Y) | 1.235 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.72% |
| Historical Sharpe Ratio (5Y) | -0.376 |
| Historical Sortino (5Y) | -0.6427 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.00% |