Umicore SA (UMICY)
5.73
+0.02
(+0.44%)
USD |
OTCM |
Oct 15, 16:00
Umicore Max Drawdown (5Y) : 87.36% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 87.36% |
| August 31, 2026 | 87.36% |
| July 31, 2026 | 87.36% |
| June 30, 2026 | 87.36% |
| May 31, 2026 | 87.36% |
| April 30, 2026 | 87.36% |
| March 31, 2026 | 87.36% |
| February 28, 2026 | 87.36% |
| January 31, 2026 | 87.36% |
| December 31, 2025 | 87.36% |
| November 30, 2025 | 87.36% |
| October 31, 2025 | 87.36% |
| September 30, 2025 | 87.36% |
| August 31, 2025 | 87.36% |
| July 31, 2025 | 87.36% |
| June 30, 2025 | 87.36% |
| May 31, 2025 | 87.36% |
| April 30, 2025 | 87.36% |
| March 31, 2025 | 86.27% |
| February 28, 2025 | 86.16% |
| January 31, 2025 | 84.70% |
| December 31, 2024 | 84.70% |
| November 30, 2024 | 83.76% |
| October 31, 2024 | 83.44% |
| September 30, 2024 | 83.44% |
| Date | Value |
|---|---|
| August 31, 2024 | 81.42% |
| July 31, 2024 | 79.33% |
| June 30, 2024 | 77.98% |
| May 31, 2024 | 70.69% |
| April 30, 2024 | 69.16% |
| 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% |
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
| Danakali Ltd. | 88.32% |
| Albemarle Corp. | 83.90% |
| Core Molding Technologies, Inc. | 65.95% |
| Hecla Mining Co. | 63.34% |
| Southern Copper Corp. | 43.10% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.38 |
| Beta (5Y) | 1.146 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.30% |
| Historical Sharpe Ratio (5Y) | -0.3709 |
| Historical Sortino (5Y) | -0.7977 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.07% |