Volvo AB (VLVLY)
26.79
+0.31
(+1.17%)
USD |
OTCM |
May 20, 12:06
Volvo Max Drawdown (5Y): 50.44% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 50.44% |
| March 31, 2024 | 50.44% |
| February 29, 2024 | 50.44% |
| January 31, 2024 | 50.44% |
| December 31, 2023 | 50.44% |
| November 30, 2023 | 50.44% |
| October 31, 2023 | 50.44% |
| September 30, 2023 | 50.44% |
| August 31, 2023 | 50.44% |
| July 31, 2023 | 50.44% |
| June 30, 2023 | 50.44% |
| May 31, 2023 | 50.44% |
| April 30, 2023 | 50.44% |
| March 31, 2023 | 50.44% |
| February 28, 2023 | 50.44% |
| January 31, 2023 | 50.44% |
| December 31, 2022 | 50.44% |
| November 30, 2022 | 50.44% |
| October 31, 2022 | 50.44% |
| September 30, 2022 | 50.44% |
| August 31, 2022 | 50.44% |
| July 31, 2022 | 50.44% |
| June 30, 2022 | 50.44% |
| May 31, 2022 | 50.44% |
| April 30, 2022 | 50.44% |
| Date | Value |
|---|---|
| March 31, 2022 | 50.44% |
| February 28, 2022 | 50.44% |
| January 31, 2022 | 50.44% |
| December 31, 2021 | 50.44% |
| November 30, 2021 | 50.44% |
| October 31, 2021 | 50.44% |
| September 30, 2021 | 50.44% |
| August 31, 2021 | 50.44% |
| July 31, 2021 | 50.44% |
| June 30, 2021 | 50.44% |
| May 31, 2021 | 50.44% |
| April 30, 2021 | 50.44% |
| March 31, 2021 | 50.44% |
| February 28, 2021 | 50.44% |
| January 31, 2021 | 50.44% |
| December 31, 2020 | 50.44% |
| November 30, 2020 | 50.44% |
| October 31, 2020 | 50.44% |
| September 30, 2020 | 50.44% |
| August 31, 2020 | 50.44% |
| July 31, 2020 | 50.44% |
| June 30, 2020 | 50.44% |
| May 31, 2020 | 50.44% |
| April 30, 2020 | 50.44% |
| March 31, 2020 | 50.44% |
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
39.05%
Minimum
May 2019
50.44%
Maximum
Mar 2020
48.54%
Average
50.44%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Securitas AB | 60.86% |
| Husqvarna AB | 66.09% |
| Atlas Copco AB | 47.97% |
| Sandvik AB | 51.19% |
| Assa Abloy AB | 45.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.4064 |
| Beta (5Y) | 1.361 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.59% |
| Historical Sharpe Ratio (5Y) | 0.4501 |
| Historical Sortino (5Y) | 0.6256 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.73% |