WISeKey International Holding Ltd (WKEY)

7.00 +1.00 (+16.67%) USD  |  NASDAQ  |  Dec 20, 16:00
6.95 -0.05 (-0.71%) After-Hours: 20:00
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WISeKey International Max Drawdown (5Y): 98.00% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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SEALSQ Corp --
Logitech International SA 67.80%
TE Connectivity PLC 47.71%
Global Blue Group Holding AG --
Sportradar Group AG --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -73.32
Beta (5Y) 2.035
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 86.77%
Historical Sharpe Ratio (5Y) -0.5317
Historical Sortino (5Y) -1.181
Monthly Value at Risk (VaR) 5% (5Y Lookback) 35.82%