WISeKey International Holding Ltd (WKEY)
1.94
-0.03
(-1.52%)
USD |
NASDAQ |
Nov 21, 16:00
1.93
-0.01
(-0.52%)
After-Hours: 20:00
WISeKey International Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
| Logitech International SA | 67.80% |
| TE Connectivity PLC | 47.71% |
| Global Blue Group Holding AG | -- |
| Sportradar Group AG | -- |
| SEALSQ Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -76.19 |
| Beta (5Y) | 1.991 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 86.77% |
| Historical Sharpe Ratio (5Y) | -0.5819 |
| Historical Sortino (5Y) | -1.291 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.82% |