Wolters Kluwer NV (WOLTF)
159.61
-15.42
(-8.81%)
USD |
OTCM |
Nov 15, 16:00
Wolters Kluwer Max Drawdown (5Y): 22.68% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 22.68% |
| September 30, 2024 | 22.68% |
| August 31, 2024 | 22.68% |
| July 31, 2024 | 22.68% |
| June 30, 2024 | 22.68% |
| May 31, 2024 | 22.68% |
| April 30, 2024 | 22.68% |
| March 31, 2024 | 22.68% |
| February 29, 2024 | 22.68% |
| January 31, 2024 | 22.68% |
| December 31, 2023 | 22.68% |
| November 30, 2023 | 22.68% |
| October 31, 2023 | 22.68% |
| September 30, 2023 | 22.68% |
| August 31, 2023 | 22.68% |
| July 31, 2023 | 22.68% |
| June 30, 2023 | 22.68% |
| May 31, 2023 | 22.68% |
| April 30, 2023 | 22.68% |
| March 31, 2023 | 22.68% |
| February 28, 2023 | 22.68% |
| January 31, 2023 | 22.68% |
| December 31, 2022 | 22.68% |
| November 30, 2022 | 22.68% |
| October 31, 2022 | 22.68% |
| Date | Value |
|---|---|
| September 30, 2022 | 22.68% |
| August 31, 2022 | 22.68% |
| July 31, 2022 | 22.68% |
| June 30, 2022 | 22.68% |
| May 31, 2022 | 21.56% |
| April 30, 2022 | 21.56% |
| March 31, 2022 | 21.56% |
| February 28, 2022 | 21.56% |
| January 31, 2022 | 21.56% |
| December 31, 2021 | 21.56% |
| November 30, 2021 | 21.56% |
| October 31, 2021 | 21.56% |
| September 30, 2021 | 21.56% |
| August 31, 2021 | 21.56% |
| July 31, 2021 | 21.56% |
| June 30, 2021 | 21.56% |
| May 31, 2021 | 21.56% |
| April 30, 2021 | 21.56% |
| March 31, 2021 | 21.56% |
| February 28, 2021 | 21.56% |
| January 31, 2021 | 21.56% |
| December 31, 2020 | 21.56% |
| November 30, 2020 | 21.56% |
| October 31, 2020 | 21.56% |
| September 30, 2020 | 21.56% |
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
17.33%
Minimum
Nov 2019
22.68%
Maximum
Jun 2022
21.82%
Average
21.56%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| ICTS International NV | 62.50% |
| Airbus SE | 65.00% |
| Randstad NV | 54.95% |
| Arcadis NV | 53.98% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 13.60 |
| Beta (5Y) | 0.3747 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.80% |
| Historical Sharpe Ratio (5Y) | 0.8454 |
| Historical Sortino (5Y) | 1.288 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.11% |