Wolters Kluwer NV (WTKWY)
169.07
+0.78
(+0.46%)
USD |
OTCM |
Nov 14, 11:51
Wolters Kluwer Max Drawdown (5Y): 24.63% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 24.63% |
September 30, 2024 | 24.63% |
August 31, 2024 | 24.63% |
July 31, 2024 | 24.63% |
June 30, 2024 | 24.63% |
May 31, 2024 | 24.63% |
April 30, 2024 | 24.63% |
March 31, 2024 | 24.63% |
February 29, 2024 | 24.63% |
January 31, 2024 | 24.63% |
December 31, 2023 | 24.63% |
November 30, 2023 | 24.63% |
October 31, 2023 | 24.63% |
September 30, 2023 | 24.63% |
August 31, 2023 | 24.63% |
July 31, 2023 | 24.63% |
June 30, 2023 | 24.63% |
May 31, 2023 | 24.63% |
April 30, 2023 | 24.63% |
March 31, 2023 | 24.63% |
February 28, 2023 | 24.63% |
January 31, 2023 | 24.63% |
December 31, 2022 | 24.63% |
November 30, 2022 | 24.63% |
October 31, 2022 | 24.63% |
Date | Value |
---|---|
September 30, 2022 | 24.63% |
August 31, 2022 | 24.63% |
July 31, 2022 | 24.63% |
June 30, 2022 | 24.63% |
May 31, 2022 | 24.63% |
April 30, 2022 | 24.63% |
March 31, 2022 | 24.63% |
February 28, 2022 | 24.63% |
January 31, 2022 | 24.63% |
December 31, 2021 | 24.63% |
November 30, 2021 | 24.63% |
October 31, 2021 | 24.63% |
September 30, 2021 | 24.63% |
August 31, 2021 | 24.63% |
July 31, 2021 | 24.63% |
June 30, 2021 | 24.63% |
May 31, 2021 | 24.63% |
April 30, 2021 | 24.63% |
March 31, 2021 | 24.63% |
February 28, 2021 | 24.63% |
January 31, 2021 | 24.63% |
December 31, 2020 | 24.63% |
November 30, 2020 | 24.63% |
October 31, 2020 | 24.63% |
September 30, 2020 | 24.63% |
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
23.32%
Minimum
Nov 2019
24.63%
Maximum
Mar 2020
24.54%
Average
24.63%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ICTS International NV | 62.50% |
Airbus SE | 65.00% |
Arcadis NV | 57.37% |
Randstad NV | 54.95% |
PostNL NV | 74.85% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 9.419 |
Beta (5Y) | 0.6202 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.58% |
Historical Sharpe Ratio (5Y) | 0.8465 |
Historical Sortino (5Y) | 1.285 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.66% |