Autoliv Inc (ALV)
121.38
-0.42
(-0.34%)
USD |
NYSE |
May 03, 16:00
121.35
-0.03
(-0.02%)
Pre-Market: 20:00
Autoliv Max Drawdown (5Y): 73.39% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 73.39% |
March 31, 2024 | 73.39% |
February 29, 2024 | 73.39% |
January 31, 2024 | 73.39% |
December 31, 2023 | 73.39% |
November 30, 2023 | 73.39% |
October 31, 2023 | 73.39% |
September 30, 2023 | 73.39% |
August 31, 2023 | 73.39% |
July 31, 2023 | 73.39% |
June 30, 2023 | 73.39% |
May 31, 2023 | 73.39% |
April 30, 2023 | 73.39% |
March 31, 2023 | 73.39% |
February 28, 2023 | 73.39% |
January 31, 2023 | 73.39% |
December 31, 2022 | 73.39% |
November 30, 2022 | 73.39% |
October 31, 2022 | 73.39% |
September 30, 2022 | 73.39% |
August 31, 2022 | 73.39% |
July 31, 2022 | 73.39% |
June 30, 2022 | 73.39% |
May 31, 2022 | 73.39% |
April 30, 2022 | 73.39% |
Date | Value |
---|---|
March 31, 2022 | 73.39% |
February 28, 2022 | 73.39% |
January 31, 2022 | 73.39% |
December 31, 2021 | 73.39% |
November 30, 2021 | 73.39% |
October 31, 2021 | 73.39% |
September 30, 2021 | 73.39% |
August 31, 2021 | 73.39% |
July 31, 2021 | 73.39% |
June 30, 2021 | 73.39% |
May 31, 2021 | 73.39% |
April 30, 2021 | 73.39% |
March 31, 2021 | 73.39% |
February 28, 2021 | 73.39% |
January 31, 2021 | 73.39% |
December 31, 2020 | 73.39% |
November 30, 2020 | 73.39% |
October 31, 2020 | 73.39% |
September 30, 2020 | 73.39% |
August 31, 2020 | 73.39% |
July 31, 2020 | 73.39% |
June 30, 2020 | 73.39% |
May 31, 2020 | 73.39% |
April 30, 2020 | 73.39% |
March 31, 2020 | 73.39% |
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
60.25%
Minimum
May 2019
73.39%
Maximum
Mar 2020
71.20%
Average
73.39%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Gentex Corp | 35.99% |
Cooper-Standard Holdings Inc | 97.44% |
Optec International Inc | 100.00% |
Hesai Group | -- |
BorgWarner Inc | 65.56% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.438 |
Beta (5Y) | 1.696 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.98% |
Historical Sharpe Ratio (5Y) | 0.2706 |
Historical Sortino (5Y) | 0.3661 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.61% |