WISeKey International Holding Ltd (WKEY)
2.050
+0.04
(+1.97%)
USD |
NASDAQ |
Apr 26, 16:00
2.01
-0.04
(-1.93%)
After-Hours: 20:00
WISeKey International Max Drawdown (5Y): 98.00% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 98.00% |
| February 29, 2024 | 98.00% |
| January 31, 2024 | 98.00% |
| December 31, 2023 | 98.00% |
| November 30, 2023 | 98.00% |
| October 31, 2023 | 98.00% |
| September 30, 2023 | 97.43% |
| August 31, 2023 | 96.95% |
| July 31, 2023 | 96.95% |
| June 30, 2023 | 96.95% |
| May 31, 2023 | 96.95% |
| April 30, 2023 | 96.95% |
| March 31, 2023 | 96.95% |
| February 28, 2023 | 96.95% |
| January 31, 2023 | 96.95% |
| December 31, 2022 | 96.95% |
| November 30, 2022 | 96.95% |
| October 31, 2022 | 96.95% |
| September 30, 2022 | 96.49% |
| August 31, 2022 | 94.42% |
| July 31, 2022 | 94.30% |
| June 30, 2022 | 94.01% |
| May 31, 2022 | 93.27% |
| April 30, 2022 | 91.91% |
| March 31, 2022 | 88.11% |
| Date | Value |
|---|---|
| February 28, 2022 | 85.19% |
| January 31, 2022 | 84.16% |
| December 31, 2021 | 80.85% |
| November 30, 2021 | 79.35% |
| October 31, 2021 | 79.35% |
| September 30, 2021 | 79.35% |
| August 31, 2021 | 79.35% |
| July 31, 2021 | 79.35% |
| June 30, 2021 | 79.35% |
| May 31, 2021 | 79.35% |
| April 30, 2021 | 79.35% |
| March 31, 2021 | 79.35% |
| February 28, 2021 | 79.35% |
| January 31, 2021 | 79.35% |
| December 31, 2020 | 79.35% |
| November 30, 2020 | 79.35% |
| October 31, 2020 | 79.35% |
| September 30, 2020 | 79.35% |
| August 31, 2020 | 79.35% |
| July 31, 2020 | 79.35% |
| June 30, 2020 | 79.35% |
| May 31, 2020 | 79.35% |
| April 30, 2020 | 77.63% |
| March 31, 2020 | 76.23% |
| February 29, 2020 | 60.55% |
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
24.58%
Minimum
Apr 2019
98.00%
Maximum
Oct 2023
78.24%
Average
79.35%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| SEALSQ Corp | -- |
| Logitech International SA | 67.80% |
| TE Connectivity Ltd | 47.71% |
| Global Blue Group Holding AG | -- |
| Sportradar Group AG | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -74.92 |
| Beta (5Y) | 1.991 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 92.49% |
| Historical Sharpe Ratio (5Y) | -0.529 |
| Historical Sortino (5Y) | -1.150 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.41% |