Bayer AG (BAYRY)
7.61
+0.01
(+0.13%)
USD |
OTCM |
May 06, 16:07
Bayer Max Drawdown (5Y): 62.62% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 62.62% |
March 31, 2024 | 62.62% |
February 29, 2024 | 62.62% |
January 31, 2024 | 62.62% |
December 31, 2023 | 62.62% |
November 30, 2023 | 62.62% |
October 31, 2023 | 62.62% |
September 30, 2023 | 62.62% |
August 31, 2023 | 62.62% |
July 31, 2023 | 62.62% |
June 30, 2023 | 62.62% |
May 31, 2023 | 62.62% |
April 30, 2023 | 62.62% |
March 31, 2023 | 62.62% |
February 28, 2023 | 62.62% |
January 31, 2023 | 62.62% |
December 31, 2022 | 62.62% |
November 30, 2022 | 62.62% |
October 31, 2022 | 62.62% |
September 30, 2022 | 62.62% |
August 31, 2022 | 62.62% |
July 31, 2022 | 62.62% |
June 30, 2022 | 62.62% |
May 31, 2022 | 62.62% |
April 30, 2022 | 62.62% |
Date | Value |
---|---|
March 31, 2022 | 62.62% |
February 28, 2022 | 62.62% |
January 31, 2022 | 62.62% |
December 31, 2021 | 62.62% |
November 30, 2021 | 62.62% |
October 31, 2021 | 62.62% |
September 30, 2021 | 62.62% |
August 31, 2021 | 62.62% |
July 31, 2021 | 62.62% |
June 30, 2021 | 62.62% |
May 31, 2021 | 62.62% |
April 30, 2021 | 62.62% |
March 31, 2021 | 62.62% |
February 28, 2021 | 62.62% |
January 31, 2021 | 62.62% |
December 31, 2020 | 62.62% |
November 30, 2020 | 62.62% |
October 31, 2020 | 62.62% |
September 30, 2020 | 61.90% |
August 31, 2020 | 61.90% |
July 31, 2020 | 61.90% |
June 30, 2020 | 61.90% |
May 31, 2020 | 61.90% |
April 30, 2020 | 61.90% |
March 31, 2020 | 61.90% |
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
56.62%
Minimum
May 2019
62.62%
Maximum
Oct 2020
61.55%
Average
62.62%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Affimed NV | 97.22% |
InflaRx NV | 98.49% |
MorphoSys AG | 91.41% |
BioNTech SE | -- |
Immatics NV | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -27.18 |
Beta (5Y) | 1.122 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.14% |
Historical Sharpe Ratio (5Y) | -0.406 |
Historical Sortino (5Y) | -0.6386 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.80% |