Bayer AG (BAYZF)
30.24
-0.22
(-0.72%)
USD |
OTCM |
May 03, 16:00
Bayer Max Drawdown (5Y): 62.45% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 62.45% |
March 31, 2024 | 61.74% |
February 29, 2024 | 61.74% |
January 31, 2024 | 61.74% |
December 31, 2023 | 61.74% |
November 30, 2023 | 61.74% |
October 31, 2023 | 61.74% |
September 30, 2023 | 61.74% |
August 31, 2023 | 61.74% |
July 31, 2023 | 61.74% |
June 30, 2023 | 61.74% |
May 31, 2023 | 61.74% |
April 30, 2023 | 61.74% |
March 31, 2023 | 61.74% |
February 28, 2023 | 61.74% |
January 31, 2023 | 61.74% |
December 31, 2022 | 61.74% |
November 30, 2022 | 61.74% |
October 31, 2022 | 61.74% |
September 30, 2022 | 61.74% |
August 31, 2022 | 61.74% |
July 31, 2022 | 61.74% |
June 30, 2022 | 61.74% |
May 31, 2022 | 61.74% |
April 30, 2022 | 61.74% |
Date | Value |
---|---|
March 31, 2022 | 61.74% |
February 28, 2022 | 61.74% |
January 31, 2022 | 61.74% |
December 31, 2021 | 61.74% |
November 30, 2021 | 61.74% |
October 31, 2021 | 61.74% |
September 30, 2021 | 61.74% |
August 31, 2021 | 61.74% |
July 31, 2021 | 61.74% |
June 30, 2021 | 61.74% |
May 31, 2021 | 61.74% |
April 30, 2021 | 61.74% |
March 31, 2021 | 61.74% |
February 28, 2021 | 61.74% |
January 31, 2021 | 61.74% |
December 31, 2020 | 61.74% |
November 30, 2020 | 61.74% |
October 31, 2020 | 61.74% |
September 30, 2020 | 60.85% |
August 31, 2020 | 60.85% |
July 31, 2020 | 60.85% |
June 30, 2020 | 60.85% |
May 31, 2020 | 60.85% |
April 30, 2020 | 60.85% |
March 31, 2020 | 60.85% |
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
55.49%
Minimum
Jan 2020
86.16%
Maximum
May 2019
64.69%
Average
61.74%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Fresenius Medical Care AG | 75.63% |
Affimed NV | 97.22% |
InflaRx NV | 98.49% |
MorphoSys AG | 91.41% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -26.01 |
Beta (5Y) | 1.039 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.38% |
Historical Sharpe Ratio (5Y) | -0.4079 |
Historical Sortino (5Y) | -0.6413 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.66% |