Beiersdorf AG (BDRFF)
149.58
0.00 (0.00%)
USD |
OTCM |
May 02, 16:00
Beiersdorf Max Drawdown (5Y): 29.73% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 29.73% |
March 31, 2024 | 29.73% |
February 29, 2024 | 29.73% |
January 31, 2024 | 29.73% |
December 31, 2023 | 29.73% |
November 30, 2023 | 29.73% |
October 31, 2023 | 29.73% |
September 30, 2023 | 29.73% |
August 31, 2023 | 29.73% |
July 31, 2023 | 29.73% |
June 30, 2023 | 29.73% |
May 31, 2023 | 29.73% |
April 30, 2023 | 29.73% |
March 31, 2023 | 29.73% |
February 28, 2023 | 29.73% |
January 31, 2023 | 29.73% |
December 31, 2022 | 29.73% |
November 30, 2022 | 29.73% |
October 31, 2022 | 29.73% |
September 30, 2022 | 29.73% |
August 31, 2022 | 29.73% |
July 31, 2022 | 29.73% |
June 30, 2022 | 29.73% |
May 31, 2022 | 29.73% |
April 30, 2022 | 29.73% |
Date | Value |
---|---|
March 31, 2022 | 29.73% |
February 28, 2022 | 27.43% |
January 31, 2022 | 27.43% |
December 31, 2021 | 27.43% |
November 30, 2021 | 27.43% |
October 31, 2021 | 27.43% |
September 30, 2021 | 27.43% |
August 31, 2021 | 27.43% |
July 31, 2021 | 27.43% |
June 30, 2021 | 27.43% |
May 31, 2021 | 27.43% |
April 30, 2021 | 27.43% |
March 31, 2021 | 27.43% |
February 28, 2021 | 27.43% |
January 31, 2021 | 27.43% |
December 31, 2020 | 27.43% |
November 30, 2020 | 27.43% |
October 31, 2020 | 27.43% |
September 30, 2020 | 27.43% |
August 31, 2020 | 27.43% |
July 31, 2020 | 27.43% |
June 30, 2020 | 27.43% |
May 31, 2020 | 27.43% |
April 30, 2020 | 27.43% |
March 31, 2020 | 27.43% |
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
22.08%
Minimum
Nov 2019
29.73%
Maximum
Mar 2022
27.69%
Average
27.43%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Henkel AG & Co KGaA | 54.47% |
Suedzucker AG | 46.11% |
METRO AG | 65.47% |
British American Tobacco PLC | 56.33% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.230 |
Beta (5Y) | 0.2414 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.80% |
Historical Sharpe Ratio (5Y) | 0.2846 |
Historical Sortino (5Y) | 0.4365 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.95% |