Basf SE (BFFAF)
52.00
-1.39
(-2.60%)
USD |
OTCM |
May 22, 16:00
Basf Max Drawdown (5Y): 62.09% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 62.09% |
March 31, 2024 | 62.09% |
February 29, 2024 | 62.09% |
January 31, 2024 | 62.09% |
December 31, 2023 | 62.09% |
November 30, 2023 | 62.09% |
October 31, 2023 | 62.09% |
September 30, 2023 | 62.09% |
August 31, 2023 | 62.09% |
July 31, 2023 | 62.09% |
June 30, 2023 | 62.09% |
May 31, 2023 | 62.09% |
April 30, 2023 | 62.09% |
March 31, 2023 | 62.09% |
February 28, 2023 | 62.09% |
January 31, 2023 | 62.09% |
December 31, 2022 | 62.09% |
November 30, 2022 | 62.09% |
October 31, 2022 | 62.09% |
September 30, 2022 | 62.09% |
August 31, 2022 | 62.09% |
July 31, 2022 | 62.09% |
June 30, 2022 | 62.09% |
May 31, 2022 | 62.09% |
April 30, 2022 | 62.09% |
Date | Value |
---|---|
March 31, 2022 | 62.09% |
February 28, 2022 | 62.09% |
January 31, 2022 | 62.09% |
December 31, 2021 | 62.09% |
November 30, 2021 | 62.09% |
October 31, 2021 | 62.09% |
September 30, 2021 | 62.09% |
August 31, 2021 | 62.09% |
July 31, 2021 | 62.09% |
June 30, 2021 | 62.09% |
May 31, 2021 | 62.09% |
April 30, 2021 | 62.09% |
March 31, 2021 | 62.09% |
February 28, 2021 | 62.09% |
January 31, 2021 | 62.09% |
December 31, 2020 | 62.09% |
November 30, 2020 | 62.09% |
October 31, 2020 | 62.09% |
September 30, 2020 | 62.09% |
August 31, 2020 | 62.09% |
July 31, 2020 | 62.09% |
June 30, 2020 | 62.09% |
May 31, 2020 | 62.09% |
April 30, 2020 | 62.09% |
March 31, 2020 | 62.09% |
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
44.32%
Minimum
May 2019
62.09%
Maximum
Mar 2020
59.16%
Average
62.09%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Heidelberg Materials AG | 71.27% |
K+S AG | 86.29% |
SGL Carbon SE | 85.71% |
KWS SAAT SE & Co KGaA | 37.86% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.90 |
Beta (5Y) | 1.217 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.64% |
Historical Sharpe Ratio (5Y) | -0.1288 |
Historical Sortino (5Y) | -0.1935 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.49% |