Deutsche Bank AG (DB)
17.77
-0.15
(-0.84%)
USD |
NYSE |
Apr 26, 16:00
16.81
-0.96
(-5.40%)
Pre-Market: 20:00
Deutsche Bank Max Drawdown (5Y): 81.68% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 81.68% |
February 29, 2024 | 81.68% |
January 31, 2024 | 81.68% |
December 31, 2023 | 81.68% |
November 30, 2023 | 81.68% |
October 31, 2023 | 81.68% |
September 30, 2023 | 81.68% |
August 31, 2023 | 81.68% |
July 31, 2023 | 81.68% |
June 30, 2023 | 81.68% |
May 31, 2023 | 81.68% |
April 30, 2023 | 81.68% |
March 31, 2023 | 81.68% |
February 28, 2023 | 81.68% |
January 31, 2023 | 81.68% |
December 31, 2022 | 81.68% |
November 30, 2022 | 81.68% |
October 31, 2022 | 81.68% |
September 30, 2022 | 81.68% |
August 31, 2022 | 81.68% |
July 31, 2022 | 81.68% |
June 30, 2022 | 81.68% |
May 31, 2022 | 81.68% |
April 30, 2022 | 81.68% |
March 31, 2022 | 81.68% |
Date | Value |
---|---|
February 28, 2022 | 81.68% |
January 31, 2022 | 81.68% |
December 31, 2021 | 81.68% |
November 30, 2021 | 81.68% |
October 31, 2021 | 81.68% |
September 30, 2021 | 81.68% |
August 31, 2021 | 81.68% |
July 31, 2021 | 81.68% |
June 30, 2021 | 81.68% |
May 31, 2021 | 81.68% |
April 30, 2021 | 81.68% |
March 31, 2021 | 81.68% |
February 28, 2021 | 81.68% |
January 31, 2021 | 81.68% |
December 31, 2020 | 81.68% |
November 30, 2020 | 81.68% |
October 31, 2020 | 81.68% |
September 30, 2020 | 81.68% |
August 31, 2020 | 81.68% |
July 31, 2020 | 81.68% |
June 30, 2020 | 81.68% |
May 31, 2020 | 81.68% |
April 30, 2020 | 81.68% |
March 31, 2020 | 81.68% |
February 29, 2020 | 79.15% |
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
79.15%
Minimum
Apr 2019
81.68%
Maximum
Mar 2020
81.21%
Average
81.68%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Barclays PLC | 76.01% |
The Goldman Sachs Group Inc | 48.75% |
JPMorgan Chase & Co | 43.62% |
UBS Group AG | 59.80% |
New York Community Bancorp Inc | 79.50% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.768 |
Beta (5Y) | 1.314 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.74% |
Historical Sharpe Ratio (5Y) | 0.2991 |
Historical Sortino (5Y) | 0.4292 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.99% |