Fresenius SE & Co KGaA (FSNUY)
7.52
-0.03
(-0.40%)
USD |
OTCM |
May 01, 16:00
Fresenius Max Drawdown (5Y): 75.77% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 75.77% |
| March 31, 2024 | 75.77% |
| February 29, 2024 | 75.77% |
| January 31, 2024 | 75.77% |
| December 31, 2023 | 75.77% |
| November 30, 2023 | 75.77% |
| October 31, 2023 | 75.77% |
| September 30, 2023 | 75.77% |
| August 31, 2023 | 75.77% |
| July 31, 2023 | 75.77% |
| June 30, 2023 | 75.77% |
| May 31, 2023 | 75.77% |
| April 30, 2023 | 75.77% |
| March 31, 2023 | 75.77% |
| February 28, 2023 | 75.77% |
| January 31, 2023 | 75.77% |
| December 31, 2022 | 75.77% |
| November 30, 2022 | 75.77% |
| October 31, 2022 | 75.77% |
| September 30, 2022 | 74.02% |
| August 31, 2022 | 69.21% |
| July 31, 2022 | 67.94% |
| June 30, 2022 | 67.94% |
| May 31, 2022 | 67.94% |
| April 30, 2022 | 67.94% |
| Date | Value |
|---|---|
| March 31, 2022 | 67.94% |
| February 28, 2022 | 67.94% |
| January 31, 2022 | 67.94% |
| December 31, 2021 | 67.94% |
| November 30, 2021 | 67.94% |
| October 31, 2021 | 67.94% |
| September 30, 2021 | 67.94% |
| August 31, 2021 | 67.94% |
| July 31, 2021 | 67.94% |
| June 30, 2021 | 67.94% |
| May 31, 2021 | 67.94% |
| April 30, 2021 | 67.94% |
| March 31, 2021 | 67.94% |
| February 28, 2021 | 67.94% |
| January 31, 2021 | 67.94% |
| December 31, 2020 | 67.94% |
| November 30, 2020 | 67.94% |
| October 31, 2020 | 67.94% |
| September 30, 2020 | 67.94% |
| August 31, 2020 | 67.94% |
| July 31, 2020 | 67.94% |
| June 30, 2020 | 67.94% |
| May 31, 2020 | 67.94% |
| April 30, 2020 | 67.94% |
| March 31, 2020 | 67.94% |
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
49.84%
Minimum
May 2019
75.77%
Maximum
Oct 2022
67.52%
Average
67.94%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Fresenius Medical Care AG | 75.63% |
| Affimed NV | 97.22% |
| InflaRx NV | 98.49% |
| MorphoSys AG | 91.41% |
| BioNTech SE | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.81 |
| Beta (5Y) | 1.066 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.85% |
| Historical Sharpe Ratio (5Y) | -0.3237 |
| Historical Sortino (5Y) | -0.4849 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.80% |