LEG Immobilien SE (LEGIF)
85.94
+5.40
(+6.70%)
USD |
OTCM |
May 02, 16:00
LEG Immobilien Max Drawdown (5Y): 66.16% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 66.16% |
| March 31, 2024 | 66.16% |
| February 29, 2024 | 66.16% |
| January 31, 2024 | 66.16% |
| December 31, 2023 | 66.16% |
| November 30, 2023 | 66.16% |
| October 31, 2023 | 66.16% |
| September 30, 2023 | 66.16% |
| August 31, 2023 | 66.16% |
| July 31, 2023 | 66.16% |
| June 30, 2023 | 66.16% |
| May 31, 2023 | 66.16% |
| April 30, 2023 | 66.16% |
| March 31, 2023 | 66.16% |
| February 28, 2023 | 65.41% |
| January 31, 2023 | 65.41% |
| December 31, 2022 | 65.41% |
| November 30, 2022 | 65.41% |
| October 31, 2022 | 65.41% |
| September 30, 2022 | 62.85% |
| August 31, 2022 | 50.28% |
| July 31, 2022 | 47.88% |
| June 30, 2022 | 47.70% |
| May 31, 2022 | 37.60% |
| April 30, 2022 | 37.28% |
| Date | Value |
|---|---|
| March 31, 2022 | 37.28% |
| February 28, 2022 | 37.28% |
| January 31, 2022 | 37.28% |
| December 31, 2021 | 37.28% |
| November 30, 2021 | 37.28% |
| October 31, 2021 | 37.28% |
| September 30, 2021 | 37.28% |
| August 31, 2021 | 37.28% |
| July 31, 2021 | 37.28% |
| June 30, 2021 | 37.28% |
| May 31, 2021 | 37.28% |
| April 30, 2021 | 37.28% |
| March 31, 2021 | 37.28% |
| February 28, 2021 | 37.28% |
| January 31, 2021 | 37.28% |
| December 31, 2020 | 37.28% |
| November 30, 2020 | 37.28% |
| October 31, 2020 | 37.28% |
| September 30, 2020 | 37.28% |
| August 31, 2020 | 37.28% |
| July 31, 2020 | 37.28% |
| June 30, 2020 | 37.28% |
| May 31, 2020 | 37.28% |
| April 30, 2020 | 37.28% |
| March 31, 2020 | 37.28% |
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
28.41%
Minimum
May 2019
66.16%
Maximum
Mar 2023
45.88%
Average
37.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Deutsche Wohnen SE | 74.55% |
| Vonovia SE | 74.94% |
| Branicks Group AG | -- |
| Vantage Towers AG | -- |
| VIB Vermoegen AG | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.28 |
| Beta (5Y) | 0.5897 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.10% |
| Historical Sharpe Ratio (5Y) | -0.1913 |
| Historical Sortino (5Y) | -0.2843 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.48% |