Porsche Automobil Holding SE (POAHY)
5.26
+0.07
(+1.35%)
USD |
OTCM |
May 06, 16:03
Porsche Automobil Max Drawdown (5Y): 65.08% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 65.08% |
March 31, 2024 | 65.08% |
February 29, 2024 | 65.08% |
January 31, 2024 | 65.08% |
December 31, 2023 | 65.08% |
November 30, 2023 | 65.08% |
October 31, 2023 | 65.08% |
September 30, 2023 | 65.08% |
August 31, 2023 | 65.08% |
July 31, 2023 | 65.08% |
June 30, 2023 | 65.08% |
May 31, 2023 | 65.08% |
April 30, 2023 | 65.08% |
March 31, 2023 | 65.08% |
February 28, 2023 | 65.08% |
January 31, 2023 | 65.08% |
December 31, 2022 | 65.08% |
November 30, 2022 | 65.08% |
October 31, 2022 | 65.08% |
September 30, 2022 | 65.08% |
August 31, 2022 | 65.08% |
July 31, 2022 | 65.08% |
June 30, 2022 | 65.08% |
May 31, 2022 | 65.08% |
April 30, 2022 | 65.08% |
Date | Value |
---|---|
March 31, 2022 | 65.08% |
February 28, 2022 | 65.08% |
January 31, 2022 | 65.08% |
December 31, 2021 | 65.08% |
November 30, 2021 | 65.08% |
October 31, 2021 | 65.08% |
September 30, 2021 | 65.08% |
August 31, 2021 | 65.08% |
July 31, 2021 | 65.08% |
June 30, 2021 | 65.08% |
May 31, 2021 | 65.08% |
April 30, 2021 | 65.08% |
March 31, 2021 | 65.08% |
February 28, 2021 | 65.08% |
January 31, 2021 | 65.08% |
December 31, 2020 | 65.08% |
November 30, 2020 | 65.08% |
October 31, 2020 | 65.08% |
September 30, 2020 | 65.08% |
August 31, 2020 | 65.08% |
July 31, 2020 | 65.08% |
June 30, 2020 | 65.08% |
May 31, 2020 | 65.08% |
April 30, 2020 | 65.08% |
March 31, 2020 | 65.08% |
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
62.23%
Minimum
May 2019
65.08%
Maximum
Mar 2020
64.60%
Average
65.08%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Volkswagen AG | 66.84% |
Dr. Ing. h.c. F. Porsche AG | -- |
Jumia Technologies AG | 96.50% |
MYT Netherlands Parent BV | -- |
Next e GO NV | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -21.82 |
Beta (5Y) | 1.546 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.65% |
Historical Sharpe Ratio (5Y) | -0.1218 |
Historical Sortino (5Y) | -0.1714 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.93% |