Siemens AG (SIEGY)
93.57
-1.61
(-1.69%)
USD |
OTCM |
Apr 30, 16:00
Siemens Max Drawdown (5Y): 52.76% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 52.76% |
March 31, 2024 | 52.76% |
February 29, 2024 | 52.76% |
January 31, 2024 | 52.76% |
December 31, 2023 | 52.76% |
November 30, 2023 | 52.76% |
October 31, 2023 | 52.76% |
September 30, 2023 | 52.76% |
August 31, 2023 | 52.76% |
July 31, 2023 | 52.76% |
June 30, 2023 | 52.76% |
May 31, 2023 | 52.76% |
April 30, 2023 | 52.76% |
March 31, 2023 | 52.76% |
February 28, 2023 | 52.76% |
January 31, 2023 | 52.76% |
December 31, 2022 | 52.76% |
November 30, 2022 | 52.76% |
October 31, 2022 | 52.76% |
September 30, 2022 | 52.76% |
August 31, 2022 | 52.76% |
July 31, 2022 | 52.76% |
June 30, 2022 | 52.76% |
May 31, 2022 | 52.76% |
April 30, 2022 | 52.76% |
Date | Value |
---|---|
March 31, 2022 | 52.76% |
February 28, 2022 | 52.76% |
January 31, 2022 | 52.76% |
December 31, 2021 | 52.76% |
November 30, 2021 | 52.76% |
October 31, 2021 | 52.76% |
September 30, 2021 | 52.76% |
August 31, 2021 | 52.76% |
July 31, 2021 | 52.76% |
June 30, 2021 | 52.76% |
May 31, 2021 | 52.76% |
April 30, 2021 | 52.76% |
March 31, 2021 | 52.76% |
February 28, 2021 | 52.76% |
January 31, 2021 | 52.76% |
December 31, 2020 | 52.76% |
November 30, 2020 | 52.76% |
October 31, 2020 | 52.76% |
September 30, 2020 | 52.76% |
August 31, 2020 | 52.76% |
July 31, 2020 | 52.76% |
June 30, 2020 | 52.76% |
May 31, 2020 | 52.76% |
April 30, 2020 | 52.76% |
March 31, 2020 | 52.76% |
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
33.44%
Minimum
May 2019
52.76%
Maximum
Mar 2020
49.65%
Average
52.76%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Siemens Energy AG | -- |
Daimler Truck Holding AG | -- |
KHD Humboldt Wedag International AG | 78.60% |
DHL Group | 58.03% |
Lilium NV | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.742 |
Beta (5Y) | 1.367 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.78% |
Historical Sharpe Ratio (5Y) | 0.3591 |
Historical Sortino (5Y) | 0.5493 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.57% |