TUI AG (TUIFF)
6.65
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
TUI Max Drawdown (5Y): 95.93% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 95.93% |
| March 31, 2024 | 95.93% |
| February 29, 2024 | 95.93% |
| January 31, 2024 | 95.93% |
| December 31, 2023 | 95.93% |
| November 30, 2023 | 95.93% |
| October 31, 2023 | 95.93% |
| September 30, 2023 | 95.93% |
| August 31, 2023 | 95.93% |
| July 31, 2023 | 95.93% |
| June 30, 2023 | 95.93% |
| May 31, 2023 | 95.93% |
| April 30, 2023 | 95.93% |
| March 31, 2023 | 93.12% |
| February 28, 2023 | 93.12% |
| January 31, 2023 | 93.12% |
| December 31, 2022 | 93.12% |
| November 30, 2022 | 93.12% |
| October 31, 2022 | 93.12% |
| September 30, 2022 | 92.86% |
| August 31, 2022 | 91.49% |
| July 31, 2022 | 91.38% |
| June 30, 2022 | 90.01% |
| May 31, 2022 | 86.81% |
| April 30, 2022 | 86.81% |
| Date | Value |
|---|---|
| March 31, 2022 | 86.81% |
| February 28, 2022 | 85.68% |
| January 31, 2022 | 85.68% |
| December 31, 2021 | 85.68% |
| November 30, 2021 | 85.68% |
| October 31, 2021 | 85.68% |
| September 30, 2021 | 85.68% |
| August 31, 2021 | 85.68% |
| July 31, 2021 | 85.68% |
| June 30, 2021 | 85.68% |
| May 31, 2021 | 85.68% |
| April 30, 2021 | 85.68% |
| March 31, 2021 | 85.68% |
| February 28, 2021 | 85.68% |
| January 31, 2021 | 85.68% |
| December 31, 2020 | 85.68% |
| November 30, 2020 | 85.68% |
| October 31, 2020 | 85.68% |
| September 30, 2020 | 85.68% |
| August 31, 2020 | 85.68% |
| July 31, 2020 | 85.68% |
| June 30, 2020 | 85.68% |
| May 31, 2020 | 85.68% |
| April 30, 2020 | 84.14% |
| March 31, 2020 | 84.14% |
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
58.90%
Minimum
May 2019
95.93%
Maximum
Apr 2023
84.57%
Average
85.68%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| CBD Of Denver Inc | 99.38% |
| Volkswagen AG | 66.84% |
| Jumia Technologies AG | 96.50% |
| MYT Netherlands Parent BV | -- |
| Next e GO NV | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -63.56 |
| Beta (5Y) | 1.934 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 76.67% |
| Historical Sharpe Ratio (5Y) | -0.5479 |
| Historical Sortino (5Y) | -0.9372 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.13% |