thyssenkrupp AG (TYEKF)
5.20
-0.15
(-2.80%)
USD |
OTCM |
May 01, 16:00
thyssenkrupp Max Drawdown (5Y): 88.47% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 88.47% |
March 31, 2024 | 88.47% |
February 29, 2024 | 88.47% |
January 31, 2024 | 88.47% |
December 31, 2023 | 88.47% |
November 30, 2023 | 88.47% |
October 31, 2023 | 88.47% |
September 30, 2023 | 88.47% |
August 31, 2023 | 88.47% |
July 31, 2023 | 88.47% |
June 30, 2023 | 88.47% |
May 31, 2023 | 88.47% |
April 30, 2023 | 88.47% |
March 31, 2023 | 88.47% |
February 28, 2023 | 88.47% |
January 31, 2023 | 88.47% |
December 31, 2022 | 88.47% |
November 30, 2022 | 88.47% |
October 31, 2022 | 88.47% |
September 30, 2022 | 88.47% |
August 31, 2022 | 88.47% |
July 31, 2022 | 88.47% |
June 30, 2022 | 88.47% |
May 31, 2022 | 88.47% |
April 30, 2022 | 88.47% |
Date | Value |
---|---|
March 31, 2022 | 88.47% |
February 28, 2022 | 88.47% |
January 31, 2022 | 88.47% |
December 31, 2021 | 88.47% |
November 30, 2021 | 88.47% |
October 31, 2021 | 88.47% |
September 30, 2021 | 88.47% |
August 31, 2021 | 88.47% |
July 31, 2021 | 88.47% |
June 30, 2021 | 88.47% |
May 31, 2021 | 88.47% |
April 30, 2021 | 88.47% |
March 31, 2021 | 88.47% |
February 28, 2021 | 88.47% |
January 31, 2021 | 88.47% |
December 31, 2020 | 88.47% |
November 30, 2020 | 88.47% |
October 31, 2020 | 88.47% |
September 30, 2020 | 88.47% |
August 31, 2020 | 88.47% |
July 31, 2020 | 88.47% |
June 30, 2020 | 88.47% |
May 31, 2020 | 88.47% |
April 30, 2020 | 88.47% |
March 31, 2020 | 88.47% |
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
70.46%
Minimum
May 2019
88.47%
Maximum
Mar 2020
85.48%
Average
88.47%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Siemens AG | 52.76% |
KHD Humboldt Wedag International AG | 78.60% |
DHL Group | 58.03% |
Lilium NV | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -39.44 |
Beta (5Y) | 1.821 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.46% |
Historical Sharpe Ratio (5Y) | -0.3116 |
Historical Sortino (5Y) | -0.5156 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.37% |