Volkswagen AG (VLKAF)
143.42
+2.04
(+1.44%)
USD |
OTCM |
May 03, 16:00
Volkswagen Max Drawdown (5Y): 66.92% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 66.92% |
March 31, 2024 | 66.92% |
February 29, 2024 | 66.92% |
January 31, 2024 | 66.92% |
December 31, 2023 | 66.92% |
November 30, 2023 | 66.92% |
October 31, 2023 | 66.92% |
September 30, 2023 | 61.92% |
August 31, 2023 | 61.56% |
July 31, 2023 | 61.56% |
June 30, 2023 | 61.56% |
May 31, 2023 | 61.56% |
April 30, 2023 | 61.56% |
March 31, 2023 | 61.56% |
February 28, 2023 | 61.56% |
January 31, 2023 | 61.56% |
December 31, 2022 | 61.56% |
November 30, 2022 | 61.56% |
October 31, 2022 | 61.56% |
September 30, 2022 | 58.56% |
August 31, 2022 | 56.69% |
July 31, 2022 | 56.69% |
June 30, 2022 | 55.40% |
May 31, 2022 | 55.40% |
April 30, 2022 | 55.40% |
Date | Value |
---|---|
March 31, 2022 | 55.40% |
February 28, 2022 | 55.40% |
January 31, 2022 | 55.40% |
December 31, 2021 | 55.40% |
November 30, 2021 | 55.40% |
October 31, 2021 | 55.40% |
September 30, 2021 | 55.40% |
August 31, 2021 | 55.40% |
July 31, 2021 | 55.40% |
June 30, 2021 | 55.40% |
May 31, 2021 | 55.40% |
April 30, 2021 | 55.40% |
March 31, 2021 | 55.40% |
February 28, 2021 | 55.40% |
January 31, 2021 | 55.40% |
December 31, 2020 | 55.40% |
November 30, 2020 | 55.40% |
October 31, 2020 | 55.40% |
September 30, 2020 | 55.40% |
August 31, 2020 | 55.40% |
July 31, 2020 | 55.40% |
June 30, 2020 | 55.77% |
May 31, 2020 | 55.77% |
April 30, 2020 | 55.77% |
March 31, 2020 | 55.77% |
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
55.40%
Minimum
Jul 2020
66.92%
Maximum
Oct 2023
58.16%
Average
55.77%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Bayerische Motoren Werke AG | 62.64% |
Mercedes-Benz Group AG | 93.04% |
Porsche Automobil Holding SE | 65.08% |
Dr. Ing. h.c. F. Porsche AG | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.41 |
Beta (5Y) | 1.445 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.80% |
Historical Sharpe Ratio (5Y) | -0.0079 |
Historical Sortino (5Y) | -0.0137 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.73% |