voestalpine AG (VLPNY)
5.56
0.00 (0.00%)
USD |
OTCM |
May 22, 16:00
voestalpine Max Drawdown (5Y): 77.34% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 77.34% |
March 31, 2024 | 77.34% |
February 29, 2024 | 77.34% |
January 31, 2024 | 77.34% |
December 31, 2023 | 77.34% |
November 30, 2023 | 77.34% |
October 31, 2023 | 77.34% |
September 30, 2023 | 77.34% |
August 31, 2023 | 77.34% |
July 31, 2023 | 77.34% |
June 30, 2023 | 77.34% |
May 31, 2023 | 77.34% |
April 30, 2023 | 77.34% |
March 31, 2023 | 77.34% |
February 28, 2023 | 77.34% |
January 31, 2023 | 77.34% |
December 31, 2022 | 77.34% |
November 30, 2022 | 77.34% |
October 31, 2022 | 77.34% |
September 30, 2022 | 77.34% |
August 31, 2022 | 77.34% |
July 31, 2022 | 77.34% |
June 30, 2022 | 77.34% |
May 31, 2022 | 77.34% |
April 30, 2022 | 77.34% |
Date | Value |
---|---|
March 31, 2022 | 77.34% |
February 28, 2022 | 77.34% |
January 31, 2022 | 77.34% |
December 31, 2021 | 77.34% |
November 30, 2021 | 77.34% |
October 31, 2021 | 77.34% |
September 30, 2021 | 77.34% |
August 31, 2021 | 77.34% |
July 31, 2021 | 77.34% |
June 30, 2021 | 77.34% |
May 31, 2021 | 77.34% |
April 30, 2021 | 77.34% |
March 31, 2021 | 77.34% |
February 28, 2021 | 77.34% |
January 31, 2021 | 77.34% |
December 31, 2020 | 77.34% |
November 30, 2020 | 77.34% |
October 31, 2020 | 77.34% |
September 30, 2020 | 77.34% |
August 31, 2020 | 77.34% |
July 31, 2020 | 77.34% |
June 30, 2020 | 77.34% |
May 31, 2020 | 77.34% |
April 30, 2020 | 77.34% |
March 31, 2020 | 77.34% |
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
59.46%
Minimum
May 2019
77.34%
Maximum
Mar 2020
75.00%
Average
77.34%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Wienerberger AG | 73.02% |
Lenzing AG | 78.52% |
Core Molding Technologies Inc | 96.20% |
Flexible Solutions International Inc | 75.75% |
IT Tech Packaging Inc | 98.54% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.73 |
Beta (5Y) | 1.464 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.36% |
Historical Sharpe Ratio (5Y) | -0.0585 |
Historical Sortino (5Y) | -0.0977 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.34% |