Aegon Ltd (AEG)
6.34
-0.09
(-1.40%)
USD |
NYSE |
Nov 13, 16:00
6.335
0.00 (0.00%)
After-Hours: 20:00
Aegon Max Drawdown (5Y): 71.14% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 71.14% |
September 30, 2024 | 71.14% |
August 31, 2024 | 71.14% |
July 31, 2024 | 71.14% |
June 30, 2024 | 71.14% |
May 31, 2024 | 71.14% |
April 30, 2024 | 71.14% |
March 31, 2024 | 71.14% |
February 29, 2024 | 71.14% |
January 31, 2024 | 71.14% |
December 31, 2023 | 71.14% |
November 30, 2023 | 71.14% |
October 31, 2023 | 71.14% |
September 30, 2023 | 71.14% |
August 31, 2023 | 71.14% |
July 31, 2023 | 71.14% |
June 30, 2023 | 71.14% |
May 31, 2023 | 71.14% |
April 30, 2023 | 71.14% |
March 31, 2023 | 71.14% |
February 28, 2023 | 71.14% |
January 31, 2023 | 71.14% |
December 31, 2022 | 71.14% |
November 30, 2022 | 71.14% |
October 31, 2022 | 71.14% |
Date | Value |
---|---|
September 30, 2022 | 71.14% |
August 31, 2022 | 71.14% |
July 31, 2022 | 71.14% |
June 30, 2022 | 71.14% |
May 31, 2022 | 71.14% |
April 30, 2022 | 71.14% |
March 31, 2022 | 71.14% |
February 28, 2022 | 71.14% |
January 31, 2022 | 71.14% |
December 31, 2021 | 71.14% |
November 30, 2021 | 71.14% |
October 31, 2021 | 71.14% |
September 30, 2021 | 71.14% |
August 31, 2021 | 71.14% |
July 31, 2021 | 71.14% |
June 30, 2021 | 71.14% |
May 31, 2021 | 71.14% |
April 30, 2021 | 71.14% |
March 31, 2021 | 71.14% |
February 28, 2021 | 71.14% |
January 31, 2021 | 71.14% |
December 31, 2020 | 71.14% |
November 30, 2020 | 71.14% |
October 31, 2020 | 71.14% |
September 30, 2020 | 71.14% |
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
59.53%
Minimum
Nov 2019
71.14%
Maximum
Mar 2020
70.37%
Average
71.14%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ING Groep NV | 74.47% |
NN Group NV | 50.33% |
Euronext NV | -- |
ABN AMRO Bank NV | 69.46% |
Van Lanschot Kempen NV | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.421 |
Beta (5Y) | 1.055 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.74% |
Historical Sharpe Ratio (5Y) | 0.2502 |
Historical Sortino (5Y) | 0.3532 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.70% |