Aegon Ltd (AEG)
6.33
+0.07
(+1.12%)
USD |
NYSE |
May 03, 16:00
6.335
0.00 (0.00%)
After-Hours: 20:00
Aegon Max Drawdown (5Y): 71.14% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 71.14% |
July 31, 2020 | 71.14% |
June 30, 2020 | 71.14% |
May 31, 2020 | 71.14% |
April 30, 2020 | 71.14% |
March 31, 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
May 2019
71.14%
Maximum
Mar 2020
69.21%
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 | -- |
Van Lanschot Kempen NV | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.946 |
Beta (5Y) | 1.116 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.86% |
Historical Sharpe Ratio (5Y) | 0.155 |
Historical Sortino (5Y) | 0.2178 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.86% |