Allianz SE (ALIZF)
291.30
-3.52
(-1.19%)
USD |
OTCM |
Apr 25, 16:00
Allianz Max Drawdown (5Y): 48.52% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 48.52% |
February 29, 2024 | 48.52% |
January 31, 2024 | 48.52% |
December 31, 2023 | 48.52% |
November 30, 2023 | 48.52% |
October 31, 2023 | 48.52% |
September 30, 2023 | 48.52% |
August 31, 2023 | 48.52% |
July 31, 2023 | 48.52% |
June 30, 2023 | 48.52% |
May 31, 2023 | 48.52% |
April 30, 2023 | 48.52% |
March 31, 2023 | 48.52% |
February 28, 2023 | 48.52% |
January 31, 2023 | 48.52% |
December 31, 2022 | 48.52% |
November 30, 2022 | 48.52% |
October 31, 2022 | 48.52% |
September 30, 2022 | 48.52% |
August 31, 2022 | 48.52% |
July 31, 2022 | 48.52% |
June 30, 2022 | 48.52% |
May 31, 2022 | 48.52% |
April 30, 2022 | 48.52% |
March 31, 2022 | 48.52% |
Date | Value |
---|---|
February 28, 2022 | 48.52% |
January 31, 2022 | 48.52% |
December 31, 2021 | 48.52% |
November 30, 2021 | 48.52% |
October 31, 2021 | 48.52% |
September 30, 2021 | 48.52% |
August 31, 2021 | 48.52% |
July 31, 2021 | 48.52% |
June 30, 2021 | 48.52% |
May 31, 2021 | 48.52% |
April 30, 2021 | 48.52% |
March 31, 2021 | 48.52% |
February 28, 2021 | 48.52% |
January 31, 2021 | 48.52% |
December 31, 2020 | 48.52% |
November 30, 2020 | 48.52% |
October 31, 2020 | 48.52% |
September 30, 2020 | 48.52% |
August 31, 2020 | 48.52% |
July 31, 2020 | 48.52% |
June 30, 2020 | 48.52% |
May 31, 2020 | 48.52% |
April 30, 2020 | 48.52% |
March 31, 2020 | 48.52% |
February 29, 2020 | 24.75% |
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
24.75%
Minimum
Apr 2019
48.52%
Maximum
Mar 2020
44.16%
Average
48.52%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Deutsche Bank AG | 81.68% |
Commerzbank AG | 80.87% |
Munchener Ruckversicherungs-Gesellschaft AG | 48.01% |
Deutsche Boerse AG | 38.69% |
Hannover Rueck SE | 44.24% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.796 |
Beta (5Y) | 1.101 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.12% |
Historical Sharpe Ratio (5Y) | 0.3076 |
Historical Sortino (5Y) | 0.4261 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.34% |