ams-OSRAM AG (AUKUF)
1.49
0.00 (0.00%)
USD |
OTCM |
May 07, 16:00
ams-OSRAM Max Drawdown (5Y): 96.99% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 96.99% |
| March 31, 2024 | 96.53% |
| February 29, 2024 | 95.49% |
| January 31, 2024 | 95.32% |
| December 31, 2023 | 95.32% |
| November 30, 2023 | 95.32% |
| October 31, 2023 | 93.16% |
| September 30, 2023 | 93.16% |
| August 31, 2023 | 93.16% |
| July 31, 2023 | 93.16% |
| June 30, 2023 | 93.16% |
| May 31, 2023 | 93.16% |
| April 30, 2023 | 93.16% |
| March 31, 2023 | 93.16% |
| February 28, 2023 | 93.16% |
| January 31, 2023 | 93.16% |
| December 31, 2022 | 93.16% |
| November 30, 2022 | 93.16% |
| October 31, 2022 | 93.16% |
| September 30, 2022 | 92.54% |
| August 31, 2022 | 90.46% |
| July 31, 2022 | 90.46% |
| June 30, 2022 | 89.74% |
| May 31, 2022 | 89.74% |
| April 30, 2022 | 89.74% |
| Date | Value |
|---|---|
| March 31, 2022 | 89.74% |
| February 28, 2022 | 89.74% |
| January 31, 2022 | 89.74% |
| December 31, 2021 | 89.74% |
| November 30, 2021 | 89.74% |
| October 31, 2021 | 89.74% |
| September 30, 2021 | 89.74% |
| August 31, 2021 | 89.74% |
| July 31, 2021 | 89.74% |
| June 30, 2021 | 89.74% |
| May 31, 2021 | 89.74% |
| April 30, 2021 | 89.74% |
| March 31, 2021 | 89.74% |
| February 28, 2021 | 89.74% |
| January 31, 2021 | 89.74% |
| December 31, 2020 | 89.74% |
| November 30, 2020 | 89.74% |
| October 31, 2020 | 89.74% |
| September 30, 2020 | 89.74% |
| August 31, 2020 | 89.74% |
| July 31, 2020 | 89.74% |
| June 30, 2020 | 89.74% |
| May 31, 2020 | 89.74% |
| April 30, 2020 | 89.74% |
| March 31, 2020 | 89.37% |
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
85.49%
Minimum
May 2019
96.99%
Maximum
Apr 2024
90.45%
Average
89.74%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| AT&S Austria Technologie & Systemtechnik AG | -- |
| Fabasoft AG | -- |
| WidePoint Corp | 88.89% |
| Castellum Inc | 99.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -61.16 |
| Beta (5Y) | 1.404 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 74.25% |
| Historical Sharpe Ratio (5Y) | -0.6131 |
| Historical Sortino (5Y) | -0.9099 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.53% |