Aurelius Equity Opportunities Se & Co KGaA (AULRF)
18.94
0.00 (0.00%)
USD |
OTCM |
Nov 21, 16:00
Aurelius Equity Opportunities Max Drawdown (5Y): 79.97% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 79.97% |
| August 31, 2024 | 79.97% |
| July 31, 2024 | 79.97% |
| June 30, 2024 | 79.97% |
| May 31, 2024 | 79.97% |
| April 30, 2024 | 79.97% |
| March 31, 2024 | 79.97% |
| February 29, 2024 | 79.97% |
| January 31, 2024 | 79.97% |
| December 31, 2023 | 79.97% |
| November 30, 2023 | 79.97% |
| October 31, 2023 | 79.97% |
| September 30, 2023 | 79.97% |
| August 31, 2023 | 79.97% |
| July 31, 2023 | 79.97% |
| June 30, 2023 | 79.97% |
| May 31, 2023 | 79.97% |
| April 30, 2023 | 79.97% |
| March 31, 2023 | 79.97% |
| February 28, 2023 | 79.97% |
| January 31, 2023 | 79.97% |
| December 31, 2022 | 76.50% |
| November 30, 2022 | 76.50% |
| October 31, 2022 | 76.50% |
| September 30, 2022 | 76.50% |
| Date | Value |
|---|---|
| August 31, 2022 | 76.50% |
| July 31, 2022 | 76.50% |
| June 30, 2022 | 76.50% |
| May 31, 2022 | 76.50% |
| April 30, 2022 | 76.50% |
| March 31, 2022 | 76.50% |
| February 28, 2022 | 76.50% |
| January 31, 2022 | 76.50% |
| December 31, 2021 | 76.50% |
| November 30, 2021 | 76.50% |
| October 31, 2021 | 76.50% |
| September 30, 2021 | 76.50% |
| August 31, 2021 | 76.50% |
| July 31, 2021 | 76.50% |
| June 30, 2021 | 76.50% |
| May 31, 2021 | 76.50% |
| April 30, 2021 | 76.50% |
| March 31, 2021 | 76.50% |
| February 28, 2021 | 76.50% |
| January 31, 2021 | 76.50% |
| December 31, 2020 | 76.50% |
| November 30, 2020 | 76.50% |
| October 31, 2020 | 76.50% |
| September 30, 2020 | 76.50% |
| August 31, 2020 | 76.50% |
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
51.06%
Minimum
Nov 2019
79.97%
Maximum
Jan 2023
76.00%
Average
76.50%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Deutsche Bank AG | 81.74% |
| Commerzbank AG | 80.87% |
| MLP SE | -- |
| Bitcoin Group SE | -- |
| Aareal Bank AG | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.38 |
| Beta (5Y) | 0.5227 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.92% |
| Historical Sharpe Ratio (5Y) | -0.4066 |
| Historical Sortino (5Y) | -0.4917 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.67% |