Aurelius Equity Opportunities Se & Co KGaA (AULRF)
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Apr 26, 16:00
Aurelius Equity Opportunities Max Drawdown (5Y): 79.97% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
July 31, 2020 | 76.50% |
June 30, 2020 | 76.50% |
May 31, 2020 | 76.50% |
April 30, 2020 | 75.49% |
March 31, 2020 | 75.49% |
February 29, 2020 | 52.30% |
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
48.31%
Minimum
Apr 2019
79.97%
Maximum
Jan 2023
72.51%
Average
76.50%
Median
May 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) | -21.92 |
Beta (5Y) | 0.5158 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.26% |
Historical Sharpe Ratio (5Y) | -0.3772 |
Historical Sortino (5Y) | -0.4562 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.67% |