Bayerische Motoren Werke AG (BAMXF)
71.76
+0.62
(+0.88%)
USD |
OTCM |
Nov 22, 15:36
Bayerische Motoren Werke Max Drawdown (5Y): 61.16% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 61.16% |
| September 30, 2024 | 61.16% |
| August 31, 2024 | 61.16% |
| July 31, 2024 | 61.16% |
| June 30, 2024 | 61.16% |
| May 31, 2024 | 61.16% |
| April 30, 2024 | 61.16% |
| March 31, 2024 | 61.16% |
| February 29, 2024 | 61.16% |
| January 31, 2024 | 61.16% |
| December 31, 2023 | 61.16% |
| November 30, 2023 | 61.16% |
| October 31, 2023 | 61.16% |
| September 30, 2023 | 61.16% |
| August 31, 2023 | 61.16% |
| July 31, 2023 | 61.16% |
| June 30, 2023 | 61.16% |
| May 31, 2023 | 61.16% |
| April 30, 2023 | 61.16% |
| March 31, 2023 | 61.16% |
| February 28, 2023 | 61.16% |
| January 31, 2023 | 61.16% |
| December 31, 2022 | 61.16% |
| November 30, 2022 | 61.16% |
| October 31, 2022 | 61.16% |
| Date | Value |
|---|---|
| September 30, 2022 | 61.16% |
| August 31, 2022 | 61.16% |
| July 31, 2022 | 61.16% |
| June 30, 2022 | 61.16% |
| May 31, 2022 | 61.16% |
| April 30, 2022 | 61.16% |
| March 31, 2022 | 61.16% |
| February 28, 2022 | 61.16% |
| January 31, 2022 | 61.16% |
| December 31, 2021 | 61.16% |
| November 30, 2021 | 61.16% |
| October 31, 2021 | 61.16% |
| September 30, 2021 | 61.16% |
| August 31, 2021 | 61.16% |
| July 31, 2021 | 61.16% |
| June 30, 2021 | 61.16% |
| May 31, 2021 | 61.16% |
| April 30, 2021 | 61.16% |
| March 31, 2021 | 61.16% |
| February 28, 2021 | 61.16% |
| January 31, 2021 | 61.16% |
| December 31, 2020 | 61.16% |
| November 30, 2020 | 61.16% |
| October 31, 2020 | 61.16% |
| September 30, 2020 | 61.16% |
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
40.66%
Minimum
Nov 2019
61.16%
Maximum
Mar 2020
59.80%
Average
61.16%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Volkswagen AG | 65.45% |
| Continental AG | 81.52% |
| Jumia Technologies AG | -- |
| MYT Netherlands Parent BV | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.119 |
| Beta (5Y) | 1.029 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.83% |
| Historical Sharpe Ratio (5Y) | 0.1232 |
| Historical Sortino (5Y) | 0.1941 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.60% |