Basf SE (BASFY)
11.16
+0.02
(+0.22%)
USD |
OTCM |
Nov 14, 10:18
Basf Max Drawdown (5Y): 61.76% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 61.76% |
| August 31, 2024 | 61.76% |
| July 31, 2024 | 61.76% |
| June 30, 2024 | 61.76% |
| May 31, 2024 | 61.76% |
| April 30, 2024 | 61.76% |
| March 31, 2024 | 61.76% |
| February 29, 2024 | 61.76% |
| January 31, 2024 | 61.76% |
| December 31, 2023 | 61.76% |
| November 30, 2023 | 61.76% |
| October 31, 2023 | 61.76% |
| September 30, 2023 | 61.76% |
| August 31, 2023 | 61.76% |
| July 31, 2023 | 61.76% |
| June 30, 2023 | 61.76% |
| May 31, 2023 | 61.76% |
| April 30, 2023 | 61.76% |
| March 31, 2023 | 61.76% |
| February 28, 2023 | 61.76% |
| January 31, 2023 | 61.76% |
| December 31, 2022 | 61.76% |
| November 30, 2022 | 61.76% |
| October 31, 2022 | 61.76% |
| September 30, 2022 | 61.76% |
| Date | Value |
|---|---|
| August 31, 2022 | 61.76% |
| July 31, 2022 | 61.76% |
| June 30, 2022 | 61.76% |
| May 31, 2022 | 61.76% |
| April 30, 2022 | 61.76% |
| March 31, 2022 | 61.76% |
| February 28, 2022 | 61.76% |
| January 31, 2022 | 61.76% |
| December 31, 2021 | 61.76% |
| November 30, 2021 | 61.76% |
| October 31, 2021 | 61.76% |
| September 30, 2021 | 61.76% |
| August 31, 2021 | 61.76% |
| July 31, 2021 | 61.76% |
| June 30, 2021 | 61.76% |
| May 31, 2021 | 61.76% |
| April 30, 2021 | 61.76% |
| March 31, 2021 | 61.76% |
| February 28, 2021 | 61.76% |
| January 31, 2021 | 61.76% |
| December 31, 2020 | 61.76% |
| November 30, 2020 | 61.76% |
| October 31, 2020 | 61.76% |
| September 30, 2020 | 61.76% |
| August 31, 2020 | 61.76% |
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
44.63%
Minimum
Nov 2019
61.76%
Maximum
Mar 2020
60.64%
Average
61.76%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Heidelberg Materials AG | 71.27% |
| K+S AG | 86.29% |
| Symrise AG | 37.09% |
| SGL Carbon SE | 85.71% |
| KWS SAAT SE & Co KGaA | 38.73% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.09 |
| Beta (5Y) | 1.212 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.36% |
| Historical Sharpe Ratio (5Y) | -0.0457 |
| Historical Sortino (5Y) | -0.0697 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.37% |