Bayer AG (BAYRY)
5.41
+0.05
(+0.93%)
USD |
OTCM |
Nov 14, 15:59
Bayer Max Drawdown (5Y): 62.95% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 62.95% |
| August 31, 2024 | 62.95% |
| July 31, 2024 | 62.95% |
| June 30, 2024 | 62.34% |
| May 31, 2024 | 62.34% |
| April 30, 2024 | 62.34% |
| March 31, 2024 | 62.22% |
| February 29, 2024 | 62.01% |
| January 31, 2024 | 62.01% |
| December 31, 2023 | 62.01% |
| November 30, 2023 | 62.01% |
| October 31, 2023 | 62.01% |
| September 30, 2023 | 62.01% |
| August 31, 2023 | 62.01% |
| July 31, 2023 | 62.01% |
| June 30, 2023 | 62.01% |
| May 31, 2023 | 62.01% |
| April 30, 2023 | 62.01% |
| March 31, 2023 | 62.01% |
| February 28, 2023 | 62.01% |
| January 31, 2023 | 62.01% |
| December 31, 2022 | 62.01% |
| November 30, 2022 | 62.01% |
| October 31, 2022 | 62.01% |
| September 30, 2022 | 62.01% |
| Date | Value |
|---|---|
| August 31, 2022 | 62.01% |
| July 31, 2022 | 62.01% |
| June 30, 2022 | 62.01% |
| May 31, 2022 | 62.01% |
| April 30, 2022 | 62.01% |
| March 31, 2022 | 62.01% |
| February 28, 2022 | 62.01% |
| January 31, 2022 | 62.01% |
| December 31, 2021 | 62.01% |
| November 30, 2021 | 62.01% |
| October 31, 2021 | 62.01% |
| September 30, 2021 | 62.01% |
| August 31, 2021 | 62.01% |
| July 31, 2021 | 62.01% |
| June 30, 2021 | 62.01% |
| May 31, 2021 | 62.01% |
| April 30, 2021 | 62.01% |
| March 31, 2021 | 62.01% |
| February 28, 2021 | 62.01% |
| January 31, 2021 | 62.01% |
| December 31, 2020 | 62.01% |
| November 30, 2020 | 62.01% |
| October 31, 2020 | 62.01% |
| September 30, 2020 | 61.24% |
| August 31, 2020 | 61.24% |
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
55.92%
Minimum
Nov 2019
62.95%
Maximum
Jul 2024
61.57%
Average
62.01%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| CureVac NV | -- |
| Affimed NV | 97.38% |
| InflaRx NV | 98.49% |
| BioNTech SE | 82.24% |
| Immatics NV | 65.18% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -28.19 |
| Beta (5Y) | 1.094 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.70% |
| Historical Sharpe Ratio (5Y) | -0.3707 |
| Historical Sortino (5Y) | -0.5783 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.80% |