Beiersdorf AG (BDRFY)
30.90
+0.36
(+1.20%)
USD |
OTCM |
May 03, 16:00
Beiersdorf Max Drawdown (5Y): 29.98% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 29.98% |
March 31, 2024 | 29.98% |
February 29, 2024 | 29.98% |
January 31, 2024 | 29.98% |
December 31, 2023 | 29.98% |
November 30, 2023 | 29.98% |
October 31, 2023 | 29.98% |
September 30, 2023 | 29.98% |
August 31, 2023 | 29.98% |
July 31, 2023 | 29.98% |
June 30, 2023 | 29.98% |
May 31, 2023 | 29.98% |
April 30, 2023 | 29.98% |
March 31, 2023 | 29.98% |
February 28, 2023 | 29.98% |
January 31, 2023 | 29.98% |
December 31, 2022 | 29.98% |
November 30, 2022 | 29.98% |
October 31, 2022 | 29.98% |
September 30, 2022 | 29.98% |
August 31, 2022 | 29.98% |
July 31, 2022 | 29.98% |
June 30, 2022 | 29.98% |
May 31, 2022 | 29.98% |
April 30, 2022 | 29.98% |
Date | Value |
---|---|
March 31, 2022 | 29.98% |
February 28, 2022 | 29.44% |
January 31, 2022 | 29.44% |
December 31, 2021 | 29.44% |
November 30, 2021 | 29.44% |
October 31, 2021 | 29.44% |
September 30, 2021 | 29.44% |
August 31, 2021 | 29.44% |
July 31, 2021 | 29.44% |
June 30, 2021 | 29.44% |
May 31, 2021 | 29.44% |
April 30, 2021 | 29.44% |
March 31, 2021 | 29.44% |
February 28, 2021 | 29.44% |
January 31, 2021 | 29.44% |
December 31, 2020 | 29.44% |
November 30, 2020 | 29.44% |
October 31, 2020 | 29.44% |
September 30, 2020 | 29.44% |
August 31, 2020 | 29.44% |
July 31, 2020 | 29.44% |
June 30, 2020 | 29.44% |
May 31, 2020 | 29.44% |
April 30, 2020 | 29.44% |
March 31, 2020 | 29.44% |
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
22.73%
Minimum
Sep 2019
29.98%
Maximum
Mar 2022
28.56%
Average
29.44%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Henkel AG & Co KGaA | 54.47% |
Suedzucker AG | 46.11% |
METRO AG | 65.47% |
Splash Beverage Group Inc | 98.49% |
Fresh Vine Wine Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.921 |
Beta (5Y) | 0.3801 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.67% |
Historical Sharpe Ratio (5Y) | 0.2761 |
Historical Sortino (5Y) | 0.4584 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.00% |