Bilfinger SE (BFLBY)
8.60
0.00 (0.00%)
USD |
OTCM |
May 02, 16:00
Bilfinger Max Drawdown (5Y): 71.33% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 71.33% |
| March 31, 2024 | 71.33% |
| February 29, 2024 | 71.33% |
| January 31, 2024 | 71.33% |
| December 31, 2023 | 71.33% |
| November 30, 2023 | 75.19% |
| October 31, 2023 | 75.19% |
| September 30, 2023 | 75.19% |
| August 31, 2023 | 75.19% |
| July 31, 2023 | 75.19% |
| June 30, 2023 | 75.19% |
| May 31, 2023 | 75.19% |
| April 30, 2023 | 75.19% |
| March 31, 2023 | 75.19% |
| February 28, 2023 | 75.19% |
| January 31, 2023 | 75.19% |
| December 31, 2022 | 75.19% |
| November 30, 2022 | 75.19% |
| October 31, 2022 | 75.19% |
| September 30, 2022 | 75.19% |
| August 31, 2022 | 75.19% |
| July 31, 2022 | 75.19% |
| June 30, 2022 | 75.19% |
| May 31, 2022 | 75.19% |
| April 30, 2022 | 75.19% |
| Date | Value |
|---|---|
| March 31, 2022 | 75.19% |
| February 28, 2022 | 75.19% |
| January 31, 2022 | 75.19% |
| December 31, 2021 | 75.19% |
| November 30, 2021 | 75.19% |
| October 31, 2021 | 75.19% |
| September 30, 2021 | 75.19% |
| August 31, 2021 | 75.19% |
| July 31, 2021 | 75.19% |
| June 30, 2021 | 75.48% |
| May 31, 2021 | 75.48% |
| April 30, 2021 | 76.04% |
| March 31, 2021 | 76.04% |
| February 28, 2021 | 76.04% |
| January 31, 2021 | 76.04% |
| December 31, 2020 | 76.04% |
| November 30, 2020 | 76.04% |
| October 31, 2020 | 76.04% |
| September 30, 2020 | 76.04% |
| August 31, 2020 | 76.04% |
| July 31, 2020 | 76.04% |
| June 30, 2020 | 76.04% |
| May 31, 2020 | 76.04% |
| April 30, 2020 | 76.04% |
| March 31, 2020 | 76.04% |
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
71.33%
Minimum
Dec 2023
76.04%
Maximum
May 2019
75.22%
Average
75.19%
Median
Jul 2021
Max Drawdown (5Y) Benchmarks
| Siemens AG | 52.76% |
| KHD Humboldt Wedag International AG | 78.60% |
| DHL Group | 58.03% |
| Hamburger Hafen und Logistik AG | 64.84% |
| Lilium NV | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.256 |
| Beta (5Y) | 1.191 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.87% |
| Historical Sharpe Ratio (5Y) | 0.1283 |
| Historical Sortino (5Y) | 0.1674 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.49% |