Commerzbank AG (CRZBY)

16.10 +0.22 (+1.39%) USD  |  OTCM  |  Jan 03, 16:00
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Commerzbank Max Drawdown (5Y): 80.87% for Dec. 31, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Deutsche Bank AG 81.74%
ProCredit Holding AG --
MLP SE --
Bitcoin Group SE --
Aareal Bank AG --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 8.913
Beta (5Y) 0.9445
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 49.16%
Historical Sharpe Ratio (5Y) 0.4131
Historical Sortino (5Y) 0.6372
Monthly Value at Risk (VaR) 5% (5Y Lookback) 17.91%