Commerzbank AG (CRZBY)
16.88
+0.40
(+2.43%)
USD |
OTCM |
Nov 14, 11:31
Commerzbank Max Drawdown (5Y): 80.87% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 80.87% |
| September 30, 2024 | 80.87% |
| August 31, 2024 | 80.87% |
| July 31, 2024 | 80.87% |
| June 30, 2024 | 80.87% |
| May 31, 2024 | 80.87% |
| April 30, 2024 | 80.87% |
| March 31, 2024 | 80.87% |
| February 29, 2024 | 80.87% |
| January 31, 2024 | 80.87% |
| December 31, 2023 | 80.87% |
| November 30, 2023 | 80.87% |
| October 31, 2023 | 80.87% |
| September 30, 2023 | 80.87% |
| August 31, 2023 | 80.87% |
| July 31, 2023 | 80.87% |
| June 30, 2023 | 80.87% |
| May 31, 2023 | 80.87% |
| April 30, 2023 | 80.87% |
| March 31, 2023 | 80.87% |
| February 28, 2023 | 80.87% |
| January 31, 2023 | 80.87% |
| December 31, 2022 | 80.87% |
| November 30, 2022 | 80.87% |
| October 31, 2022 | 80.87% |
| Date | Value |
|---|---|
| September 30, 2022 | 80.87% |
| August 31, 2022 | 80.87% |
| July 31, 2022 | 80.87% |
| June 30, 2022 | 80.87% |
| May 31, 2022 | 80.87% |
| April 30, 2022 | 80.87% |
| March 31, 2022 | 80.87% |
| February 28, 2022 | 80.87% |
| January 31, 2022 | 80.87% |
| December 31, 2021 | 80.87% |
| November 30, 2021 | 80.87% |
| October 31, 2021 | 80.87% |
| September 30, 2021 | 80.87% |
| August 31, 2021 | 80.87% |
| July 31, 2021 | 80.87% |
| June 30, 2021 | 80.87% |
| May 31, 2021 | 80.87% |
| April 30, 2021 | 80.87% |
| March 31, 2021 | 80.87% |
| February 28, 2021 | 80.91% |
| January 31, 2021 | 86.21% |
| December 31, 2020 | 86.21% |
| November 30, 2020 | 90.58% |
| October 31, 2020 | 90.58% |
| September 30, 2020 | 90.58% |
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
80.87%
Minimum
Mar 2021
90.58%
Maximum
Nov 2019
83.15%
Average
80.87%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
| UniCredit SpA | 69.80% |
| Deutsche Bank AG | 81.68% |
| Munchener Ruckversicherungs-Gesellschaft AG | 48.01% |
| Deutsche Boerse AG | 38.69% |
| Hannover Rueck SE | 44.24% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.06 |
| Beta (5Y) | 1.005 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.07% |
| Historical Sharpe Ratio (5Y) | 0.4692 |
| Historical Sortino (5Y) | 0.7108 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.91% |