Commerzbank AG (CRZBY)
15.15
+0.08
(+0.53%)
USD |
OTCM |
Apr 26, 16:00
Commerzbank Max Drawdown (5Y): 80.87% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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 | 80.87% |
| January 31, 2021 | 80.87% |
| December 31, 2020 | 80.87% |
| November 30, 2020 | 86.72% |
| October 31, 2020 | 86.72% |
| September 30, 2020 | 86.72% |
| August 31, 2020 | 86.72% |
| July 31, 2020 | 86.72% |
| June 30, 2020 | 86.72% |
| May 31, 2020 | 86.72% |
| April 30, 2020 | 86.72% |
| March 31, 2020 | 86.72% |
| February 29, 2020 | 86.72% |
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
Dec 2020
86.72%
Maximum
Apr 2019
82.82%
Average
80.87%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Deutsche Bank AG | 81.68% |
| Munchener Ruckversicherungs-Gesellschaft AG | 48.01% |
| Deutsche Boerse AG | 38.69% |
| Hannover Rueck SE | 44.24% |
| ProCredit Holding AG | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.578 |
| Beta (5Y) | 1.130 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.88% |
| Historical Sharpe Ratio (5Y) | 0.2286 |
| Historical Sortino (5Y) | 0.3425 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.28% |