Commerzbank AG (CRZBY)
15.30
-0.63
(-3.95%)
USD |
OTCM |
Nov 25, 13:34
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 | 84.09% |
| June 30, 2021 | 85.12% |
| May 31, 2021 | 85.85% |
| April 30, 2021 | 87.01% |
| March 31, 2021 | 89.14% |
| February 28, 2021 | 90.66% |
| January 31, 2021 | 91.71% |
| December 31, 2020 | 91.71% |
| November 30, 2020 | 91.71% |
| October 31, 2020 | 91.71% |
| September 30, 2020 | 91.71% |
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
Aug 2021
91.71%
Maximum
Nov 2019
84.19%
Average
80.87%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
| UniCredit SpA | -- |
| Deutsche Bank AG | 81.74% |
| MLP SE | -- |
| Aurelius Equity Opportunities Se & Co KGaA | 79.97% |
| Bitcoin Group SE | -- |
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% |