Carl Zeiss Meditec AG (CZMWY)
105.27
+0.77
(+0.74%)
USD |
OTCM |
May 03, 16:00
Carl Zeiss Meditec Max Drawdown (5Y): 66.51% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 66.51% |
March 31, 2024 | 66.51% |
February 29, 2024 | 66.51% |
January 31, 2024 | 66.51% |
December 31, 2023 | 66.51% |
November 30, 2023 | 66.51% |
October 31, 2023 | 66.51% |
September 30, 2023 | 63.61% |
August 31, 2023 | 59.15% |
July 31, 2023 | 56.67% |
June 30, 2023 | 56.67% |
May 31, 2023 | 56.67% |
April 30, 2023 | 56.67% |
March 31, 2023 | 56.67% |
February 28, 2023 | 56.67% |
January 31, 2023 | 56.67% |
December 31, 2022 | 56.67% |
November 30, 2022 | 56.67% |
October 31, 2022 | 56.67% |
September 30, 2022 | 56.67% |
August 31, 2022 | 52.57% |
July 31, 2022 | 52.57% |
June 30, 2022 | 52.57% |
May 31, 2022 | 52.33% |
April 30, 2022 | 46.78% |
Date | Value |
---|---|
March 31, 2022 | 46.38% |
February 28, 2022 | 46.38% |
January 31, 2022 | 46.38% |
December 31, 2021 | 46.38% |
November 30, 2021 | 46.38% |
October 31, 2021 | 46.38% |
September 30, 2021 | 46.38% |
August 31, 2021 | 46.38% |
July 31, 2021 | 46.38% |
June 30, 2021 | 46.38% |
May 31, 2021 | 46.38% |
April 30, 2021 | 46.38% |
March 31, 2021 | 46.38% |
February 28, 2021 | 46.38% |
January 31, 2021 | 46.38% |
December 31, 2020 | 46.38% |
November 30, 2020 | 46.38% |
October 31, 2020 | 46.38% |
September 30, 2020 | 46.38% |
August 31, 2020 | 46.38% |
July 31, 2020 | 46.38% |
June 30, 2020 | 46.38% |
May 31, 2020 | 46.38% |
April 30, 2020 | 46.38% |
March 31, 2020 | 46.38% |
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
23.42%
Minimum
May 2019
66.51%
Maximum
Oct 2023
47.71%
Average
46.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Affimed NV | 97.22% |
InflaRx NV | 98.49% |
MorphoSys AG | 91.41% |
BioNTech SE | -- |
Immatics NV | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.60 |
Beta (5Y) | 1.319 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.92% |
Historical Sharpe Ratio (5Y) | 0.0024 |
Historical Sortino (5Y) | 0.0039 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.18% |