Deutsche Bank AG (DB)
16.80
+0.03
(+0.18%)
USD |
NYSE |
Nov 21, 16:00
16.80
0.00 (0.00%)
After-Hours: 20:00
Deutsche Bank Max Drawdown (5Y): 81.74% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 81.74% |
| September 30, 2024 | 81.74% |
| August 31, 2024 | 81.74% |
| July 31, 2024 | 81.74% |
| June 30, 2024 | 81.74% |
| May 31, 2024 | 81.74% |
| April 30, 2024 | 81.74% |
| March 31, 2024 | 81.74% |
| February 29, 2024 | 81.74% |
| January 31, 2024 | 81.74% |
| December 31, 2023 | 81.74% |
| November 30, 2023 | 81.74% |
| October 31, 2023 | 81.74% |
| September 30, 2023 | 81.74% |
| August 31, 2023 | 81.74% |
| July 31, 2023 | 81.74% |
| June 30, 2023 | 81.74% |
| May 31, 2023 | 81.74% |
| April 30, 2023 | 81.74% |
| March 31, 2023 | 81.74% |
| February 28, 2023 | 81.74% |
| January 31, 2023 | 81.74% |
| December 31, 2022 | 81.74% |
| November 30, 2022 | 81.74% |
| October 31, 2022 | 81.74% |
| Date | Value |
|---|---|
| September 30, 2022 | 81.74% |
| August 31, 2022 | 81.74% |
| July 31, 2022 | 81.74% |
| June 30, 2022 | 81.74% |
| May 31, 2022 | 81.74% |
| April 30, 2022 | 81.74% |
| March 31, 2022 | 81.74% |
| February 28, 2022 | 81.74% |
| January 31, 2022 | 81.74% |
| December 31, 2021 | 81.74% |
| November 30, 2021 | 81.74% |
| October 31, 2021 | 81.74% |
| September 30, 2021 | 81.74% |
| August 31, 2021 | 81.74% |
| July 31, 2021 | 81.74% |
| June 30, 2021 | 81.74% |
| May 31, 2021 | 81.74% |
| April 30, 2021 | 81.74% |
| March 31, 2021 | 81.74% |
| February 28, 2021 | 81.74% |
| January 31, 2021 | 81.74% |
| December 31, 2020 | 81.74% |
| November 30, 2020 | 81.74% |
| October 31, 2020 | 81.74% |
| September 30, 2020 | 81.74% |
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
81.41%
Minimum
Nov 2019
81.74%
Maximum
Mar 2020
81.72%
Average
81.74%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| The Goldman Sachs Group Inc | 48.75% |
| JPMorgan Chase & Co | 43.62% |
| UBS Group AG | 59.80% |
| Morgan Stanley | 51.33% |
| Nomura Holdings Inc | 52.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.268 |
| Beta (5Y) | 1.222 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.28% |
| Historical Sharpe Ratio (5Y) | 0.4074 |
| Historical Sortino (5Y) | 0.5635 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.99% |