Deutsche Bank AG (DB)
17.34
+0.22
(+1.29%)
USD |
NYSE |
Nov 05, 14:53
Deutsche Bank Max Drawdown (5Y): 81.68% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 81.68% |
September 30, 2024 | 81.68% |
August 31, 2024 | 81.68% |
July 31, 2024 | 81.68% |
June 30, 2024 | 81.68% |
May 31, 2024 | 81.68% |
April 30, 2024 | 81.68% |
March 31, 2024 | 81.68% |
February 29, 2024 | 81.68% |
January 31, 2024 | 81.68% |
December 31, 2023 | 81.68% |
November 30, 2023 | 81.68% |
October 31, 2023 | 81.68% |
September 30, 2023 | 81.68% |
August 31, 2023 | 81.68% |
July 31, 2023 | 81.68% |
June 30, 2023 | 81.68% |
May 31, 2023 | 81.68% |
April 30, 2023 | 81.68% |
March 31, 2023 | 81.68% |
February 28, 2023 | 81.68% |
January 31, 2023 | 81.68% |
December 31, 2022 | 81.68% |
November 30, 2022 | 81.68% |
October 31, 2022 | 81.68% |
Date | Value |
---|---|
September 30, 2022 | 81.68% |
August 31, 2022 | 81.68% |
July 31, 2022 | 81.68% |
June 30, 2022 | 81.68% |
May 31, 2022 | 81.68% |
April 30, 2022 | 81.68% |
March 31, 2022 | 81.68% |
February 28, 2022 | 81.68% |
January 31, 2022 | 81.68% |
December 31, 2021 | 81.68% |
November 30, 2021 | 81.68% |
October 31, 2021 | 81.68% |
September 30, 2021 | 81.68% |
August 31, 2021 | 81.68% |
July 31, 2021 | 81.68% |
June 30, 2021 | 81.68% |
May 31, 2021 | 81.68% |
April 30, 2021 | 81.68% |
March 31, 2021 | 81.68% |
February 28, 2021 | 81.68% |
January 31, 2021 | 81.68% |
December 31, 2020 | 81.68% |
November 30, 2020 | 81.68% |
October 31, 2020 | 81.68% |
September 30, 2020 | 81.68% |
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
79.15%
Minimum
Nov 2019
81.68%
Maximum
Mar 2020
81.51%
Average
81.68%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
UBS Group AG | 59.80% |
The Goldman Sachs Group Inc | 48.75% |
Morgan Stanley | 51.33% |
JPMorgan Chase & Co | 43.62% |
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% |