Deutsche Bank AG (DB)

16.93 -0.19 (-1.11%) USD  |  NYSE  |  Dec 20, 16:00
16.94 +0.02 (+0.09%) After-Hours: 20:00
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Deutsche Bank Max Drawdown (5Y): 81.74% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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The Goldman Sachs Group Inc 48.75%
JPMorgan Chase & Co 43.62%
UBS Group AG 59.80%
Barclays PLC 76.01%
MLP SE --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 2.076
Beta (5Y) 1.209
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 44.06%
Historical Sharpe Ratio (5Y) 0.4137
Historical Sortino (5Y) 0.5761
Monthly Value at Risk (VaR) 5% (5Y Lookback) 19.99%