Deutsche Boerse AG (DBOEF)
201.70
+0.24
(+0.12%)
USD |
OTCM |
May 22, 16:00
Deutsche Boerse Max Drawdown (5Y): 40.35% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 40.35% |
March 31, 2024 | 40.35% |
February 29, 2024 | 40.35% |
January 31, 2024 | 40.35% |
December 31, 2023 | 40.35% |
November 30, 2023 | 40.35% |
October 31, 2023 | 40.35% |
September 30, 2023 | 40.35% |
August 31, 2023 | 40.35% |
July 31, 2023 | 40.35% |
June 30, 2023 | 40.35% |
May 31, 2023 | 40.35% |
April 30, 2023 | 40.35% |
March 31, 2023 | 40.35% |
February 28, 2023 | 40.35% |
January 31, 2023 | 40.35% |
December 31, 2022 | 40.35% |
November 30, 2022 | 40.35% |
October 31, 2022 | 40.35% |
September 30, 2022 | 40.35% |
August 31, 2022 | 40.35% |
July 31, 2022 | 40.35% |
June 30, 2022 | 40.35% |
May 31, 2022 | 40.35% |
April 30, 2022 | 40.35% |
Date | Value |
---|---|
March 31, 2022 | 40.35% |
February 28, 2022 | 40.35% |
January 31, 2022 | 40.35% |
December 31, 2021 | 40.35% |
November 30, 2021 | 40.35% |
October 31, 2021 | 40.35% |
September 30, 2021 | 40.35% |
August 31, 2021 | 40.35% |
July 31, 2021 | 40.35% |
June 30, 2021 | 40.35% |
May 31, 2021 | 40.35% |
April 30, 2021 | 40.35% |
March 31, 2021 | 40.35% |
February 28, 2021 | 40.35% |
January 31, 2021 | 40.35% |
December 31, 2020 | 40.35% |
November 30, 2020 | 40.35% |
October 31, 2020 | 40.35% |
September 30, 2020 | 40.35% |
August 31, 2020 | 40.35% |
July 31, 2020 | 40.35% |
June 30, 2020 | 40.35% |
May 31, 2020 | 40.35% |
April 30, 2020 | 40.35% |
March 31, 2020 | 40.35% |
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
21.14%
Minimum
Aug 2019
40.35%
Maximum
Mar 2020
37.26%
Average
40.35%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Deutsche Bank AG | 81.68% |
Commerzbank AG | 80.87% |
Munchener Ruckversicherungs-Gesellschaft AG | 48.01% |
Hannover Rueck SE | 44.24% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.349 |
Beta (5Y) | 0.8027 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.32% |
Historical Sharpe Ratio (5Y) | 0.30 |
Historical Sortino (5Y) | 0.4478 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.65% |