Deutsche Boerse AG (DBOEY)

23.37 +0.19 (+0.82%) USD  |  OTCM  |  Dec 20, 16:00
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Deutsche Boerse Max Drawdown (5Y): 38.69% 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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Median

Max Drawdown (5Y) Benchmarks

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Deutsche Bank AG 81.74%
Commerzbank AG 80.87%
MLP SE --
Aurelius Equity Opportunities Se & Co KGaA 80.31%
Bitcoin Group SE --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.820
Beta (5Y) 0.8623
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 24.93%
Historical Sharpe Ratio (5Y) 0.3489
Historical Sortino (5Y) 0.5514
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.23%