DHL Group (DHLGY)
42.15
+0.91
(+2.21%)
USD |
OTCM |
May 09, 16:00
DHL Group Max Drawdown (5Y): 58.03% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 58.03% |
March 31, 2024 | 58.03% |
February 29, 2024 | 58.03% |
January 31, 2024 | 58.03% |
December 31, 2023 | 58.03% |
November 30, 2023 | 58.03% |
October 31, 2023 | 58.03% |
September 30, 2023 | 58.03% |
August 31, 2023 | 58.03% |
July 31, 2023 | 58.03% |
June 30, 2023 | 58.03% |
May 31, 2023 | 58.03% |
April 30, 2023 | 58.03% |
March 31, 2023 | 58.03% |
February 28, 2023 | 58.03% |
January 31, 2023 | 58.03% |
December 31, 2022 | 58.03% |
November 30, 2022 | 58.03% |
October 31, 2022 | 58.03% |
September 30, 2022 | 58.03% |
August 31, 2022 | 55.64% |
July 31, 2022 | 55.64% |
June 30, 2022 | 55.64% |
May 31, 2022 | 55.64% |
April 30, 2022 | 55.64% |
Date | Value |
---|---|
March 31, 2022 | 55.64% |
February 28, 2022 | 55.64% |
January 31, 2022 | 55.64% |
December 31, 2021 | 55.64% |
November 30, 2021 | 55.64% |
October 31, 2021 | 55.64% |
September 30, 2021 | 55.64% |
August 31, 2021 | 55.64% |
July 31, 2021 | 55.64% |
June 30, 2021 | 55.64% |
May 31, 2021 | 55.64% |
April 30, 2021 | 55.64% |
March 31, 2021 | 55.64% |
February 28, 2021 | 55.64% |
January 31, 2021 | 55.64% |
December 31, 2020 | 55.64% |
November 30, 2020 | 55.64% |
October 31, 2020 | 55.64% |
September 30, 2020 | 55.64% |
August 31, 2020 | 55.64% |
July 31, 2020 | 55.64% |
June 30, 2020 | 55.64% |
May 31, 2020 | 55.64% |
April 30, 2020 | 55.64% |
March 31, 2020 | 55.64% |
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
44.82%
Minimum
May 2019
58.03%
Maximum
Sep 2022
54.63%
Average
55.64%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Siemens AG | 52.76% |
KHD Humboldt Wedag International AG | 78.60% |
Bilfinger SE | 71.33% |
Lilium NV | -- |
Schmid Group NV | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.295 |
Beta (5Y) | 1.341 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.58% |
Historical Sharpe Ratio (5Y) | 0.1682 |
Historical Sortino (5Y) | 0.26 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.24% |