Deutsche Wohnen SE (DTCWY)
9.31
0.00 (0.00%)
USD |
OTCM |
May 08, 16:00
Deutsche Wohnen Max Drawdown (5Y): 74.55% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 74.55% |
| March 31, 2024 | 74.55% |
| February 29, 2024 | 74.55% |
| January 31, 2024 | 74.55% |
| December 31, 2023 | 74.55% |
| November 30, 2023 | 74.55% |
| October 31, 2023 | 74.55% |
| September 30, 2023 | 74.55% |
| August 31, 2023 | 74.55% |
| July 31, 2023 | 74.55% |
| June 30, 2023 | 74.55% |
| May 31, 2023 | 74.55% |
| April 30, 2023 | 74.55% |
| March 31, 2023 | 74.55% |
| February 28, 2023 | 74.55% |
| January 31, 2023 | 74.55% |
| December 31, 2022 | 74.55% |
| November 30, 2022 | 74.55% |
| October 31, 2022 | 74.55% |
| September 30, 2022 | 72.96% |
| August 31, 2022 | 66.87% |
| July 31, 2022 | 66.87% |
| June 30, 2022 | 66.03% |
| May 31, 2022 | 59.62% |
| April 30, 2022 | 55.16% |
| Date | Value |
|---|---|
| March 31, 2022 | 47.97% |
| February 28, 2022 | 39.50% |
| January 31, 2022 | 39.50% |
| December 31, 2021 | 37.05% |
| November 30, 2021 | 37.05% |
| October 31, 2021 | 37.05% |
| September 30, 2021 | 37.05% |
| August 31, 2021 | 37.05% |
| July 31, 2021 | 37.05% |
| June 30, 2021 | 37.05% |
| May 31, 2021 | 37.05% |
| April 30, 2021 | 37.05% |
| March 31, 2021 | 37.05% |
| February 28, 2021 | 37.05% |
| January 31, 2021 | 37.05% |
| December 31, 2020 | 37.05% |
| November 30, 2020 | 37.05% |
| October 31, 2020 | 37.05% |
| September 30, 2020 | 37.05% |
| August 31, 2020 | 37.05% |
| July 31, 2020 | 37.05% |
| June 30, 2020 | 37.05% |
| May 31, 2020 | 37.05% |
| April 30, 2020 | 37.05% |
| March 31, 2020 | 37.05% |
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
14.67%
Minimum
May 2019
74.55%
Maximum
Oct 2022
51.28%
Average
37.05%
Median
Aug 2019
Max Drawdown (5Y) Benchmarks
| LEG Immobilien SE | 66.16% |
| Vonovia SE | 74.94% |
| Branicks Group AG | -- |
| Vantage Towers AG | -- |
| VIB Vermoegen AG | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.84 |
| Beta (5Y) | 0.6622 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.24% |
| Historical Sharpe Ratio (5Y) | -0.51 |
| Historical Sortino (5Y) | -0.8521 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.15% |