Deutsche Wohnen SE (DWHHF)
19.46
0.00 (0.00%)
USD |
OTCM |
May 06, 16:00
Deutsche Wohnen Max Drawdown (5Y): 79.43% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 79.43% |
| March 31, 2024 | 79.43% |
| February 29, 2024 | 79.43% |
| January 31, 2024 | 79.43% |
| December 31, 2023 | 79.43% |
| November 30, 2023 | 79.43% |
| October 31, 2023 | 79.43% |
| September 30, 2023 | 79.43% |
| August 31, 2023 | 79.43% |
| July 31, 2023 | 79.43% |
| June 30, 2023 | 79.43% |
| May 31, 2023 | 79.43% |
| April 30, 2023 | 79.43% |
| March 31, 2023 | 79.43% |
| February 28, 2023 | 79.43% |
| January 31, 2023 | 79.43% |
| December 31, 2022 | 79.43% |
| November 30, 2022 | 79.43% |
| October 31, 2022 | 79.43% |
| September 30, 2022 | 79.43% |
| August 31, 2022 | 73.87% |
| July 31, 2022 | 73.87% |
| June 30, 2022 | 73.87% |
| May 31, 2022 | 69.89% |
| April 30, 2022 | 67.03% |
| Date | Value |
|---|---|
| March 31, 2022 | 57.53% |
| February 28, 2022 | 57.53% |
| January 31, 2022 | 57.53% |
| December 31, 2021 | 52.21% |
| November 30, 2021 | 47.24% |
| October 31, 2021 | 47.24% |
| September 30, 2021 | 47.24% |
| August 31, 2021 | 47.24% |
| July 31, 2021 | 47.24% |
| June 30, 2021 | 47.24% |
| May 31, 2021 | 47.24% |
| April 30, 2021 | 47.24% |
| March 31, 2021 | 38.77% |
| February 28, 2021 | 38.77% |
| January 31, 2021 | 38.77% |
| December 31, 2020 | 38.77% |
| November 30, 2020 | 38.77% |
| October 31, 2020 | 38.77% |
| September 30, 2020 | 38.77% |
| August 31, 2020 | 38.77% |
| July 31, 2020 | 38.77% |
| June 30, 2020 | 38.77% |
| May 31, 2020 | 38.77% |
| April 30, 2020 | 38.77% |
| March 31, 2020 | 38.77% |
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
23.82%
Minimum
May 2019
79.43%
Maximum
Sep 2022
56.16%
Average
47.24%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| LEG Immobilien SE | 66.16% |
| Vonovia SE | 74.94% |
| Branicks Group AG | -- |
| Vantage Towers AG | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.72 |
| Beta (5Y) | 0.6984 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.09% |
| Historical Sharpe Ratio (5Y) | -0.3522 |
| Historical Sortino (5Y) | -0.5645 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.12% |