Airbus SE (EADSY)

40.06 -0.36 (-0.89%) USD  |  OTCM  |  Dec 23, 16:08
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Airbus Max Drawdown (5Y): 65.00% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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Boeing Co 77.92%
ICTS International NV 62.50%
Wolters Kluwer NV 24.63%
Randstad NV 54.95%
Arcadis NV 56.92%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -20.33
Beta (5Y) 1.502
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 43.31%
Historical Sharpe Ratio (5Y) -0.0063
Historical Sortino (5Y) -0.008
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.99%