Fresenius Medical Care AG (FMS)
22.16
+0.18
(+0.82%)
USD |
NYSE |
Nov 22, 16:00
22.17
+0.01
(+0.05%)
After-Hours: 20:00
Fresenius Medical Care Max Drawdown (5Y): 75.63% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 75.63% |
| September 30, 2024 | 75.63% |
| August 31, 2024 | 75.63% |
| July 31, 2024 | 75.63% |
| June 30, 2024 | 75.63% |
| May 31, 2024 | 75.63% |
| April 30, 2024 | 75.63% |
| March 31, 2024 | 75.63% |
| February 29, 2024 | 75.63% |
| January 31, 2024 | 75.63% |
| December 31, 2023 | 75.63% |
| November 30, 2023 | 75.63% |
| October 31, 2023 | 75.63% |
| September 30, 2023 | 75.63% |
| August 31, 2023 | 75.63% |
| July 31, 2023 | 75.63% |
| June 30, 2023 | 75.63% |
| May 31, 2023 | 75.63% |
| April 30, 2023 | 75.63% |
| March 31, 2023 | 75.63% |
| February 28, 2023 | 75.63% |
| January 31, 2023 | 75.63% |
| December 31, 2022 | 75.63% |
| November 30, 2022 | 75.63% |
| October 31, 2022 | 75.63% |
| Date | Value |
|---|---|
| September 30, 2022 | 73.82% |
| August 31, 2022 | 67.66% |
| July 31, 2022 | 64.77% |
| June 30, 2022 | 55.16% |
| May 31, 2022 | 47.71% |
| April 30, 2022 | 47.71% |
| March 31, 2022 | 47.71% |
| February 28, 2022 | 47.71% |
| January 31, 2022 | 47.71% |
| December 31, 2021 | 47.71% |
| November 30, 2021 | 47.71% |
| October 31, 2021 | 47.71% |
| September 30, 2021 | 47.71% |
| August 31, 2021 | 47.71% |
| July 31, 2021 | 47.71% |
| June 30, 2021 | 47.71% |
| May 31, 2021 | 47.71% |
| April 30, 2021 | 47.71% |
| March 31, 2021 | 47.71% |
| February 28, 2021 | 47.71% |
| January 31, 2021 | 47.71% |
| December 31, 2020 | 47.71% |
| November 30, 2020 | 47.71% |
| October 31, 2020 | 47.71% |
| September 30, 2020 | 47.71% |
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
45.25%
Minimum
Nov 2019
75.63%
Maximum
Oct 2022
60.36%
Average
47.71%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| BioNTech SE | -- |
| Affimed NV | 97.38% |
| InflaRx NV | -- |
| Immatics NV | -- |
| CureVac NV | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.10 |
| Beta (5Y) | 0.9140 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.12% |
| Historical Sharpe Ratio (5Y) | -0.3606 |
| Historical Sortino (5Y) | -0.5267 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.86% |