Fresenius Medical Care AG (FMS)
20.76
-0.72
(-3.33%)
USD |
NYSE |
Apr 24, 16:00
20.76
0.00 (0.00%)
After-Hours: 18:50
Fresenius Medical Care Max Drawdown (5Y): 75.63% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 47.71% |
July 31, 2020 | 47.71% |
June 30, 2020 | 47.71% |
May 31, 2020 | 47.71% |
April 30, 2020 | 47.71% |
March 31, 2020 | 47.71% |
February 29, 2020 | 45.25% |
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
Apr 2019
75.63%
Maximum
Oct 2022
56.81%
Average
47.71%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Biodexa Pharmaceuticals Plc | 100.00% |
NuCana PLC | 98.59% |
Biophytis SA | -- |
TC BioPharm (Holdings) PLC | -- |
DaVita Inc | 51.10% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -27.53 |
Beta (5Y) | 1.002 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.07% |
Historical Sharpe Ratio (5Y) | -0.4243 |
Historical Sortino (5Y) | -0.6123 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.86% |