freenet AG (FRTAF)
27.14
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
freenet Max Drawdown (5Y): 41.40% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 41.40% |
| March 31, 2024 | 41.40% |
| February 29, 2024 | 41.40% |
| January 31, 2024 | 41.40% |
| December 31, 2023 | 41.40% |
| November 30, 2023 | 41.40% |
| October 31, 2023 | 42.64% |
| September 30, 2023 | 42.64% |
| August 31, 2023 | 42.64% |
| July 31, 2023 | 42.64% |
| June 30, 2023 | 42.64% |
| May 31, 2023 | 42.64% |
| April 30, 2023 | 42.64% |
| March 31, 2023 | 42.64% |
| February 28, 2023 | 42.64% |
| January 31, 2023 | 42.64% |
| December 31, 2022 | 42.64% |
| November 30, 2022 | 42.64% |
| October 31, 2022 | 42.64% |
| September 30, 2022 | 42.64% |
| August 31, 2022 | 42.64% |
| July 31, 2022 | 42.64% |
| June 30, 2022 | 42.64% |
| May 31, 2022 | 42.64% |
| April 30, 2022 | 42.64% |
| Date | Value |
|---|---|
| March 31, 2022 | 42.64% |
| February 28, 2022 | 42.64% |
| January 31, 2022 | 42.64% |
| December 31, 2021 | 42.64% |
| November 30, 2021 | 42.64% |
| October 31, 2021 | 42.64% |
| September 30, 2021 | 42.64% |
| August 31, 2021 | 42.64% |
| July 31, 2021 | 42.64% |
| June 30, 2021 | 42.64% |
| May 31, 2021 | 42.64% |
| April 30, 2021 | 42.64% |
| March 31, 2021 | 42.64% |
| February 28, 2021 | 42.64% |
| January 31, 2021 | 42.64% |
| December 31, 2020 | 42.64% |
| November 30, 2020 | 42.64% |
| October 31, 2020 | 42.64% |
| September 30, 2020 | 42.64% |
| August 31, 2020 | 42.64% |
| July 31, 2020 | 42.64% |
| June 30, 2020 | 42.64% |
| May 31, 2020 | 42.64% |
| April 30, 2020 | 42.64% |
| March 31, 2020 | 42.64% |
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
41.40%
Minimum
Nov 2023
42.64%
Maximum
May 2019
42.51%
Average
42.64%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Deutsche Telekom AG | 34.55% |
| United Internet AG | 72.94% |
| trivago NV | 94.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.393 |
| Beta (5Y) | 0.2388 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.45% |
| Historical Sharpe Ratio (5Y) | 0.4655 |
| Historical Sortino (5Y) | 0.5814 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.69% |