Friedrich Vorwerk Group SE (FRVWY)
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Oct 08, 16:00
Friedrich Vorwerk Group Max Drawdown (5Y) : 79.04% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 79.04% |
| August 31, 2026 | 79.04% |
| July 31, 2026 | 79.04% |
| June 30, 2026 | 79.04% |
| May 31, 2026 | 79.04% |
| April 30, 2026 | 79.04% |
| Date | Value |
|---|---|
| March 31, 2026 | 79.04% |
| February 28, 2026 | 79.04% |
| January 31, 2026 | 79.04% |
| December 31, 2025 | 79.04% |
| November 30, 2025 | 79.04% |
| October 31, 2025 | 79.04% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Arsenal Digital Holdings, Inc. | 99.55% |
| Biomass Secure Power, Inc. | 99.63% |
| Global Clean Energy, Inc. | 92.52% |
| Thungela Resources Ltd. | 65.75% |
| Zenith Energy Ltd. | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.7772 |
| Beta (5Y) | 0.7100 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.34% |
| Historical Sharpe Ratio (5Y) | 0.0983 |
| Historical Sortino (5Y) | 0.1593 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.59% |