Fuchs SE (FUPBY)
11.64
+0.10
(+0.87%)
USD |
OTCM |
May 03, 16:00
Fuchs Max Drawdown (5Y): 57.91% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 57.91% |
| March 31, 2024 | 57.91% |
| February 29, 2024 | 57.91% |
| January 31, 2024 | 57.91% |
| December 31, 2023 | 57.91% |
| November 30, 2023 | 57.91% |
| October 31, 2023 | 57.91% |
| September 30, 2023 | 57.91% |
| August 31, 2023 | 57.91% |
| July 31, 2023 | 57.91% |
| June 30, 2023 | 57.91% |
| May 31, 2023 | 57.91% |
| April 30, 2023 | 57.91% |
| March 31, 2023 | 57.91% |
| February 28, 2023 | 57.91% |
| January 31, 2023 | 57.91% |
| December 31, 2022 | 57.91% |
| November 30, 2022 | 57.91% |
| October 31, 2022 | 57.91% |
| September 30, 2022 | 57.91% |
| August 31, 2022 | 55.09% |
| July 31, 2022 | 55.09% |
| June 30, 2022 | 55.09% |
| May 31, 2022 | 49.55% |
| April 30, 2022 | 49.55% |
| Date | Value |
|---|---|
| March 31, 2022 | 49.55% |
| February 28, 2022 | 49.55% |
| January 31, 2022 | 49.55% |
| December 31, 2021 | 49.55% |
| November 30, 2021 | 49.55% |
| October 31, 2021 | 49.55% |
| September 30, 2021 | 49.55% |
| August 31, 2021 | 49.55% |
| July 31, 2021 | 49.55% |
| June 30, 2021 | 49.55% |
| May 31, 2021 | 49.55% |
| April 30, 2021 | 49.55% |
| March 31, 2021 | 49.55% |
| February 28, 2021 | 49.55% |
| January 31, 2021 | 49.55% |
| December 31, 2020 | 49.55% |
| November 30, 2020 | 49.55% |
| October 31, 2020 | 49.55% |
| September 30, 2020 | 49.55% |
| August 31, 2020 | 49.55% |
| July 31, 2020 | 49.55% |
| June 30, 2020 | 49.55% |
| May 31, 2020 | 49.55% |
| April 30, 2020 | 49.55% |
| March 31, 2020 | 49.55% |
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
49.34%
Minimum
Nov 2019
57.91%
Maximum
Sep 2022
52.89%
Average
49.55%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Basf SE | 61.76% |
| Heidelberg Materials AG | 71.27% |
| K+S AG | 86.29% |
| SGL Carbon SE | 85.71% |
| KWS SAAT SE & Co KGaA | 37.86% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.879 |
| Beta (5Y) | 1.002 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.78% |
| Historical Sharpe Ratio (5Y) | 0.0742 |
| Historical Sortino (5Y) | 0.1299 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.53% |