Grenke AG (GKSGF)
28.25
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Grenke Max Drawdown (5Y): 92.50% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 92.50% |
March 31, 2024 | 92.50% |
February 29, 2024 | 92.50% |
January 31, 2024 | 92.50% |
December 31, 2023 | 92.50% |
November 30, 2023 | 92.50% |
October 31, 2023 | 92.50% |
September 30, 2023 | 92.50% |
August 31, 2023 | 92.50% |
July 31, 2023 | 92.50% |
June 30, 2023 | 92.50% |
May 31, 2023 | 92.50% |
April 30, 2023 | 92.50% |
March 31, 2023 | 92.50% |
February 28, 2023 | 92.50% |
January 31, 2023 | 92.50% |
December 31, 2022 | 92.50% |
November 30, 2022 | 91.61% |
October 31, 2022 | 91.61% |
September 30, 2022 | 91.61% |
August 31, 2022 | 88.86% |
July 31, 2022 | 88.86% |
June 30, 2022 | 88.86% |
May 31, 2022 | 88.86% |
April 30, 2022 | 88.86% |
Date | Value |
---|---|
March 31, 2022 | 88.86% |
February 28, 2022 | 88.86% |
January 31, 2022 | 88.86% |
December 31, 2021 | 88.86% |
November 30, 2021 | 88.20% |
October 31, 2021 | 88.20% |
September 30, 2021 | 88.20% |
August 31, 2021 | 88.20% |
July 31, 2021 | 88.20% |
June 30, 2021 | 88.20% |
May 31, 2021 | 88.20% |
April 30, 2021 | 88.20% |
March 31, 2021 | 88.20% |
February 28, 2021 | 88.20% |
January 31, 2021 | 85.97% |
December 31, 2020 | 85.97% |
November 30, 2020 | 85.97% |
October 31, 2020 | 85.97% |
September 30, 2020 | 85.97% |
August 31, 2020 | 80.86% |
July 31, 2020 | 80.86% |
June 30, 2020 | 80.86% |
May 31, 2020 | 80.86% |
April 30, 2020 | 80.86% |
March 31, 2020 | 80.45% |
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
36.12%
Minimum
Feb 2020
92.50%
Maximum
Dec 2022
84.22%
Average
88.20%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
Deutsche Bank AG | 81.68% |
Commerzbank AG | 80.87% |
Munchener Ruckversicherungs-Gesellschaft AG | 48.01% |
Deutsche Boerse AG | 38.69% |
Hannover Rueck SE | 44.24% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -36.38 |
Beta (5Y) | 1.018 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.75% |
Historical Sharpe Ratio (5Y) | -0.4122 |
Historical Sortino (5Y) | -0.575 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.94% |