Hannover Rueck SE (HVRRF)

269.91 0.00 (0.00%) USD  |  OTCM  |  Dec 16, 11:07
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Hannover Rueck Max Drawdown (5Y): 36.88% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Deutsche Bank AG 81.74%
Commerzbank AG 80.87%
MLP SE --
Aurelius Equity Opportunities Se & Co KGaA 80.31%
Bitcoin Group SE --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 4.278
Beta (5Y) 0.2864
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 29.76%
Historical Sharpe Ratio (5Y) 0.2723
Historical Sortino (5Y) 0.4293
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.54%