Knorr-Bremse AG (KNRRY)
21.74
-0.12
(-0.55%)
USD |
OTCM |
Sep 20, 15:53
Knorr-Bremse Max Drawdown (5Y): 69.60% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
August 31, 2024 | 69.60% |
July 31, 2024 | 69.60% |
June 30, 2024 | 69.60% |
May 31, 2024 | 69.60% |
April 30, 2024 | 69.60% |
March 31, 2024 | 69.60% |
February 29, 2024 | 69.60% |
January 31, 2024 | 69.60% |
December 31, 2023 | 69.60% |
November 30, 2023 | 69.60% |
October 31, 2023 | 69.60% |
September 30, 2023 | 69.60% |
August 31, 2023 | 69.60% |
July 31, 2023 | 69.60% |
June 30, 2023 | 69.60% |
May 31, 2023 | 69.60% |
April 30, 2023 | 69.60% |
March 31, 2023 | 69.60% |
February 28, 2023 | 69.60% |
January 31, 2023 | 69.60% |
December 31, 2022 | 69.60% |
November 30, 2022 | 69.60% |
October 31, 2022 | 69.60% |
September 30, 2022 | 69.60% |
August 31, 2022 | 65.13% |
Date | Value |
---|---|
July 31, 2022 | 59.95% |
June 30, 2022 | 58.16% |
May 31, 2022 | 51.55% |
April 30, 2022 | 50.09% |
March 31, 2022 | 49.89% |
February 28, 2022 | 37.33% |
January 31, 2022 | 31.04% |
December 31, 2021 | 31.04% |
November 30, 2021 | 29.19% |
October 31, 2021 | 29.16% |
September 30, 2021 | 29.16% |
August 31, 2021 | 29.16% |
July 31, 2021 | 29.16% |
June 30, 2021 | 29.16% |
May 31, 2021 | 29.16% |
April 30, 2021 | 29.16% |
March 31, 2021 | 29.16% |
February 28, 2021 | 29.16% |
January 31, 2021 | 29.16% |
December 31, 2020 | 29.16% |
November 30, 2020 | 29.16% |
October 31, 2020 | 29.16% |
September 30, 2020 | 29.16% |
August 31, 2020 | 29.16% |
July 31, 2020 | 29.16% |
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
18.46%
Minimum
Sep 2019
69.60%
Maximum
Sep 2022
47.13%
Average
43.61%
Median
Max Drawdown (5Y) Benchmarks
Volkswagen AG | 59.58% |
Bayerische Motoren Werke AG | 62.64% |
Continental AG | 81.52% |
Jumia Technologies AG | 96.50% |
MYT Netherlands Parent BV | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.95 |
Beta (5Y) | 1.122 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.70% |
Historical Sharpe Ratio (5Y) | -0.0803 |
Historical Sortino (5Y) | -0.1317 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.08% |