Mercedes-Benz Group AG (MBGAF)

56.92 -2.39 (-4.03%) USD  |  OTCM  |  Dec 16, 09:33
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Mercedes-Benz Group Max Drawdown (5Y): 71.54% 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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Max Drawdown (5Y) Benchmarks

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Bayerische Motoren Werke AG 62.64%
Volkswagen AG 69.88%
Ford Motor Co 66.45%
Stellantis NV 70.30%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -13.62
Beta (5Y) 1.247
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 37.84%
Historical Sharpe Ratio (5Y) 0.0802
Historical Sortino (5Y) 0.1125
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.64%