Mercedes-Benz Group AG (MBGAF)
44.40
+0.38
(+0.87%)
USD |
OTCM |
Oct 09, 16:00
Mercedes-Benz Group Max Drawdown (5Y) : 40.40% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 40.40% |
| August 31, 2026 | 36.62% |
| July 31, 2026 | 36.62% |
| June 30, 2026 | 36.62% |
| May 31, 2026 | 36.62% |
| April 30, 2026 | 36.62% |
| March 31, 2026 | 36.62% |
| February 28, 2026 | 36.62% |
| January 31, 2026 | 36.62% |
| December 31, 2025 | 36.62% |
| November 30, 2025 | 36.62% |
| October 31, 2025 | 36.62% |
| September 30, 2025 | 36.67% |
| August 31, 2025 | 37.65% |
| July 31, 2025 | 43.55% |
| June 30, 2025 | 50.12% |
| May 31, 2025 | 53.60% |
| April 30, 2025 | 63.59% |
| March 31, 2025 | 67.95% |
| February 28, 2025 | 71.54% |
| January 31, 2025 | 71.54% |
| December 31, 2024 | 71.54% |
| November 30, 2024 | 71.54% |
| October 31, 2024 | 71.54% |
| September 30, 2024 | 71.54% |
| Date | Value |
|---|---|
| August 31, 2024 | 71.54% |
| July 31, 2024 | 71.54% |
| June 30, 2024 | 71.54% |
| May 31, 2024 | 71.54% |
| April 30, 2024 | 71.54% |
| March 31, 2024 | 71.54% |
| February 29, 2024 | 71.54% |
| January 31, 2024 | 71.54% |
| December 31, 2023 | 71.54% |
| November 30, 2023 | 71.54% |
| October 31, 2023 | 71.54% |
| September 30, 2023 | 71.54% |
| August 31, 2023 | 71.54% |
| July 31, 2023 | 71.54% |
| June 30, 2023 | 71.54% |
| May 31, 2023 | 71.54% |
| April 30, 2023 | 71.54% |
| March 31, 2023 | 71.54% |
| February 28, 2023 | 71.54% |
| January 31, 2023 | 71.54% |
| December 31, 2022 | 71.54% |
| November 30, 2022 | 71.54% |
| October 31, 2022 | 71.54% |
| September 30, 2022 | 71.54% |
| August 31, 2022 | 71.54% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Volkswagen AG | 72.65% |
| Bayerische Motoren Werke AG | 41.85% |
| Porsche AG | -- |
| Tesla, Inc. | 73.63% |
| Nissan Motor Co., Ltd. | 71.17% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.32 |
| Beta (5Y) | 0.8826 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.33% |
| Historical Sharpe Ratio (5Y) | -0.3105 |
| Historical Sortino (5Y) | -0.4887 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.23% |