Mercedes-Benz Group AG (MBGYY)
15.25
+0.16
(+1.06%)
USD |
OTCM |
Nov 04, 12:57
Mercedes-Benz Group Max Drawdown (5Y): 72.17% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 72.17% |
September 30, 2024 | 72.17% |
August 31, 2024 | 72.17% |
July 31, 2024 | 72.17% |
June 30, 2024 | 72.17% |
May 31, 2024 | 72.17% |
April 30, 2024 | 72.17% |
March 31, 2024 | 72.17% |
February 29, 2024 | 72.17% |
January 31, 2024 | 72.17% |
December 31, 2023 | 72.17% |
November 30, 2023 | 72.17% |
October 31, 2023 | 72.17% |
September 30, 2023 | 72.17% |
August 31, 2023 | 72.17% |
July 31, 2023 | 72.17% |
June 30, 2023 | 72.17% |
May 31, 2023 | 72.17% |
April 30, 2023 | 72.17% |
March 31, 2023 | 72.17% |
February 28, 2023 | 72.17% |
January 31, 2023 | 72.17% |
December 31, 2022 | 72.17% |
November 30, 2022 | 72.17% |
October 31, 2022 | 72.17% |
Date | Value |
---|---|
September 30, 2022 | 72.17% |
August 31, 2022 | 72.17% |
July 31, 2022 | 72.17% |
June 30, 2022 | 72.17% |
May 31, 2022 | 72.17% |
April 30, 2022 | 72.17% |
March 31, 2022 | 72.17% |
February 28, 2022 | 72.17% |
January 31, 2022 | 72.17% |
December 31, 2021 | 72.17% |
November 30, 2021 | 72.17% |
October 31, 2021 | 72.17% |
September 30, 2021 | 72.17% |
August 31, 2021 | 72.17% |
July 31, 2021 | 72.17% |
June 30, 2021 | 72.17% |
May 31, 2021 | 72.17% |
April 30, 2021 | 72.17% |
March 31, 2021 | 72.17% |
February 28, 2021 | 72.17% |
January 31, 2021 | 72.17% |
December 31, 2020 | 72.17% |
November 30, 2020 | 72.17% |
October 31, 2020 | 72.17% |
September 30, 2020 | 72.17% |
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
46.17%
Minimum
Nov 2019
72.17%
Maximum
Mar 2020
70.50%
Average
72.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Volkswagen AG | 65.45% |
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) | -13.75 |
Beta (5Y) | 1.368 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.67% |
Historical Sharpe Ratio (5Y) | 0.104 |
Historical Sortino (5Y) | 0.1469 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.39% |