Mercedes-Benz Group AG (MBGYY)
19.28
+0.17
(+0.89%)
USD |
OTCM |
May 03, 16:00
Mercedes-Benz Group Max Drawdown (5Y): 93.04% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 93.04% |
March 31, 2024 | 93.04% |
February 29, 2024 | 93.04% |
January 31, 2024 | 93.04% |
December 31, 2023 | 93.04% |
November 30, 2023 | 93.04% |
October 31, 2023 | 93.04% |
September 30, 2023 | 93.04% |
August 31, 2023 | 93.04% |
July 31, 2023 | 93.04% |
June 30, 2023 | 93.04% |
May 31, 2023 | 93.04% |
April 30, 2023 | 93.04% |
March 31, 2023 | 93.04% |
February 28, 2023 | 93.04% |
January 31, 2023 | 93.04% |
December 31, 2022 | 93.04% |
November 30, 2022 | 93.04% |
October 31, 2022 | 93.04% |
September 30, 2022 | 93.04% |
August 31, 2022 | 93.04% |
July 31, 2022 | 93.04% |
June 30, 2022 | 93.04% |
May 31, 2022 | 93.04% |
April 30, 2022 | 93.04% |
Date | Value |
---|---|
March 31, 2022 | 93.04% |
February 28, 2022 | 93.04% |
January 31, 2022 | 93.04% |
December 31, 2021 | 93.04% |
November 30, 2021 | 93.04% |
October 31, 2021 | 93.04% |
September 30, 2021 | 93.04% |
August 31, 2021 | 93.04% |
July 31, 2021 | 93.04% |
June 30, 2021 | 93.04% |
May 31, 2021 | 93.04% |
April 30, 2021 | 93.04% |
March 31, 2021 | 93.04% |
February 28, 2021 | 93.04% |
January 31, 2021 | 93.04% |
December 31, 2020 | 93.04% |
November 30, 2020 | 93.04% |
October 31, 2020 | 93.04% |
September 30, 2020 | 93.04% |
August 31, 2020 | 93.04% |
July 31, 2020 | 93.04% |
June 30, 2020 | 93.04% |
May 31, 2020 | 93.04% |
April 30, 2020 | 93.04% |
March 31, 2020 | 93.04% |
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
85.63%
Minimum
May 2019
93.04%
Maximum
Mar 2020
91.93%
Average
93.04%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Volkswagen AG | 66.84% |
Bayerische Motoren Werke AG | 62.64% |
Jumia Technologies AG | 96.50% |
MYT Netherlands Parent BV | -- |
Next e GO NV | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.543 |
Beta (5Y) | 1.431 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.58% |
Historical Sharpe Ratio (5Y) | 0.1661 |
Historical Sortino (5Y) | 0.2372 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.41% |