Merck KGaA (MKGAF)
180.00
-2.50
(-1.37%)
USD |
OTCM |
May 17, 16:00
Merck Max Drawdown (5Y): 43.98% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 43.98% |
| March 31, 2024 | 43.98% |
| February 29, 2024 | 43.98% |
| January 31, 2024 | 43.98% |
| December 31, 2023 | 43.98% |
| November 30, 2023 | 43.98% |
| October 31, 2023 | 43.98% |
| September 30, 2023 | 42.89% |
| August 31, 2023 | 42.89% |
| July 31, 2023 | 42.89% |
| June 30, 2023 | 42.89% |
| May 31, 2023 | 42.89% |
| April 30, 2023 | 42.89% |
| March 31, 2023 | 42.89% |
| February 28, 2023 | 42.89% |
| January 31, 2023 | 42.89% |
| December 31, 2022 | 42.89% |
| November 30, 2022 | 42.89% |
| October 31, 2022 | 42.89% |
| September 30, 2022 | 42.89% |
| August 31, 2022 | 38.10% |
| July 31, 2022 | 38.10% |
| June 30, 2022 | 38.10% |
| May 31, 2022 | 38.10% |
| April 30, 2022 | 38.10% |
| Date | Value |
|---|---|
| March 31, 2022 | 38.10% |
| February 28, 2022 | 38.10% |
| January 31, 2022 | 38.10% |
| December 31, 2021 | 38.10% |
| November 30, 2021 | 38.10% |
| October 31, 2021 | 38.10% |
| September 30, 2021 | 38.10% |
| August 31, 2021 | 38.10% |
| July 31, 2021 | 38.10% |
| June 30, 2021 | 38.10% |
| May 31, 2021 | 38.10% |
| April 30, 2021 | 38.10% |
| March 31, 2021 | 38.10% |
| February 28, 2021 | 38.10% |
| January 31, 2021 | 38.10% |
| December 31, 2020 | 38.10% |
| November 30, 2020 | 38.10% |
| October 31, 2020 | 38.10% |
| September 30, 2020 | 38.10% |
| August 31, 2020 | 38.10% |
| July 31, 2020 | 38.10% |
| June 30, 2020 | 38.10% |
| May 31, 2020 | 38.10% |
| April 30, 2020 | 38.10% |
| March 31, 2020 | 38.10% |
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
28.47%
Minimum
May 2019
43.98%
Maximum
Oct 2023
38.22%
Average
38.10%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Affimed NV | 97.22% |
| InflaRx NV | 98.49% |
| MorphoSys AG | 91.41% |
| BioNTech SE | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.588 |
| Beta (5Y) | 0.9609 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.33% |
| Historical Sharpe Ratio (5Y) | 0.2866 |
| Historical Sortino (5Y) | 0.4144 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.59% |