Merck KGaA (MKKGY)
32.74
+0.40
(+1.22%)
USD |
OTCM |
May 03, 16:06
Merck Max Drawdown (5Y): 42.38% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 42.38% |
| March 31, 2024 | 42.38% |
| February 29, 2024 | 42.38% |
| January 31, 2024 | 42.38% |
| December 31, 2023 | 42.38% |
| November 30, 2023 | 42.38% |
| October 31, 2023 | 42.38% |
| September 30, 2023 | 41.38% |
| August 31, 2023 | 41.38% |
| July 31, 2023 | 41.38% |
| June 30, 2023 | 41.38% |
| May 31, 2023 | 41.38% |
| April 30, 2023 | 41.38% |
| March 31, 2023 | 41.38% |
| February 28, 2023 | 41.38% |
| January 31, 2023 | 41.38% |
| December 31, 2022 | 41.38% |
| November 30, 2022 | 41.38% |
| October 31, 2022 | 41.38% |
| September 30, 2022 | 41.38% |
| August 31, 2022 | 36.07% |
| July 31, 2022 | 36.07% |
| June 30, 2022 | 36.07% |
| May 31, 2022 | 35.60% |
| April 30, 2022 | 35.03% |
| Date | Value |
|---|---|
| March 31, 2022 | 35.03% |
| February 28, 2022 | 35.03% |
| January 31, 2022 | 35.03% |
| December 31, 2021 | 35.03% |
| November 30, 2021 | 35.03% |
| October 31, 2021 | 35.03% |
| September 30, 2021 | 35.03% |
| August 31, 2021 | 35.03% |
| July 31, 2021 | 35.03% |
| June 30, 2021 | 35.03% |
| May 31, 2021 | 35.03% |
| April 30, 2021 | 35.03% |
| March 31, 2021 | 35.03% |
| February 28, 2021 | 35.03% |
| January 31, 2021 | 35.03% |
| December 31, 2020 | 35.03% |
| November 30, 2020 | 35.03% |
| October 31, 2020 | 35.03% |
| September 30, 2020 | 35.03% |
| August 31, 2020 | 35.03% |
| July 31, 2020 | 35.03% |
| June 30, 2020 | 35.03% |
| May 31, 2020 | 35.03% |
| April 30, 2020 | 35.03% |
| March 31, 2020 | 35.03% |
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
31.20%
Minimum
May 2019
42.38%
Maximum
Oct 2023
36.69%
Average
35.03%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Affimed NV | 97.22% |
| InflaRx NV | 98.49% |
| MorphoSys AG | 91.41% |
| BioNTech SE | -- |
| Immatics NV | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.095 |
| Beta (5Y) | 1.040 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.15% |
| Historical Sharpe Ratio (5Y) | 0.2661 |
| Historical Sortino (5Y) | 0.3966 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.09% |