Ceconomy AG (MTAGF)
3.50
0.00 (0.00%)
USD |
OTCM |
Nov 13, 16:00
Ceconomy Max Drawdown (5Y): 87.96% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 87.96% |
| August 31, 2024 | 87.96% |
| July 31, 2024 | 87.96% |
| June 30, 2024 | 87.96% |
| May 31, 2024 | 87.96% |
| April 30, 2024 | 87.96% |
| March 31, 2024 | 87.96% |
| February 29, 2024 | 87.96% |
| January 31, 2024 | 87.96% |
| December 31, 2023 | 87.96% |
| November 30, 2023 | 87.96% |
| October 31, 2023 | 87.96% |
| September 30, 2023 | 87.96% |
| August 31, 2023 | 87.96% |
| July 31, 2023 | 87.96% |
| June 30, 2023 | 87.96% |
| May 31, 2023 | 87.96% |
| April 30, 2023 | 87.96% |
| March 31, 2023 | 87.96% |
| February 28, 2023 | 87.96% |
| January 31, 2023 | 87.96% |
| December 31, 2022 | 87.96% |
| November 30, 2022 | 87.96% |
| October 31, 2022 | 87.96% |
| September 30, 2022 | 87.96% |
| Date | Value |
|---|---|
| August 31, 2022 | 87.96% |
| July 31, 2022 | 87.96% |
| June 30, 2022 | 87.96% |
| May 31, 2022 | 87.96% |
| April 30, 2022 | 87.96% |
| March 31, 2022 | 87.96% |
| February 28, 2022 | 87.96% |
| January 31, 2022 | 87.96% |
| December 31, 2021 | 87.96% |
| November 30, 2021 | 87.96% |
| October 31, 2021 | 87.96% |
| September 30, 2021 | 87.96% |
| August 31, 2021 | 87.96% |
| July 31, 2021 | 87.96% |
| June 30, 2021 | 87.96% |
| May 31, 2021 | 87.96% |
| April 30, 2021 | 87.96% |
| March 31, 2021 | 87.96% |
| February 28, 2021 | 87.96% |
| January 31, 2021 | 87.96% |
| December 31, 2020 | 87.96% |
| November 30, 2020 | 87.96% |
| October 31, 2020 | 87.96% |
| September 30, 2020 | 87.96% |
| August 31, 2020 | 87.96% |
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
73.08%
Minimum
Nov 2019
87.96%
Maximum
Mar 2020
86.95%
Average
87.96%
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) | -24.60 |
| Beta (5Y) | 0.9549 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.56% |
| Historical Sharpe Ratio (5Y) | -0.2006 |
| Historical Sortino (5Y) | -0.2856 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.00% |