MTU Aero Engines AG (MTUAY)

165.87 +0.23 (+0.14%) USD  |  OTCM  |  Dec 24, 16:00
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MTU Aero Engines Max Drawdown (5Y): 64.31% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Siemens AG 52.76%
Duerr AG 72.77%
Schmid Group NV --
Heramba Electric PLC --
XCHG Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -16.07
Beta (5Y) 1.440
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 42.85%
Historical Sharpe Ratio (5Y) 0.0737
Historical Sortino (5Y) 0.0936
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.52%