MTU Aero Engines AG (MTUAY)
165.84
+1.44
(+0.88%)
USD |
OTCM |
Nov 22, 16:00
MTU Aero Engines Max Drawdown (5Y): 64.31% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 64.31% |
| September 30, 2024 | 64.31% |
| August 31, 2024 | 64.31% |
| July 31, 2024 | 64.31% |
| June 30, 2024 | 64.31% |
| May 31, 2024 | 64.31% |
| April 30, 2024 | 64.31% |
| March 31, 2024 | 64.31% |
| February 29, 2024 | 64.31% |
| January 31, 2024 | 64.31% |
| December 31, 2023 | 64.31% |
| November 30, 2023 | 64.31% |
| October 31, 2023 | 64.31% |
| September 30, 2023 | 64.31% |
| August 31, 2023 | 64.31% |
| July 31, 2023 | 64.31% |
| June 30, 2023 | 64.31% |
| May 31, 2023 | 64.31% |
| April 30, 2023 | 64.31% |
| March 31, 2023 | 64.31% |
| February 28, 2023 | 64.31% |
| January 31, 2023 | 64.31% |
| December 31, 2022 | 64.31% |
| November 30, 2022 | 64.31% |
| October 31, 2022 | 64.31% |
| Date | Value |
|---|---|
| September 30, 2022 | 64.31% |
| August 31, 2022 | 64.31% |
| July 31, 2022 | 64.31% |
| June 30, 2022 | 64.31% |
| May 31, 2022 | 64.31% |
| April 30, 2022 | 64.31% |
| March 31, 2022 | 64.31% |
| February 28, 2022 | 64.31% |
| January 31, 2022 | 64.31% |
| December 31, 2021 | 64.31% |
| November 30, 2021 | 64.31% |
| October 31, 2021 | 64.31% |
| September 30, 2021 | 64.31% |
| August 31, 2021 | 64.31% |
| July 31, 2021 | 64.31% |
| June 30, 2021 | 64.31% |
| May 31, 2021 | 64.31% |
| April 30, 2021 | 64.31% |
| March 31, 2021 | 64.31% |
| February 28, 2021 | 64.31% |
| January 31, 2021 | 64.31% |
| December 31, 2020 | 64.31% |
| November 30, 2020 | 64.31% |
| October 31, 2020 | 64.31% |
| September 30, 2020 | 64.31% |
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
23.86%
Minimum
Nov 2019
64.31%
Maximum
Apr 2020
61.61%
Average
64.31%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Siemens AG | 52.76% |
| KHD Humboldt Wedag International AG | 79.44% |
| Schmid Group NV | -- |
| Heramba Electric PLC | -- |
| XCHG Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.82 |
| Beta (5Y) | 1.446 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.91% |
| Historical Sharpe Ratio (5Y) | 0.0664 |
| Historical Sortino (5Y) | 0.0841 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.52% |