Munchener Ruckversicherungs-Gesellschaft AG (MURGF)
489.34
+11.64
(+2.44%)
USD |
OTCM |
Mar 28, 11:09
Munchener Ruckversicherungs-Gesellschaft Max Drawdown (5Y): 47.64% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 47.64% |
January 31, 2024 | 47.64% |
December 31, 2023 | 47.64% |
November 30, 2023 | 47.64% |
October 31, 2023 | 47.64% |
September 30, 2023 | 47.64% |
August 31, 2023 | 47.64% |
July 31, 2023 | 47.64% |
June 30, 2023 | 47.64% |
May 31, 2023 | 47.64% |
April 30, 2023 | 47.64% |
March 31, 2023 | 47.64% |
February 28, 2023 | 47.64% |
January 31, 2023 | 47.64% |
December 31, 2022 | 47.64% |
November 30, 2022 | 47.64% |
October 31, 2022 | 47.64% |
September 30, 2022 | 47.64% |
August 31, 2022 | 47.64% |
July 31, 2022 | 47.64% |
June 30, 2022 | 47.64% |
May 31, 2022 | 47.64% |
April 30, 2022 | 47.64% |
March 31, 2022 | 47.64% |
February 28, 2022 | 47.64% |
Date | Value |
---|---|
January 31, 2022 | 47.64% |
December 31, 2021 | 47.64% |
November 30, 2021 | 47.64% |
October 31, 2021 | 47.64% |
September 30, 2021 | 47.64% |
August 31, 2021 | 47.64% |
July 31, 2021 | 47.64% |
June 30, 2021 | 47.64% |
May 31, 2021 | 47.64% |
April 30, 2021 | 47.64% |
March 31, 2021 | 47.64% |
February 28, 2021 | 47.64% |
January 31, 2021 | 47.64% |
December 31, 2020 | 47.64% |
November 30, 2020 | 47.64% |
October 31, 2020 | 47.64% |
September 30, 2020 | 47.64% |
August 31, 2020 | 47.64% |
July 31, 2020 | 47.64% |
June 30, 2020 | 47.64% |
May 31, 2020 | 47.64% |
April 30, 2020 | 47.64% |
March 31, 2020 | 47.64% |
February 29, 2020 | 23.43% |
January 31, 2020 | 23.43% |
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
23.43%
Minimum
Mar 2019
47.64%
Maximum
Mar 2020
42.80%
Average
47.64%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Deutsche Bank AG | 81.68% |
Commerzbank AG | 80.87% |
MLP SE | -- |
Aurelius Equity Opportunities Se & Co KGaA | 79.97% |
Bitcoin Group SE | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.744 |
Beta (5Y) | 0.858 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.05% |
Historical Sharpe Ratio (5Y) | 0.6932 |
Historical Sortino (5Y) | 0.8525 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.80% |