Munchener Ruckversicherungs-Gesellschaft AG (MURGY)
9.86
-0.12
(-1.20%)
USD |
OTCM |
Nov 13, 16:00
Munchener Ruckversicherungs-Gesellschaft Max Drawdown (5Y): 48.01% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 48.01% |
| September 30, 2024 | 48.01% |
| August 31, 2024 | 48.01% |
| July 31, 2024 | 48.01% |
| June 30, 2024 | 48.01% |
| May 31, 2024 | 48.01% |
| April 30, 2024 | 48.01% |
| March 31, 2024 | 48.01% |
| February 29, 2024 | 48.01% |
| January 31, 2024 | 48.01% |
| December 31, 2023 | 48.01% |
| November 30, 2023 | 48.01% |
| October 31, 2023 | 48.01% |
| September 30, 2023 | 48.01% |
| August 31, 2023 | 48.01% |
| July 31, 2023 | 48.01% |
| June 30, 2023 | 48.01% |
| May 31, 2023 | 48.01% |
| April 30, 2023 | 48.01% |
| March 31, 2023 | 48.01% |
| February 28, 2023 | 48.01% |
| January 31, 2023 | 48.01% |
| December 31, 2022 | 48.01% |
| November 30, 2022 | 48.01% |
| October 31, 2022 | 48.01% |
| Date | Value |
|---|---|
| September 30, 2022 | 48.01% |
| August 31, 2022 | 48.01% |
| July 31, 2022 | 48.01% |
| June 30, 2022 | 48.01% |
| May 31, 2022 | 48.01% |
| April 30, 2022 | 48.01% |
| March 31, 2022 | 48.01% |
| February 28, 2022 | 48.01% |
| January 31, 2022 | 48.01% |
| December 31, 2021 | 48.01% |
| November 30, 2021 | 48.01% |
| October 31, 2021 | 48.01% |
| September 30, 2021 | 48.01% |
| August 31, 2021 | 48.01% |
| July 31, 2021 | 48.01% |
| June 30, 2021 | 48.01% |
| May 31, 2021 | 48.01% |
| April 30, 2021 | 48.01% |
| March 31, 2021 | 48.01% |
| February 28, 2021 | 48.01% |
| January 31, 2021 | 48.01% |
| December 31, 2020 | 48.01% |
| November 30, 2020 | 48.01% |
| October 31, 2020 | 48.01% |
| September 30, 2020 | 48.01% |
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
24.59%
Minimum
Nov 2019
48.01%
Maximum
Mar 2020
46.44%
Average
48.01%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Deutsche Bank AG | 81.68% |
| Commerzbank AG | 80.87% |
| Deutsche Boerse AG | 38.69% |
| Hannover Rueck SE | 44.24% |
| ProCredit Holding AG | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.134 |
| Beta (5Y) | 1.024 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.84% |
| Historical Sharpe Ratio (5Y) | 0.4978 |
| Historical Sortino (5Y) | 0.6323 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.69% |