Nemetschek SE (NEMTF)
90.25
0.00 (0.00%)
USD |
OTCM |
May 24, 16:00
Nemetschek Max Drawdown (5Y): 71.96% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 71.96% |
| March 31, 2024 | 71.96% |
| February 29, 2024 | 71.96% |
| January 31, 2024 | 71.96% |
| December 31, 2023 | 71.96% |
| November 30, 2023 | 71.96% |
| October 31, 2023 | 71.96% |
| September 30, 2023 | 71.96% |
| August 31, 2023 | 71.96% |
| July 31, 2023 | 71.96% |
| June 30, 2023 | 71.96% |
| May 31, 2023 | 71.96% |
| April 30, 2023 | 71.96% |
| March 31, 2023 | 71.96% |
| February 28, 2023 | 71.96% |
| January 31, 2023 | 71.96% |
| December 31, 2022 | 71.96% |
| November 30, 2022 | 71.96% |
| October 31, 2022 | 71.96% |
| September 30, 2022 | 69.01% |
| August 31, 2022 | 69.01% |
| July 31, 2022 | 69.01% |
| June 30, 2022 | 69.01% |
| May 31, 2022 | 69.01% |
| April 30, 2022 | 69.01% |
| Date | Value |
|---|---|
| March 31, 2022 | 69.01% |
| February 28, 2022 | 69.01% |
| January 31, 2022 | 69.01% |
| December 31, 2021 | 69.01% |
| November 30, 2021 | 69.01% |
| October 31, 2021 | 69.01% |
| September 30, 2021 | 69.01% |
| August 31, 2021 | 69.01% |
| July 31, 2021 | 69.01% |
| June 30, 2021 | 69.01% |
| May 31, 2021 | 69.01% |
| April 30, 2021 | 69.01% |
| March 31, 2021 | 69.01% |
| February 28, 2021 | 69.01% |
| January 31, 2021 | 69.01% |
| December 31, 2020 | 69.01% |
| November 30, 2020 | 69.01% |
| October 31, 2020 | 69.01% |
| September 30, 2020 | 69.01% |
| August 31, 2020 | 69.01% |
| July 31, 2020 | 69.01% |
| June 30, 2020 | 69.01% |
| May 31, 2020 | 69.01% |
| April 30, 2020 | 69.01% |
| March 31, 2020 | 69.01% |
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
19.36%
Minimum
May 2019
71.96%
Maximum
Oct 2022
68.92%
Average
69.01%
Median
Sep 2019
Max Drawdown (5Y) Benchmarks
| SAP SE | 51.37% |
| voxeljet AG (DELISTED) | 98.75% |
| Northern Data AG | -- |
| Adesso SE | -- |
| Mynaric AG | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.47 |
| Beta (5Y) | 0.3887 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.58% |
| Historical Sharpe Ratio (5Y) | -0.2044 |
| Historical Sortino (5Y) | -0.2883 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.11% |