Porsche Automobil Holding SE (POAHY)
3.52
-0.01
(-0.28%)
USD |
OTCM |
Nov 22, 13:26
Porsche Automobil Max Drawdown (5Y): 65.08% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.08% |
| September 30, 2024 | 65.08% |
| August 31, 2024 | 65.08% |
| July 31, 2024 | 65.08% |
| June 30, 2024 | 65.08% |
| May 31, 2024 | 65.08% |
| April 30, 2024 | 65.08% |
| March 31, 2024 | 65.08% |
| February 29, 2024 | 65.08% |
| January 31, 2024 | 65.08% |
| December 31, 2023 | 65.08% |
| November 30, 2023 | 65.08% |
| October 31, 2023 | 65.08% |
| September 30, 2023 | 65.08% |
| August 31, 2023 | 65.08% |
| July 31, 2023 | 65.08% |
| June 30, 2023 | 65.08% |
| May 31, 2023 | 65.08% |
| April 30, 2023 | 65.08% |
| March 31, 2023 | 65.08% |
| February 28, 2023 | 65.08% |
| January 31, 2023 | 65.08% |
| December 31, 2022 | 65.08% |
| November 30, 2022 | 65.08% |
| October 31, 2022 | 65.08% |
| Date | Value |
|---|---|
| September 30, 2022 | 65.08% |
| August 31, 2022 | 65.08% |
| July 31, 2022 | 65.08% |
| June 30, 2022 | 65.08% |
| May 31, 2022 | 65.08% |
| April 30, 2022 | 65.08% |
| March 31, 2022 | 65.08% |
| February 28, 2022 | 65.08% |
| January 31, 2022 | 65.08% |
| December 31, 2021 | 65.08% |
| November 30, 2021 | 65.08% |
| October 31, 2021 | 65.08% |
| September 30, 2021 | 65.08% |
| August 31, 2021 | 65.08% |
| July 31, 2021 | 65.08% |
| June 30, 2021 | 65.08% |
| May 31, 2021 | 65.08% |
| April 30, 2021 | 65.08% |
| March 31, 2021 | 65.08% |
| February 28, 2021 | 65.08% |
| January 31, 2021 | 65.08% |
| December 31, 2020 | 65.08% |
| November 30, 2020 | 65.08% |
| October 31, 2020 | 65.08% |
| September 30, 2020 | 65.08% |
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
62.23%
Minimum
Nov 2019
65.08%
Maximum
Mar 2020
64.89%
Average
65.08%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Volkswagen AG | 65.45% |
| Bayerische Motoren Werke AG | 62.64% |
| Continental AG | 81.52% |
| Jumia Technologies AG | -- |
| MYT Netherlands Parent BV | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.38 |
| Beta (5Y) | 1.530 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.20% |
| Historical Sharpe Ratio (5Y) | -0.259 |
| Historical Sortino (5Y) | -0.3683 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.93% |