Puma SE (PUMSY)
5.55
+0.01
(+0.18%)
USD |
OTCM |
May 17, 16:00
Puma Max Drawdown (5Y): 68.90% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 68.90% |
| March 31, 2024 | 68.90% |
| February 29, 2024 | 68.90% |
| January 31, 2024 | 68.90% |
| December 31, 2023 | 67.41% |
| November 30, 2023 | 67.41% |
| October 31, 2023 | 67.41% |
| September 30, 2023 | 67.41% |
| August 31, 2023 | 67.41% |
| July 31, 2023 | 67.41% |
| June 30, 2023 | 67.41% |
| May 31, 2023 | 67.41% |
| April 30, 2023 | 67.41% |
| March 31, 2023 | 67.41% |
| February 28, 2023 | 67.41% |
| January 31, 2023 | 67.41% |
| December 31, 2022 | 67.41% |
| November 30, 2022 | 67.41% |
| October 31, 2022 | 67.41% |
| September 30, 2022 | 64.86% |
| August 31, 2022 | 54.05% |
| July 31, 2022 | 51.50% |
| June 30, 2022 | 51.19% |
| May 31, 2022 | 51.19% |
| April 30, 2022 | 48.39% |
| Date | Value |
|---|---|
| March 31, 2022 | 48.39% |
| February 28, 2022 | 48.39% |
| January 31, 2022 | 48.39% |
| December 31, 2021 | 48.39% |
| November 30, 2021 | 48.39% |
| October 31, 2021 | 48.39% |
| September 30, 2021 | 48.39% |
| August 31, 2021 | 48.39% |
| July 31, 2021 | 48.39% |
| June 30, 2021 | 48.39% |
| May 31, 2021 | 48.39% |
| April 30, 2021 | 48.39% |
| March 31, 2021 | 48.39% |
| February 28, 2021 | 48.39% |
| January 31, 2021 | 48.39% |
| December 31, 2020 | 48.39% |
| November 30, 2020 | 48.39% |
| October 31, 2020 | 48.39% |
| September 30, 2020 | 48.39% |
| August 31, 2020 | 48.39% |
| July 31, 2020 | 48.39% |
| June 30, 2020 | 48.39% |
| May 31, 2020 | 48.39% |
| April 30, 2020 | 48.39% |
| March 31, 2020 | 48.39% |
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
16.35%
Minimum
May 2019
68.90%
Maximum
Jan 2024
51.63%
Average
48.39%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| CBD Of Denver Inc | 99.38% |
| Volkswagen AG | 66.84% |
| Bayerische Motoren Werke AG | 62.64% |
| Jumia Technologies AG | 96.50% |
| MYT Netherlands Parent BV | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.90 |
| Beta (5Y) | 1.314 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.45% |
| Historical Sharpe Ratio (5Y) | -0.1794 |
| Historical Sortino (5Y) | -0.2656 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.87% |