Rheinmetall AG (RNMBY)
121.38
+2.83
(+2.39%)
USD |
OTCM |
Nov 15, 15:59
Rheinmetall Max Drawdown (5Y): 67.33% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 67.33% |
| September 30, 2024 | 67.33% |
| August 31, 2024 | 67.33% |
| July 31, 2024 | 67.33% |
| June 30, 2024 | 67.33% |
| May 31, 2024 | 67.33% |
| April 30, 2024 | 67.33% |
| March 31, 2024 | 67.33% |
| February 29, 2024 | 67.33% |
| January 31, 2024 | 67.33% |
| December 31, 2023 | 67.33% |
| November 30, 2023 | 67.33% |
| October 31, 2023 | 67.33% |
| September 30, 2023 | 67.33% |
| August 31, 2023 | 67.33% |
| July 31, 2023 | 67.33% |
| June 30, 2023 | 67.33% |
| May 31, 2023 | 67.33% |
| April 30, 2023 | 67.33% |
| March 31, 2023 | 67.33% |
| February 28, 2023 | 67.33% |
| January 31, 2023 | 67.33% |
| December 31, 2022 | 67.33% |
| November 30, 2022 | 67.33% |
| October 31, 2022 | 67.33% |
| Date | Value |
|---|---|
| September 30, 2022 | 67.33% |
| August 31, 2022 | 67.33% |
| July 31, 2022 | 67.33% |
| June 30, 2022 | 67.33% |
| May 31, 2022 | 67.33% |
| April 30, 2022 | 67.33% |
| March 31, 2022 | 67.33% |
| February 28, 2022 | 67.33% |
| January 31, 2022 | 67.33% |
| December 31, 2021 | 67.33% |
| November 30, 2021 | 67.33% |
| October 31, 2021 | 67.33% |
| September 30, 2021 | 67.33% |
| August 31, 2021 | 67.33% |
| July 31, 2021 | 67.33% |
| June 30, 2021 | 67.33% |
| May 31, 2021 | 67.33% |
| April 30, 2021 | 67.33% |
| March 31, 2021 | 67.33% |
| February 28, 2021 | 67.33% |
| January 31, 2021 | 67.33% |
| December 31, 2020 | 67.33% |
| November 30, 2020 | 67.33% |
| October 31, 2020 | 67.33% |
| September 30, 2020 | 67.33% |
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
44.63%
Minimum
Nov 2019
67.33%
Maximum
Mar 2020
65.82%
Average
67.33%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Siemens AG | 52.76% |
| KHD Humboldt Wedag International AG | 75.19% |
| Schmid Group NV | -- |
| Heramba Electric PLC | -- |
| XCHG Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 26.67 |
| Beta (5Y) | 0.5883 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.67% |
| Historical Sharpe Ratio (5Y) | 0.6897 |
| Historical Sortino (5Y) | 1.306 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.07% |