Rheinmetall AG (RNMBY)
114.99
+5.74
(+5.25%)
USD |
OTCM |
May 03, 16:08
Rheinmetall Max Drawdown (5Y): 67.33% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 67.33% |
July 31, 2020 | 67.33% |
June 30, 2020 | 67.33% |
May 31, 2020 | 67.33% |
April 30, 2020 | 67.33% |
March 31, 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
64.13%
Average
67.33%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Siemens AG | 52.76% |
KHD Humboldt Wedag International AG | 78.60% |
DHL Group | 58.03% |
Bilfinger SE | 71.33% |
Lilium NV | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 31.10 |
Beta (5Y) | 0.6346 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.76% |
Historical Sharpe Ratio (5Y) | 0.7671 |
Historical Sortino (5Y) | 1.451 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.96% |