RWE AG (RWEOY)
33.37
+0.04
(+0.12%)
USD |
OTCM |
Dec 03, 12:30
RWE Max Drawdown (5Y): 42.67% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| November 30, 2024 | 42.67% |
| October 31, 2024 | 42.67% |
| September 30, 2024 | 42.67% |
| August 31, 2024 | 42.67% |
| July 31, 2024 | 42.67% |
| June 30, 2024 | 42.67% |
| May 31, 2024 | 42.67% |
| April 30, 2024 | 42.67% |
| March 31, 2024 | 42.67% |
| February 29, 2024 | 42.67% |
| January 31, 2024 | 42.67% |
| December 31, 2023 | 44.90% |
| November 30, 2023 | 47.88% |
| October 31, 2023 | 49.13% |
| September 30, 2023 | 51.24% |
| August 31, 2023 | 51.24% |
| July 31, 2023 | 51.24% |
| June 30, 2023 | 51.24% |
| May 31, 2023 | 51.24% |
| April 30, 2023 | 51.24% |
| March 31, 2023 | 51.24% |
| February 28, 2023 | 53.44% |
| January 31, 2023 | 56.58% |
| December 31, 2022 | 56.58% |
| November 30, 2022 | 56.58% |
| Date | Value |
|---|---|
| October 31, 2022 | 56.58% |
| September 30, 2022 | 56.58% |
| August 31, 2022 | 56.58% |
| July 31, 2022 | 56.58% |
| June 30, 2022 | 56.58% |
| May 31, 2022 | 56.58% |
| April 30, 2022 | 61.26% |
| March 31, 2022 | 62.06% |
| February 28, 2022 | 65.94% |
| January 31, 2022 | 69.72% |
| December 31, 2021 | 71.07% |
| November 30, 2021 | 72.88% |
| October 31, 2021 | 72.88% |
| September 30, 2021 | 72.88% |
| August 31, 2021 | 72.88% |
| July 31, 2021 | 72.88% |
| June 30, 2021 | 72.88% |
| May 31, 2021 | 72.88% |
| April 30, 2021 | 74.25% |
| March 31, 2021 | 76.64% |
| February 28, 2021 | 78.70% |
| January 31, 2021 | 78.86% |
| December 31, 2020 | 79.64% |
| November 30, 2020 | 79.90% |
| October 31, 2020 | 79.97% |
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
42.67%
Minimum
Jan 2024
81.68%
Maximum
Dec 2019
62.26%
Average
56.58%
Median
May 2022
Max Drawdown (5Y) Benchmarks
| E.ON SE | 46.91% |
| Uniper SE | 94.85% |
| Encavis AG | -- |
| Ellomay Capital Ltd | 73.36% |
| Talen Energy Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.303 |
| Beta (5Y) | 0.9088 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.17% |
| Historical Sharpe Ratio (5Y) | 0.091 |
| Historical Sortino (5Y) | 0.1295 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.99% |