RWE AG (RWEOY)
33.80
+1.91
(+5.99%)
USD |
OTCM |
Nov 13, 16:00
RWE Max Drawdown (5Y): 42.67% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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 | 42.67% |
| November 30, 2023 | 42.67% |
| October 31, 2023 | 44.76% |
| September 30, 2023 | 47.88% |
| August 31, 2023 | 49.13% |
| 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 | 51.24% |
| January 31, 2023 | 51.24% |
| December 31, 2022 | 51.24% |
| November 30, 2022 | 56.58% |
| October 31, 2022 | 56.58% |
| Date | Value |
|---|---|
| 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 | 56.58% |
| March 31, 2022 | 56.58% |
| February 28, 2022 | 61.26% |
| January 31, 2022 | 62.06% |
| December 31, 2021 | 65.78% |
| November 30, 2021 | 69.72% |
| October 31, 2021 | 71.07% |
| 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 | 72.88% |
| March 31, 2021 | 72.88% |
| February 28, 2021 | 72.88% |
| January 31, 2021 | 72.95% |
| December 31, 2020 | 76.70% |
| November 30, 2020 | 78.77% |
| October 31, 2020 | 78.77% |
| September 30, 2020 | 78.94% |
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
Nov 2023
81.68%
Maximum
Nov 2019
61.41%
Average
56.58%
Median
Mar 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) | -10.28 |
| Beta (5Y) | 0.9016 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.56% |
| Historical Sharpe Ratio (5Y) | 0.043 |
| Historical Sortino (5Y) | 0.0612 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.99% |