RWE AG (RWNFF)

28.72 0.00 (0.00%) USD  |  OTCM  |  Dec 20, 16:00
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RWE Max Drawdown (5Y): 39.57% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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E.ON SE 46.91%
Uniper SE 94.85%
Encavis AG --
Ellomay Capital Ltd 73.36%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.713
Beta (5Y) 0.5545
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 32.29%
Historical Sharpe Ratio (5Y) 0.0524
Historical Sortino (5Y) 0.0745
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.91%