RWE AG (RWNFF)
35.20
0.00 (0.00%)
USD |
OTCM |
May 07, 16:00
RWE Max Drawdown (5Y): 39.57% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 39.57% |
| March 31, 2024 | 39.57% |
| February 29, 2024 | 39.57% |
| January 31, 2024 | 39.57% |
| December 31, 2023 | 39.57% |
| November 30, 2023 | 39.57% |
| October 31, 2023 | 43.72% |
| September 30, 2023 | 47.48% |
| August 31, 2023 | 47.48% |
| July 31, 2023 | 48.12% |
| June 30, 2023 | 48.12% |
| May 31, 2023 | 48.12% |
| April 30, 2023 | 48.12% |
| March 31, 2023 | 48.12% |
| February 28, 2023 | 48.12% |
| January 31, 2023 | 48.12% |
| December 31, 2022 | 50.96% |
| November 30, 2022 | 51.68% |
| October 31, 2022 | 51.68% |
| September 30, 2022 | 52.05% |
| August 31, 2022 | 52.05% |
| July 31, 2022 | 52.05% |
| June 30, 2022 | 52.05% |
| May 31, 2022 | 52.05% |
| April 30, 2022 | 52.05% |
| Date | Value |
|---|---|
| March 31, 2022 | 52.05% |
| February 28, 2022 | 59.45% |
| January 31, 2022 | 60.18% |
| December 31, 2021 | 65.89% |
| November 30, 2021 | 68.42% |
| October 31, 2021 | 70.96% |
| September 30, 2021 | 72.03% |
| August 31, 2021 | 72.03% |
| July 31, 2021 | 72.03% |
| June 30, 2021 | 72.03% |
| May 31, 2021 | 72.03% |
| April 30, 2021 | 72.03% |
| March 31, 2021 | 72.03% |
| February 28, 2021 | 72.03% |
| January 31, 2021 | 72.03% |
| December 31, 2020 | 72.03% |
| November 30, 2020 | 75.07% |
| October 31, 2020 | 79.14% |
| September 30, 2020 | 79.54% |
| August 31, 2020 | 79.54% |
| July 31, 2020 | 81.45% |
| June 30, 2020 | 81.45% |
| May 31, 2020 | 81.45% |
| April 30, 2020 | 81.45% |
| March 31, 2020 | 81.45% |
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
39.57%
Minimum
Nov 2023
81.45%
Maximum
May 2019
63.53%
Average
69.69%
Median
Max Drawdown (5Y) Benchmarks
| E.ON SE | 46.91% |
| Uniper SE | 94.25% |
| Encavis AG | -- |
| Ellomay Capital Ltd | 73.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.123 |
| Beta (5Y) | 0.5136 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.06% |
| Historical Sharpe Ratio (5Y) | 0.1435 |
| Historical Sortino (5Y) | 0.1943 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.91% |