Siemens Healthineers AG (SEMHF)
54.73
+0.29
(+0.53%)
USD |
OTCM |
May 03, 16:00
Siemens Healthineers Max Drawdown (5Y): 46.39% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 46.39% |
March 31, 2024 | 46.39% |
February 29, 2024 | 46.39% |
January 31, 2024 | 46.39% |
December 31, 2023 | 46.39% |
November 30, 2023 | 46.39% |
October 31, 2023 | 46.39% |
September 30, 2023 | 46.39% |
August 31, 2023 | 46.39% |
July 31, 2023 | 46.39% |
June 30, 2023 | 46.39% |
May 31, 2023 | 46.39% |
April 30, 2023 | 46.39% |
March 31, 2023 | 46.39% |
February 28, 2023 | 46.39% |
January 31, 2023 | 46.39% |
December 31, 2022 | 46.39% |
November 30, 2022 | 46.39% |
October 31, 2022 | 46.39% |
September 30, 2022 | 46.39% |
August 31, 2022 | 39.52% |
July 31, 2022 | 39.52% |
June 30, 2022 | 39.52% |
May 31, 2022 | 31.20% |
April 30, 2022 | 31.20% |
Date | Value |
---|---|
March 31, 2022 | 31.20% |
February 28, 2022 | 31.20% |
January 31, 2022 | 31.20% |
December 31, 2021 | 31.20% |
November 30, 2021 | 31.20% |
October 31, 2021 | 31.20% |
September 30, 2021 | 31.20% |
August 31, 2021 | 31.20% |
July 31, 2021 | 31.20% |
June 30, 2021 | 31.20% |
May 31, 2021 | 31.20% |
April 30, 2021 | 31.20% |
March 31, 2021 | 31.20% |
February 28, 2021 | 31.20% |
January 31, 2021 | 31.20% |
December 31, 2020 | 31.20% |
November 30, 2020 | 31.20% |
October 31, 2020 | 31.20% |
September 30, 2020 | 31.20% |
August 31, 2020 | 31.20% |
July 31, 2020 | 31.20% |
June 30, 2020 | 31.20% |
May 31, 2020 | 31.20% |
April 30, 2020 | 31.20% |
March 31, 2020 | 31.20% |
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
12.73%
Minimum
May 2019
46.39%
Maximum
Sep 2022
33.89%
Average
31.20%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Affimed NV | 97.22% |
InflaRx NV | 98.49% |
MorphoSys AG | 91.41% |
BioNTech SE | -- |
Immatics NV | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.113 |
Beta (5Y) | 0.9427 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.71% |
Historical Sharpe Ratio (5Y) | 0.153 |
Historical Sortino (5Y) | 0.2655 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.14% |