Siemens AG (SIEGY)

99.04 +0.33 (+0.33%) USD  |  OTCM  |  Dec 24, 12:46
More

Siemens Max Drawdown (5Y): 52.76% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for SIEGY.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
MTU Aero Engines AG 64.31%
Siemens Energy AG --
Schmid Group NV --
Heramba Electric PLC --
XCHG Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.541
Beta (5Y) 1.338
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 34.07%
Historical Sharpe Ratio (5Y) 0.3324
Historical Sortino (5Y) 0.505
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.01%