Siemens AG (SIEGY)
154.73
-0.54
(-0.35%)
USD |
OTCM |
Oct 05, 16:00
Siemens Max Drawdown (5Y) : 45.58% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 45.58% |
| August 31, 2026 | 45.58% |
| July 31, 2026 | 45.58% |
| June 30, 2026 | 45.58% |
| May 31, 2026 | 45.58% |
| April 30, 2026 | 45.58% |
| March 31, 2026 | 45.58% |
| February 28, 2026 | 45.58% |
| January 31, 2026 | 45.58% |
| December 31, 2025 | 45.58% |
| November 30, 2025 | 45.58% |
| October 31, 2025 | 45.58% |
| September 30, 2025 | 45.58% |
| August 31, 2025 | 45.58% |
| July 31, 2025 | 45.58% |
| June 30, 2025 | 45.58% |
| May 31, 2025 | 45.58% |
| April 30, 2025 | 45.58% |
| March 31, 2025 | 45.58% |
| February 28, 2025 | 52.76% |
| January 31, 2025 | 52.76% |
| December 31, 2024 | 52.76% |
| November 30, 2024 | 52.76% |
| October 31, 2024 | 52.76% |
| September 30, 2024 | 52.76% |
| Date | Value |
|---|---|
| August 31, 2024 | 52.76% |
| July 31, 2024 | 52.76% |
| June 30, 2024 | 52.76% |
| May 31, 2024 | 52.76% |
| April 30, 2024 | 52.76% |
| March 31, 2024 | 52.76% |
| February 29, 2024 | 52.76% |
| January 31, 2024 | 52.76% |
| December 31, 2023 | 52.76% |
| November 30, 2023 | 52.76% |
| October 31, 2023 | 52.76% |
| September 30, 2023 | 52.76% |
| August 31, 2023 | 52.76% |
| July 31, 2023 | 52.76% |
| June 30, 2023 | 52.76% |
| May 31, 2023 | 52.76% |
| April 30, 2023 | 52.76% |
| March 31, 2023 | 52.76% |
| February 28, 2023 | 52.76% |
| January 31, 2023 | 52.76% |
| December 31, 2022 | 52.76% |
| November 30, 2022 | 52.76% |
| October 31, 2022 | 52.76% |
| September 30, 2022 | 52.76% |
| August 31, 2022 | 52.76% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| DuPont de Nemours, Inc. | 42.04% |
| Icahn Enterprises LP | 77.36% |
| San Miguel Corp. | 66.06% |
| SFC Energy AG | 64.19% |
| INDUS Holding AG | 57.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.358 |
| Beta (5Y) | 1.412 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.68% |
| Historical Sharpe Ratio (5Y) | 0.4031 |
| Historical Sortino (5Y) | 0.7222 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.65% |