Siemens AG (SMAWF)
197.56
+0.26
(+0.13%)
USD |
OTCM |
Nov 15, 16:00
Siemens Max Drawdown (5Y): 51.09% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 51.09% |
September 30, 2024 | 51.09% |
August 31, 2024 | 51.09% |
July 31, 2024 | 51.09% |
June 30, 2024 | 51.09% |
May 31, 2024 | 51.09% |
April 30, 2024 | 51.09% |
March 31, 2024 | 51.09% |
February 29, 2024 | 51.09% |
January 31, 2024 | 51.09% |
December 31, 2023 | 51.09% |
November 30, 2023 | 51.09% |
October 31, 2023 | 51.09% |
September 30, 2023 | 51.09% |
August 31, 2023 | 51.09% |
July 31, 2023 | 51.09% |
June 30, 2023 | 51.09% |
May 31, 2023 | 51.09% |
April 30, 2023 | 51.09% |
March 31, 2023 | 51.09% |
February 28, 2023 | 51.09% |
January 31, 2023 | 51.09% |
December 31, 2022 | 51.09% |
November 30, 2022 | 51.09% |
October 31, 2022 | 51.09% |
Date | Value |
---|---|
September 30, 2022 | 51.09% |
August 31, 2022 | 51.09% |
July 31, 2022 | 51.09% |
June 30, 2022 | 51.09% |
May 31, 2022 | 51.09% |
April 30, 2022 | 51.09% |
March 31, 2022 | 51.09% |
February 28, 2022 | 51.09% |
January 31, 2022 | 51.09% |
December 31, 2021 | 51.09% |
November 30, 2021 | 51.09% |
October 31, 2021 | 51.09% |
September 30, 2021 | 51.09% |
August 31, 2021 | 51.09% |
July 31, 2021 | 51.09% |
June 30, 2021 | 51.09% |
May 31, 2021 | 51.09% |
April 30, 2021 | 51.09% |
March 31, 2021 | 51.09% |
February 28, 2021 | 51.09% |
January 31, 2021 | 51.09% |
December 31, 2020 | 51.09% |
November 30, 2020 | 51.09% |
October 31, 2020 | 51.09% |
September 30, 2020 | 51.09% |
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
34.35%
Minimum
Nov 2019
51.09%
Maximum
Mar 2020
49.97%
Average
51.09%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.013 |
Beta (5Y) | 1.277 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.29% |
Historical Sharpe Ratio (5Y) | 0.3928 |
Historical Sortino (5Y) | 0.6037 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.10% |