Siemens AG (SMAWF)

193.38 -3.52 (-1.79%) USD  |  OTCM  |  Dec 24, 11:22
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Siemens Max Drawdown (5Y): 51.09% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Siemens Energy AG --
Schmid Group NV --
Heramba Electric PLC --
XCHG Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.906
Beta (5Y) 1.244
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 34.33%
Historical Sharpe Ratio (5Y) 0.3119
Historical Sortino (5Y) 0.4822
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.10%