Siemens Energy AG (SMERY)
159.50
-12.38
(-7.20%)
USD |
OTCM |
Jun 10, 16:00
Siemens Energy Max Drawdown (5Y) : 82.34% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 82.34% |
| April 30, 2026 | 82.34% |
| March 31, 2026 | 82.34% |
| February 28, 2026 | 82.34% |
| January 31, 2026 | 82.34% |
| December 31, 2025 | 82.34% |
| November 30, 2025 | 82.34% |
| October 31, 2025 | 82.34% |
| September 30, 2025 | 82.34% |
| August 31, 2025 | 82.34% |
| July 31, 2025 | 82.34% |
| June 30, 2025 | 82.34% |
| May 31, 2025 | 82.34% |
| April 30, 2025 | 82.34% |
| March 31, 2025 | 82.34% |
| February 28, 2025 | 82.34% |
| January 31, 2025 | 82.34% |
| December 31, 2024 | 82.34% |
| November 30, 2024 | 82.34% |
| October 31, 2024 | 82.34% |
| September 30, 2024 | 82.34% |
| August 31, 2024 | 82.34% |
| July 31, 2024 | 82.34% |
| June 30, 2024 | 82.34% |
| May 31, 2024 | 82.34% |
| Date | Value |
|---|---|
| April 30, 2024 | 82.34% |
| March 31, 2024 | 82.34% |
| February 29, 2024 | 82.34% |
| January 31, 2024 | 82.34% |
| December 31, 2023 | 82.34% |
| November 30, 2023 | 82.34% |
| October 31, 2023 | 82.34% |
| September 30, 2023 | 76.11% |
| August 31, 2023 | 76.11% |
| July 31, 2023 | 76.11% |
| June 30, 2023 | 76.11% |
| May 31, 2023 | 76.11% |
| April 30, 2023 | 76.11% |
| March 31, 2023 | 76.11% |
| February 28, 2023 | 76.11% |
| January 31, 2023 | 76.11% |
| December 31, 2022 | 76.11% |
| November 30, 2022 | 76.11% |
| October 31, 2022 | 76.11% |
| September 30, 2022 | 73.69% |
| August 31, 2022 | 66.50% |
| July 31, 2022 | 66.50% |
| June 30, 2022 | 64.68% |
| May 31, 2022 | 61.44% |
| April 30, 2022 | 54.28% |
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
| American Fusion, Inc. | 99.99% |
| Solar Energy Initiatives, Inc. | 99.99% |
| OSRAM Licht AG | 44.60% |
| SGL Carbon SE | 76.23% |
| Sunrun, Inc. | 94.13% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 21.02 |
| Beta (5Y) | 1.736 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.70% |
| Historical Sharpe Ratio (5Y) | 0.7348 |
| Historical Sortino (5Y) | 1.322 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.76% |