Siemens Healthineers AG (SMMNY)

27.06 +0.03 (+0.11%) USD  |  OTCM  |  Dec 20, 16:00
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Siemens Healthineers Max Drawdown (5Y): 47.57% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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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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Affimed NV 97.70%
InflaRx NV 98.49%
BioNTech SE 82.24%
Immatics NV 65.18%
CureVac NV --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -11.39
Beta (5Y) 0.9727
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 28.30%
Historical Sharpe Ratio (5Y) 0.0566
Historical Sortino (5Y) 0.0987
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.11%