SMA Solar Technology AG (SMTGF)
47.62
0.00 (0.00%)
USD |
OTCM |
May 06, 16:00
SMA Solar Technology Max Drawdown (5Y): 65.91% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 65.91% |
March 31, 2024 | 65.91% |
February 29, 2024 | 66.52% |
January 31, 2024 | 66.52% |
December 31, 2023 | 67.06% |
November 30, 2023 | 67.06% |
October 31, 2023 | 72.15% |
September 30, 2023 | 74.00% |
August 31, 2023 | 74.00% |
July 31, 2023 | 74.00% |
June 30, 2023 | 74.00% |
May 31, 2023 | 74.00% |
April 30, 2023 | 74.00% |
March 31, 2023 | 74.00% |
February 28, 2023 | 74.00% |
January 31, 2023 | 74.00% |
December 31, 2022 | 74.00% |
November 30, 2022 | 74.00% |
October 31, 2022 | 74.00% |
September 30, 2022 | 74.00% |
August 31, 2022 | 74.00% |
July 31, 2022 | 74.00% |
June 30, 2022 | 74.00% |
May 31, 2022 | 74.00% |
April 30, 2022 | 74.00% |
Date | Value |
---|---|
March 31, 2022 | 74.00% |
February 28, 2022 | 74.00% |
January 31, 2022 | 74.00% |
December 31, 2021 | 74.00% |
November 30, 2021 | 74.00% |
October 31, 2021 | 74.00% |
September 30, 2021 | 74.00% |
August 31, 2021 | 74.00% |
July 31, 2021 | 74.00% |
June 30, 2021 | 74.00% |
May 31, 2021 | 74.00% |
April 30, 2021 | 74.00% |
March 31, 2021 | 74.00% |
February 28, 2021 | 74.00% |
January 31, 2021 | 74.00% |
December 31, 2020 | 74.00% |
November 30, 2020 | 74.00% |
October 31, 2020 | 74.00% |
September 30, 2020 | 74.00% |
August 31, 2020 | 74.00% |
July 31, 2020 | 74.00% |
June 30, 2020 | 74.00% |
May 31, 2020 | 74.00% |
April 30, 2020 | 82.04% |
March 31, 2020 | 83.59% |
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
65.91%
Minimum
Mar 2024
90.16%
Maximum
May 2019
76.17%
Average
74.00%
Median
May 2020
Max Drawdown (5Y) Benchmarks
SAP SE | 51.37% |
voxeljet AG (DELISTED) | 98.75% |
Northern Data AG | -- |
Adesso SE | -- |
Mynaric AG | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.562 |
Beta (5Y) | 1.160 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.36% |
Historical Sharpe Ratio (5Y) | 0.2618 |
Historical Sortino (5Y) | 0.5464 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.31% |