VAT Group AG (VACNY)
75.98
+0.66
(+0.88%)
USD |
OTCM |
Aug 25, 16:00
VAT Group Max Drawdown (5Y) : 63.55% for July 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 |
|---|---|
| July 31, 2026 | 63.55% |
| June 30, 2026 | 63.55% |
| May 31, 2026 | 63.55% |
| April 30, 2026 | 63.55% |
| March 31, 2026 | 63.55% |
| February 28, 2026 | 63.55% |
| January 31, 2026 | 63.55% |
| December 31, 2025 | 63.55% |
| November 30, 2025 | 63.55% |
| October 31, 2025 | 63.55% |
| September 30, 2025 | 63.55% |
| August 31, 2025 | 63.55% |
| July 31, 2025 | 63.55% |
| June 30, 2025 | 63.55% |
| May 31, 2025 | 63.55% |
| April 30, 2025 | 63.55% |
| March 31, 2025 | 63.55% |
| February 28, 2025 | 63.55% |
| January 31, 2025 | 63.55% |
| December 31, 2024 | 63.55% |
| November 30, 2024 | 63.55% |
| October 31, 2024 | 63.55% |
| September 30, 2024 | 63.55% |
| August 31, 2024 | 63.55% |
| July 31, 2024 | 63.55% |
| Date | Value |
|---|---|
| June 30, 2024 | 63.55% |
| May 31, 2024 | 63.55% |
| April 30, 2024 | 63.55% |
| March 31, 2024 | 63.55% |
| February 29, 2024 | 63.55% |
| January 31, 2024 | 63.55% |
| December 31, 2023 | 63.55% |
| November 30, 2023 | 63.55% |
| October 31, 2023 | 63.55% |
| September 30, 2023 | 63.55% |
| August 31, 2023 | 63.55% |
| July 31, 2023 | 63.55% |
| June 30, 2023 | 63.55% |
| May 31, 2023 | 63.55% |
| April 30, 2023 | 63.55% |
| March 31, 2023 | 63.55% |
| February 28, 2023 | 63.55% |
| January 31, 2023 | 63.55% |
| December 31, 2022 | 63.55% |
| November 30, 2022 | 63.55% |
| October 31, 2022 | 63.55% |
| September 30, 2022 | 60.62% |
| August 31, 2022 | 56.42% |
| July 31, 2022 | 56.42% |
| June 30, 2022 | 54.60% |
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
| Georg Fischer AG | -- |
| Watts Water Technologies, Inc. | 44.08% |
| Shengkai Innovations, Inc. | 100.00% |
| OC Oerlikon Corp. AG | 68.07% |
| Komax Holding AG | 76.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.334 |
| Beta (5Y) | 1.724 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.37% |
| Historical Sharpe Ratio (5Y) | 0.2659 |
| Historical Sortino (5Y) | 0.517 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.50% |