Varta AG (VARGF)
20.20
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Varta Max Drawdown (5Y): 88.24% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 88.24% |
March 31, 2024 | 88.24% |
February 29, 2024 | 88.24% |
January 31, 2024 | 88.24% |
December 31, 2023 | 88.24% |
November 30, 2023 | 88.24% |
October 31, 2023 | 88.24% |
September 30, 2023 | 40.76% |
August 31, 2023 | 40.76% |
July 31, 2023 | 40.76% |
June 30, 2023 | 40.76% |
May 31, 2023 | 40.76% |
April 30, 2023 | 40.76% |
March 31, 2023 | 40.76% |
February 28, 2023 | 40.76% |
January 31, 2023 | 40.76% |
December 31, 2022 | 40.76% |
November 30, 2022 | 40.76% |
October 31, 2022 | 40.76% |
September 30, 2022 | 40.76% |
August 31, 2022 | 40.76% |
July 31, 2022 | 40.76% |
June 30, 2022 | 40.76% |
May 31, 2022 | 40.76% |
April 30, 2022 | 40.76% |
Date | Value |
---|---|
March 31, 2022 | 40.76% |
February 28, 2022 | 37.27% |
January 31, 2022 | 37.27% |
December 31, 2021 | 33.69% |
November 30, 2021 | 33.69% |
October 31, 2021 | 33.69% |
September 30, 2021 | 33.69% |
August 31, 2021 | 33.69% |
July 31, 2021 | 33.69% |
June 30, 2021 | 33.69% |
May 31, 2021 | 33.69% |
April 30, 2021 | 33.69% |
March 31, 2021 | 33.69% |
February 28, 2021 | 33.69% |
January 31, 2021 | 33.69% |
December 31, 2020 | 33.69% |
November 30, 2020 | 33.69% |
October 31, 2020 | 33.69% |
September 30, 2020 | 33.69% |
August 31, 2020 | 33.69% |
July 31, 2020 | 33.69% |
June 30, 2020 | 33.69% |
May 31, 2020 | 33.69% |
April 30, 2020 | 33.69% |
March 31, 2020 | 33.69% |
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
0.97%
Minimum
May 2019
88.24%
Maximum
Oct 2023
37.54%
Average
33.69%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Siemens AG | 52.76% |
KHD Humboldt Wedag International AG | 78.60% |
DHL Group | 58.03% |
Lilium NV | -- |
Schmid Group NV | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.54 |
Beta (5Y) | 0.6691 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.90% |
Historical Sharpe Ratio (5Y) | -0.1422 |
Historical Sortino (5Y) | -0.2313 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.89% |