voxeljet AG (DELISTED) (VJET:DL)
0.6401
0.00 (0.00%)
USD |
NASDAQ |
Apr 01, 16:00
voxeljet Max Drawdown (5Y): 98.75% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 98.75% |
| February 29, 2024 | 97.11% |
| January 31, 2024 | 97.11% |
| December 31, 2023 | 97.11% |
| November 30, 2023 | 97.11% |
| October 31, 2023 | 97.11% |
| September 30, 2023 | 97.08% |
| August 31, 2023 | 96.81% |
| July 31, 2023 | 95.66% |
| June 30, 2023 | 95.56% |
| May 31, 2023 | 95.56% |
| April 30, 2023 | 95.56% |
| March 31, 2023 | 95.56% |
| February 28, 2023 | 95.56% |
| January 31, 2023 | 95.56% |
| December 31, 2022 | 95.56% |
| November 30, 2022 | 95.56% |
| October 31, 2022 | 95.56% |
| September 30, 2022 | 95.56% |
| August 31, 2022 | 95.56% |
| July 31, 2022 | 95.56% |
| June 30, 2022 | 95.56% |
| May 31, 2022 | 95.56% |
| April 30, 2022 | 95.56% |
| March 31, 2022 | 95.56% |
| Date | Value |
|---|---|
| February 28, 2022 | 95.56% |
| January 31, 2022 | 96.02% |
| December 31, 2021 | 96.07% |
| November 30, 2021 | 96.07% |
| October 31, 2021 | 96.07% |
| September 30, 2021 | 96.07% |
| August 31, 2021 | 96.07% |
| July 31, 2021 | 96.07% |
| June 30, 2021 | 96.07% |
| May 31, 2021 | 96.07% |
| April 30, 2021 | 96.07% |
| March 31, 2021 | 96.07% |
| February 28, 2021 | 96.07% |
| January 31, 2021 | 96.07% |
| December 31, 2020 | 96.07% |
| November 30, 2020 | 96.07% |
| October 31, 2020 | 96.07% |
| September 30, 2020 | 96.07% |
| August 31, 2020 | 96.07% |
| July 31, 2020 | 96.07% |
| June 30, 2020 | 96.07% |
| May 31, 2020 | 96.07% |
| April 30, 2020 | 96.07% |
| March 31, 2020 | 96.07% |
| February 29, 2020 | 96.07% |
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
95.56%
Minimum
Feb 2022
98.75%
Maximum
Mar 2024
96.08%
Average
96.07%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Sequans Communications SA | 96.23% |
| SAP SE | 51.37% |
| Materialise NV | 93.95% |
| Endava PLC | 82.95% |
| Mynaric AG | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -59.62 |
| Beta (5Y) | 1.068 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 81.22% |
| Historical Sharpe Ratio (5Y) | -0.5624 |
| Historical Sortino (5Y) | -1.121 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.95% |