Volkswagen AG (VLKAF)
143.42
+2.04
(+1.44%)
USD |
OTCM |
May 03, 16:00
Volkswagen Max Drawdown (5Y): 66.92% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 66.92% |
| March 31, 2024 | 66.92% |
| February 29, 2024 | 66.92% |
| January 31, 2024 | 66.92% |
| December 31, 2023 | 66.92% |
| November 30, 2023 | 66.92% |
| October 31, 2023 | 66.92% |
| September 30, 2023 | 61.92% |
| August 31, 2023 | 61.56% |
| July 31, 2023 | 61.56% |
| June 30, 2023 | 61.56% |
| May 31, 2023 | 61.56% |
| April 30, 2023 | 61.56% |
| March 31, 2023 | 61.56% |
| February 28, 2023 | 61.56% |
| January 31, 2023 | 61.56% |
| December 31, 2022 | 61.56% |
| November 30, 2022 | 61.56% |
| October 31, 2022 | 61.56% |
| September 30, 2022 | 58.56% |
| August 31, 2022 | 56.69% |
| July 31, 2022 | 56.69% |
| June 30, 2022 | 55.40% |
| May 31, 2022 | 55.40% |
| April 30, 2022 | 55.40% |
| Date | Value |
|---|---|
| March 31, 2022 | 55.40% |
| February 28, 2022 | 55.40% |
| January 31, 2022 | 55.40% |
| December 31, 2021 | 55.40% |
| November 30, 2021 | 55.40% |
| October 31, 2021 | 55.40% |
| September 30, 2021 | 55.40% |
| August 31, 2021 | 55.40% |
| July 31, 2021 | 55.40% |
| June 30, 2021 | 55.40% |
| May 31, 2021 | 55.40% |
| April 30, 2021 | 55.40% |
| March 31, 2021 | 55.40% |
| February 28, 2021 | 55.40% |
| January 31, 2021 | 55.40% |
| December 31, 2020 | 55.40% |
| November 30, 2020 | 55.40% |
| October 31, 2020 | 55.40% |
| September 30, 2020 | 55.40% |
| August 31, 2020 | 55.40% |
| July 31, 2020 | 55.40% |
| June 30, 2020 | 55.77% |
| May 31, 2020 | 55.77% |
| April 30, 2020 | 55.77% |
| March 31, 2020 | 55.77% |
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
55.40%
Minimum
Jul 2020
66.92%
Maximum
Oct 2023
58.16%
Average
55.77%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Bayerische Motoren Werke AG | 62.64% |
| Mercedes-Benz Group AG | 93.04% |
| Porsche Automobil Holding SE | 65.08% |
| Dr. Ing. h.c. F. Porsche AG | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.41 |
| Beta (5Y) | 1.445 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.80% |
| Historical Sharpe Ratio (5Y) | -0.0079 |
| Historical Sortino (5Y) | -0.0137 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.73% |