Volkswagen AG (VLKPF)
84.75
-1.13
(-1.32%)
USD |
OTCM |
Nov 22, 16:00
Volkswagen Max Drawdown (5Y): 58.46% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 58.46% |
September 30, 2024 | 58.46% |
August 31, 2024 | 58.46% |
July 31, 2024 | 58.46% |
June 30, 2024 | 58.46% |
May 31, 2024 | 58.46% |
April 30, 2024 | 58.46% |
March 31, 2024 | 58.46% |
February 29, 2024 | 58.46% |
January 31, 2024 | 58.46% |
December 31, 2023 | 58.46% |
November 30, 2023 | 58.46% |
October 31, 2023 | 58.46% |
September 30, 2023 | 58.46% |
August 31, 2023 | 58.46% |
July 31, 2023 | 58.46% |
June 30, 2023 | 58.46% |
May 31, 2023 | 58.46% |
April 30, 2023 | 58.46% |
March 31, 2023 | 58.46% |
February 28, 2023 | 58.46% |
January 31, 2023 | 58.46% |
December 31, 2022 | 58.46% |
November 30, 2022 | 58.46% |
October 31, 2022 | 58.46% |
Date | Value |
---|---|
September 30, 2022 | 58.46% |
August 31, 2022 | 58.46% |
July 31, 2022 | 58.46% |
June 30, 2022 | 58.46% |
May 31, 2022 | 58.46% |
April 30, 2022 | 58.46% |
March 31, 2022 | 58.46% |
February 28, 2022 | 58.46% |
January 31, 2022 | 58.46% |
December 31, 2021 | 58.46% |
November 30, 2021 | 58.46% |
October 31, 2021 | 58.46% |
September 30, 2021 | 58.46% |
August 31, 2021 | 58.46% |
July 31, 2021 | 58.46% |
June 30, 2021 | 58.46% |
May 31, 2021 | 58.46% |
April 30, 2021 | 58.46% |
March 31, 2021 | 58.46% |
February 28, 2021 | 58.46% |
January 31, 2021 | 58.46% |
December 31, 2020 | 58.46% |
November 30, 2020 | 61.80% |
October 31, 2020 | 61.80% |
September 30, 2020 | 61.80% |
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
58.46%
Minimum
Dec 2020
62.64%
Maximum
Nov 2019
59.32%
Average
58.46%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -24.76 |
Beta (5Y) | 1.324 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.55% |
Historical Sharpe Ratio (5Y) | -0.2157 |
Historical Sortino (5Y) | -0.3083 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.71% |