Volkswagen AG (VLKPF)
130.03
+0.60
(+0.46%)
USD |
OTCM |
Apr 23, 16:00
Volkswagen Max Drawdown (5Y): 58.46% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 62.64% |
July 31, 2020 | 62.64% |
June 30, 2020 | 62.64% |
May 31, 2020 | 62.64% |
April 30, 2020 | 62.64% |
March 31, 2020 | 62.64% |
February 29, 2020 | 62.64% |
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
Apr 2019
59.81%
Average
58.46%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
CBD Of Denver Inc | 99.38% |
Jumia Technologies AG | 96.50% |
MYT Netherlands Parent BV | -- |
Next e GO NV | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.59 |
Beta (5Y) | 1.328 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.99% |
Historical Sharpe Ratio (5Y) | 0.0487 |
Historical Sortino (5Y) | 0.0686 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.68% |