Volkswagen AG (VLKPF)

90.50 -2.50 (-2.69%) USD  |  OTCM  |  Dec 23, 13:40
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Volkswagen Max Drawdown (5Y): 60.41% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Porsche Automobil Holding SE 66.44%
Mercedes-Benz Group AG 72.17%
Jumia Technologies AG 96.50%
MYT Netherlands Parent BV --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -27.65
Beta (5Y) 1.273
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 36.00%
Historical Sharpe Ratio (5Y) -0.296
Historical Sortino (5Y) -0.4279
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.33%