Vonovia SE (VNNVF)
30.85
+1.01
(+3.38%)
USD |
OTCM |
May 03, 14:55
Vonovia Max Drawdown (5Y): 75.63% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 75.63% |
| March 31, 2024 | 75.63% |
| February 29, 2024 | 75.63% |
| January 31, 2024 | 75.63% |
| December 31, 2023 | 75.63% |
| November 30, 2023 | 75.63% |
| October 31, 2023 | 75.63% |
| September 30, 2023 | 75.63% |
| August 31, 2023 | 75.63% |
| July 31, 2023 | 75.63% |
| June 30, 2023 | 75.63% |
| May 31, 2023 | 75.63% |
| April 30, 2023 | 75.63% |
| March 31, 2023 | 75.63% |
| February 28, 2023 | 73.96% |
| January 31, 2023 | 73.96% |
| December 31, 2022 | 73.96% |
| November 30, 2022 | 73.96% |
| October 31, 2022 | 73.96% |
| September 30, 2022 | 71.10% |
| August 31, 2022 | 61.67% |
| July 31, 2022 | 59.75% |
| June 30, 2022 | 55.58% |
| May 31, 2022 | 51.97% |
| April 30, 2022 | 44.29% |
| Date | Value |
|---|---|
| March 31, 2022 | 35.39% |
| February 28, 2022 | 30.75% |
| January 31, 2022 | 28.57% |
| December 31, 2021 | 28.57% |
| November 30, 2021 | 23.86% |
| October 31, 2021 | 23.86% |
| September 30, 2021 | 23.86% |
| August 31, 2021 | 23.86% |
| July 31, 2021 | 23.86% |
| June 30, 2021 | 23.86% |
| May 31, 2021 | 23.86% |
| April 30, 2021 | 23.86% |
| March 31, 2021 | 23.86% |
| February 28, 2021 | 23.86% |
| January 31, 2021 | 23.86% |
| December 31, 2020 | 23.86% |
| November 30, 2020 | 23.86% |
| October 31, 2020 | 23.86% |
| September 30, 2020 | 23.86% |
| August 31, 2020 | 23.86% |
| July 31, 2020 | 23.86% |
| June 30, 2020 | 23.86% |
| May 31, 2020 | 23.86% |
| April 30, 2020 | 23.86% |
| March 31, 2020 | 23.86% |
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
13.22%
Minimum
May 2019
75.63%
Maximum
Mar 2023
42.16%
Average
23.86%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| LEG Immobilien SE | 66.16% |
| Deutsche Wohnen SE | 74.55% |
| Branicks Group AG | -- |
| Vantage Towers AG | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.20 |
| Beta (5Y) | 0.979 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.18% |
| Historical Sharpe Ratio (5Y) | -0.2769 |
| Historical Sortino (5Y) | -0.4126 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.82% |