Vienna Insurance Group AG (VNRFY)

5.81 0.00 (0.00%) USD  |  OTCM  |  Dec 16, 16:00
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Vienna Insurance Group Max Drawdown (5Y): 59.94% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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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Raiffeisen Bank International AG 74.16%
Erste Group Bank AG. 64.04%
Addiko Bank AG 59.02%
Bawag Group AG 52.89%
The Marygold Companies Inc 83.67%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.586
Beta (5Y) 0.6761
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 30.68%
Historical Sharpe Ratio (5Y) 0.0797
Historical Sortino (5Y) 0.0949
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.63%