Vienna Insurance Group AG (VNRFY)
6.25
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Vienna Insurance Group Max Drawdown (5Y): 55.91% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 55.91% |
| March 31, 2024 | 55.91% |
| February 29, 2024 | 55.91% |
| January 31, 2024 | 55.91% |
| December 31, 2023 | 55.91% |
| November 30, 2023 | 55.91% |
| October 31, 2023 | 55.91% |
| September 30, 2023 | 55.91% |
| August 31, 2023 | 55.91% |
| July 31, 2023 | 55.91% |
| June 30, 2023 | 55.91% |
| May 31, 2023 | 55.91% |
| April 30, 2023 | 55.91% |
| March 31, 2023 | 55.91% |
| February 28, 2023 | 55.91% |
| January 31, 2023 | 55.91% |
| December 31, 2022 | 55.91% |
| November 30, 2022 | 55.91% |
| October 31, 2022 | 55.91% |
| September 30, 2022 | 55.91% |
| August 31, 2022 | 55.91% |
| July 31, 2022 | 55.91% |
| June 30, 2022 | 55.91% |
| May 31, 2022 | 55.91% |
| April 30, 2022 | 55.91% |
| Date | Value |
|---|---|
| March 31, 2022 | 55.91% |
| February 28, 2022 | 55.91% |
| January 31, 2022 | 55.91% |
| December 31, 2021 | 55.91% |
| November 30, 2021 | 55.91% |
| October 31, 2021 | 57.80% |
| September 30, 2021 | 60.21% |
| August 31, 2021 | 62.34% |
| July 31, 2021 | 63.01% |
| June 30, 2021 | 66.10% |
| May 31, 2021 | 66.10% |
| April 30, 2021 | 66.10% |
| March 31, 2021 | 66.10% |
| February 28, 2021 | 66.10% |
| January 31, 2021 | 66.10% |
| December 31, 2020 | 66.10% |
| November 30, 2020 | 66.10% |
| October 31, 2020 | 66.10% |
| September 30, 2020 | 66.10% |
| August 31, 2020 | 66.10% |
| July 31, 2020 | 66.10% |
| June 30, 2020 | 66.10% |
| May 31, 2020 | 66.10% |
| April 30, 2020 | 66.10% |
| March 31, 2020 | 66.10% |
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
55.91%
Minimum
Nov 2021
82.16%
Maximum
May 2019
60.92%
Average
56.85%
Median
Max Drawdown (5Y) Benchmarks
| Raiffeisen Bank International AG | 74.16% |
| Erste Group Bank AG. | 64.04% |
| Addiko Bank AG | -- |
| Bawag Group AG | 52.89% |
| Bar Harbor Bankshares Inc | 54.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.531 |
| Beta (5Y) | 0.6704 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.89% |
| Historical Sharpe Ratio (5Y) | 0.1923 |
| Historical Sortino (5Y) | 0.2206 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.63% |