Vonovia SE (VONOY)
11.43
+0.03
(+0.26%)
USD |
OTCM |
Jun 10, 16:00
Vonovia Max Drawdown (5Y) : 76.61% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 76.61% |
| April 30, 2026 | 76.61% |
| March 31, 2026 | 76.61% |
| February 28, 2026 | 76.61% |
| January 31, 2026 | 76.61% |
| December 31, 2025 | 76.61% |
| November 30, 2025 | 76.61% |
| October 31, 2025 | 76.61% |
| September 30, 2025 | 76.61% |
| August 31, 2025 | 76.61% |
| July 31, 2025 | 76.61% |
| June 30, 2025 | 76.61% |
| May 31, 2025 | 76.61% |
| April 30, 2025 | 76.61% |
| March 31, 2025 | 76.61% |
| February 28, 2025 | 76.61% |
| January 31, 2025 | 76.61% |
| December 31, 2024 | 76.61% |
| November 30, 2024 | 76.61% |
| October 31, 2024 | 76.61% |
| September 30, 2024 | 76.61% |
| August 31, 2024 | 76.61% |
| July 31, 2024 | 76.61% |
| June 30, 2024 | 76.61% |
| May 31, 2024 | 76.61% |
| Date | Value |
|---|---|
| April 30, 2024 | 76.61% |
| March 31, 2024 | 76.61% |
| February 29, 2024 | 76.61% |
| January 31, 2024 | 76.61% |
| December 31, 2023 | 76.61% |
| November 30, 2023 | 76.61% |
| October 31, 2023 | 76.61% |
| September 30, 2023 | 76.61% |
| August 31, 2023 | 76.61% |
| July 31, 2023 | 76.61% |
| June 30, 2023 | 76.61% |
| May 31, 2023 | 76.61% |
| April 30, 2023 | 76.61% |
| March 31, 2023 | 76.61% |
| February 28, 2023 | 74.22% |
| January 31, 2023 | 74.22% |
| December 31, 2022 | 74.22% |
| November 30, 2022 | 74.22% |
| October 31, 2022 | 74.22% |
| September 30, 2022 | 72.08% |
| August 31, 2022 | 63.50% |
| July 31, 2022 | 61.33% |
| June 30, 2022 | 57.30% |
| May 31, 2022 | 52.11% |
| April 30, 2022 | 46.75% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Deutsche Wohnen SE | 79.54% |
| Branicks Group AG | 94.24% |
| Comstock Holding Cos., Inc. | 58.11% |
| eXp World Holdings, Inc. | 90.70% |
| LEG Immobilien SE | 66.16% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.07 |
| Beta (5Y) | 1.247 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.71% |
| Historical Sharpe Ratio (5Y) | -0.446 |
| Historical Sortino (5Y) | -0.7274 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.78% |