Vonovia SE (VONOY)

15.39 +0.14 (+0.92%) USD  |  OTCM  |  Dec 24, 12:49
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Vonovia Max Drawdown (5Y): 74.94% 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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LEG Immobilien SE 66.16%
Deutsche Wohnen SE 74.55%
Branicks Group AG --
Vantage Towers AG --
VIB Vermoegen AG --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -21.59
Beta (5Y) 1.116
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 38.42%
Historical Sharpe Ratio (5Y) -0.1738
Historical Sortino (5Y) -0.2905
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.17%