Vonovia SE (VONOY)
15.05
-0.07
(-0.46%)
USD |
OTCM |
May 09, 15:59
Vonovia Max Drawdown (5Y): 74.94% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 74.94% |
| March 31, 2024 | 74.94% |
| February 29, 2024 | 74.94% |
| January 31, 2024 | 74.94% |
| December 31, 2023 | 74.94% |
| November 30, 2023 | 74.94% |
| October 31, 2023 | 74.94% |
| September 30, 2023 | 74.94% |
| August 31, 2023 | 74.94% |
| July 31, 2023 | 74.94% |
| June 30, 2023 | 74.94% |
| May 31, 2023 | 74.94% |
| April 30, 2023 | 74.94% |
| March 31, 2023 | 74.94% |
| February 28, 2023 | 72.38% |
| January 31, 2023 | 72.38% |
| December 31, 2022 | 72.38% |
| November 30, 2022 | 72.38% |
| October 31, 2022 | 72.38% |
| September 30, 2022 | 70.09% |
| August 31, 2022 | 60.89% |
| July 31, 2022 | 58.57% |
| June 30, 2022 | 54.25% |
| May 31, 2022 | 48.68% |
| April 30, 2022 | 42.95% |
| Date | Value |
|---|---|
| March 31, 2022 | 33.71% |
| February 28, 2022 | 28.42% |
| January 31, 2022 | 26.50% |
| December 31, 2021 | 26.50% |
| November 30, 2021 | 26.50% |
| October 31, 2021 | 26.50% |
| September 30, 2021 | 26.50% |
| August 31, 2021 | 26.50% |
| July 31, 2021 | 26.50% |
| June 30, 2021 | 26.50% |
| May 31, 2021 | 26.50% |
| April 30, 2021 | 26.50% |
| March 31, 2021 | 26.50% |
| February 28, 2021 | 26.50% |
| January 31, 2021 | 26.50% |
| December 31, 2020 | 26.50% |
| November 30, 2020 | 26.50% |
| October 31, 2020 | 26.50% |
| September 30, 2020 | 26.50% |
| August 31, 2020 | 26.50% |
| July 31, 2020 | 26.50% |
| June 30, 2020 | 26.50% |
| May 31, 2020 | 26.50% |
| April 30, 2020 | 26.50% |
| March 31, 2020 | 26.50% |
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
15.16%
Minimum
May 2019
74.94%
Maximum
Mar 2023
42.83%
Average
26.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| 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) | -19.16 |
| Beta (5Y) | 1.027 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.62% |
| Historical Sharpe Ratio (5Y) | -0.2107 |
| Historical Sortino (5Y) | -0.3251 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.17% |