Volkswagen AG (VWAGY)

9.41 +0.26 (+2.84%) USD  |  OTCM  |  Dec 20, 16:00
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Volkswagen Max Drawdown (5Y): 69.88% 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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Median

Max Drawdown (5Y) Benchmarks

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Bayerische Motoren Werke AG 62.64%
Porsche Automobil Holding SE 66.44%
Mercedes-Benz Group AG 72.17%
General Motors Co 59.94%
Rivian Automotive Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -29.13
Beta (5Y) 1.359
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 39.61%
Historical Sharpe Ratio (5Y) -0.2772
Historical Sortino (5Y) -0.5004
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.19%