Volkswagen AG (VWAGY)
9.81
-0.09
(-0.91%)
USD |
OTCM |
Nov 01, 16:00
Volkswagen Max Drawdown (5Y): 65.45% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.45% |
| September 30, 2024 | 63.98% |
| August 31, 2024 | 63.48% |
| July 31, 2024 | 63.48% |
| June 30, 2024 | 63.48% |
| May 31, 2024 | 63.48% |
| April 30, 2024 | 63.48% |
| March 31, 2024 | 63.48% |
| February 29, 2024 | 63.48% |
| January 31, 2024 | 63.48% |
| December 31, 2023 | 63.48% |
| November 30, 2023 | 63.48% |
| October 31, 2023 | 63.48% |
| September 30, 2023 | 57.99% |
| August 31, 2023 | 57.44% |
| July 31, 2023 | 57.44% |
| June 30, 2023 | 57.44% |
| May 31, 2023 | 57.44% |
| April 30, 2023 | 57.44% |
| March 31, 2023 | 57.44% |
| February 28, 2023 | 57.44% |
| January 31, 2023 | 57.44% |
| December 31, 2022 | 57.44% |
| November 30, 2022 | 57.44% |
| October 31, 2022 | 57.44% |
| Date | Value |
|---|---|
| September 30, 2022 | 55.33% |
| August 31, 2022 | 54.23% |
| July 31, 2022 | 54.23% |
| June 30, 2022 | 54.23% |
| May 31, 2022 | 54.23% |
| April 30, 2022 | 54.23% |
| March 31, 2022 | 54.23% |
| February 28, 2022 | 54.23% |
| January 31, 2022 | 54.23% |
| December 31, 2021 | 54.23% |
| November 30, 2021 | 54.23% |
| October 31, 2021 | 54.23% |
| September 30, 2021 | 54.23% |
| August 31, 2021 | 54.23% |
| July 31, 2021 | 54.23% |
| June 30, 2021 | 54.23% |
| May 31, 2021 | 54.23% |
| April 30, 2021 | 54.23% |
| March 31, 2021 | 54.23% |
| February 28, 2021 | 54.23% |
| January 31, 2021 | 54.23% |
| December 31, 2020 | 54.23% |
| November 30, 2020 | 54.23% |
| October 31, 2020 | 54.23% |
| September 30, 2020 | 54.23% |
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
54.23%
Minimum
Aug 2020
65.45%
Maximum
Oct 2024
57.21%
Average
56.08%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Bayerische Motoren Werke AG | 62.64% |
| Mercedes-Benz Group AG | 72.17% |
| Porsche Automobil Holding SE | 65.08% |
| Tesla Inc | 73.63% |
| Rivian Automotive Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.72 |
| Beta (5Y) | 1.405 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.17% |
| Historical Sharpe Ratio (5Y) | -0.2192 |
| Historical Sortino (5Y) | -0.3908 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.94% |