Volkswagen AG (VWAGY)
14.47
-0.08
(-0.55%)
USD |
OTCM |
May 10, 16:11
Volkswagen Max Drawdown (5Y): 66.84% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 66.84% |
| March 31, 2024 | 66.84% |
| February 29, 2024 | 66.84% |
| January 31, 2024 | 66.84% |
| December 31, 2023 | 66.84% |
| November 30, 2023 | 66.84% |
| October 31, 2023 | 66.84% |
| September 30, 2023 | 61.85% |
| August 31, 2023 | 61.35% |
| July 31, 2023 | 61.35% |
| June 30, 2023 | 61.35% |
| May 31, 2023 | 61.35% |
| April 30, 2023 | 61.35% |
| March 31, 2023 | 61.35% |
| February 28, 2023 | 61.35% |
| January 31, 2023 | 61.35% |
| December 31, 2022 | 61.35% |
| November 30, 2022 | 61.35% |
| October 31, 2022 | 61.35% |
| September 30, 2022 | 59.44% |
| August 31, 2022 | 56.88% |
| July 31, 2022 | 56.88% |
| June 30, 2022 | 54.51% |
| May 31, 2022 | 54.23% |
| April 30, 2022 | 54.23% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 54.23% |
| July 31, 2020 | 55.53% |
| June 30, 2020 | 56.08% |
| May 31, 2020 | 56.08% |
| April 30, 2020 | 56.08% |
| March 31, 2020 | 56.08% |
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
66.84%
Maximum
Oct 2023
57.76%
Average
56.08%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Toyota Motor Corp | 36.79% |
| Porsche Automobil Holding SE | 65.08% |
| Mercedes-Benz Group AG | 93.04% |
| Dr. Ing. h.c. F. Porsche AG | -- |
| General Motors Co | 59.94% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.66 |
| Beta (5Y) | 1.426 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.68% |
| Historical Sharpe Ratio (5Y) | -0.0194 |
| Historical Sortino (5Y) | -0.0343 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.61% |