Vestas Wind Systems A/S (VWSYF)
26.24
+0.41
(+1.59%)
USD |
OTCM |
May 03, 16:00
Vestas Wind Systems Max Drawdown (5Y): 66.78% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 66.78% |
| March 31, 2024 | 66.78% |
| February 29, 2024 | 66.78% |
| January 31, 2024 | 66.78% |
| December 31, 2023 | 66.78% |
| November 30, 2023 | 66.78% |
| October 31, 2023 | 66.78% |
| September 30, 2023 | 66.78% |
| August 31, 2023 | 66.78% |
| July 31, 2023 | 66.78% |
| June 30, 2023 | 66.78% |
| May 31, 2023 | 66.78% |
| April 30, 2023 | 66.78% |
| March 31, 2023 | 66.78% |
| February 28, 2023 | 66.78% |
| January 31, 2023 | 66.78% |
| December 31, 2022 | 66.78% |
| November 30, 2022 | 66.78% |
| October 31, 2022 | 66.78% |
| September 30, 2022 | 65.11% |
| August 31, 2022 | 60.01% |
| July 31, 2022 | 60.01% |
| June 30, 2022 | 60.01% |
| May 31, 2022 | 60.01% |
| April 30, 2022 | 52.55% |
| Date | Value |
|---|---|
| March 31, 2022 | 52.55% |
| February 28, 2022 | 52.55% |
| January 31, 2022 | 50.86% |
| December 31, 2021 | 44.77% |
| November 30, 2021 | 41.69% |
| October 31, 2021 | 41.69% |
| September 30, 2021 | 41.69% |
| August 31, 2021 | 41.69% |
| July 31, 2021 | 41.69% |
| June 30, 2021 | 41.69% |
| May 31, 2021 | 41.69% |
| April 30, 2021 | 41.69% |
| March 31, 2021 | 41.69% |
| February 28, 2021 | 41.69% |
| January 31, 2021 | 41.69% |
| December 31, 2020 | 41.69% |
| November 30, 2020 | 41.69% |
| October 31, 2020 | 41.69% |
| September 30, 2020 | 41.69% |
| August 31, 2020 | 41.69% |
| July 31, 2020 | 41.69% |
| June 30, 2020 | 41.69% |
| May 31, 2020 | 41.69% |
| April 30, 2020 | 41.69% |
| March 31, 2020 | 41.69% |
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
41.69%
Minimum
Nov 2019
66.78%
Maximum
Oct 2022
52.88%
Average
51.71%
Median
Max Drawdown (5Y) Benchmarks
| LiqTech International Inc | 97.32% |
| Sustainable Projects Group Inc | 99.76% |
| DSV AS | 57.44% |
| Cadeler AS | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.015 |
| Beta (5Y) | 1.327 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.91% |
| Historical Sharpe Ratio (5Y) | 0.1542 |
| Historical Sortino (5Y) | 0.2803 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.75% |