Wienerberger AG (WBRBY)
7.54
-0.13
(-1.66%)
USD |
OTCM |
Jun 14, 16:00
Wienerberger Max Drawdown (5Y): 73.02% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 73.02% |
April 30, 2024 | 73.02% |
March 31, 2024 | 73.02% |
February 29, 2024 | 73.02% |
January 31, 2024 | 73.02% |
December 31, 2023 | 73.02% |
November 30, 2023 | 73.02% |
October 31, 2023 | 73.02% |
September 30, 2023 | 73.02% |
August 31, 2023 | 73.02% |
July 31, 2023 | 73.02% |
June 30, 2023 | 73.02% |
May 31, 2023 | 73.02% |
April 30, 2023 | 73.02% |
March 31, 2023 | 73.02% |
February 28, 2023 | 73.02% |
January 31, 2023 | 73.02% |
December 31, 2022 | 73.02% |
November 30, 2022 | 73.02% |
October 31, 2022 | 73.02% |
September 30, 2022 | 73.02% |
August 31, 2022 | 73.02% |
July 31, 2022 | 73.02% |
June 30, 2022 | 73.02% |
May 31, 2022 | 73.02% |
Date | Value |
---|---|
April 30, 2022 | 73.02% |
March 31, 2022 | 73.02% |
February 28, 2022 | 73.02% |
January 31, 2022 | 73.02% |
December 31, 2021 | 73.02% |
November 30, 2021 | 73.02% |
October 31, 2021 | 73.02% |
September 30, 2021 | 73.02% |
August 31, 2021 | 73.02% |
July 31, 2021 | 73.02% |
June 30, 2021 | 73.02% |
May 31, 2021 | 73.02% |
April 30, 2021 | 73.02% |
March 31, 2021 | 73.02% |
February 28, 2021 | 73.02% |
January 31, 2021 | 73.02% |
December 31, 2020 | 73.02% |
November 30, 2020 | 73.02% |
October 31, 2020 | 73.02% |
September 30, 2020 | 73.02% |
August 31, 2020 | 73.02% |
July 31, 2020 | 73.02% |
June 30, 2020 | 73.02% |
May 31, 2020 | 73.02% |
April 30, 2020 | 73.02% |
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
46.99%
Minimum
Jun 2019
73.02%
Maximum
Mar 2020
69.70%
Average
73.02%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
voestalpine AG | 77.34% |
Lenzing AG | 78.52% |
Core Molding Technologies Inc | 96.20% |
Flexible Solutions International Inc | 75.75% |
IT Tech Packaging Inc | 98.54% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.210 |
Beta (5Y) | 1.654 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.75% |
Historical Sharpe Ratio (5Y) | 0.3304 |
Historical Sortino (5Y) | 0.3909 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.32% |