Atos SE (AEXAF)
2.495
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Atos Max Drawdown (5Y): 97.93% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 97.93% |
| March 31, 2024 | 97.90% |
| February 29, 2024 | 97.31% |
| January 31, 2024 | 95.77% |
| December 31, 2023 | 94.05% |
| November 30, 2023 | 94.05% |
| October 31, 2023 | 94.05% |
| September 30, 2023 | 93.53% |
| August 31, 2023 | 93.53% |
| July 31, 2023 | 93.53% |
| June 30, 2023 | 93.53% |
| May 31, 2023 | 93.53% |
| April 30, 2023 | 93.53% |
| March 31, 2023 | 93.53% |
| February 28, 2023 | 93.53% |
| January 31, 2023 | 93.53% |
| December 31, 2022 | 93.53% |
| November 30, 2022 | 93.53% |
| October 31, 2022 | 93.53% |
| September 30, 2022 | 93.53% |
| August 31, 2022 | 90.30% |
| July 31, 2022 | 90.30% |
| June 30, 2022 | 88.40% |
| May 31, 2022 | 79.16% |
| April 30, 2022 | 79.16% |
| Date | Value |
|---|---|
| March 31, 2022 | 77.24% |
| February 28, 2022 | 71.91% |
| January 31, 2022 | 68.60% |
| December 31, 2021 | 65.07% |
| November 30, 2021 | 63.49% |
| October 31, 2021 | 58.62% |
| September 30, 2021 | 58.62% |
| August 31, 2021 | 58.62% |
| July 31, 2021 | 58.62% |
| June 30, 2021 | 56.13% |
| May 31, 2021 | 56.13% |
| April 30, 2021 | 56.13% |
| March 31, 2021 | 56.13% |
| February 28, 2021 | 56.13% |
| January 31, 2021 | 56.13% |
| December 31, 2020 | 56.13% |
| November 30, 2020 | 56.13% |
| October 31, 2020 | 56.13% |
| September 30, 2020 | 56.13% |
| August 31, 2020 | 56.13% |
| July 31, 2020 | 56.13% |
| June 30, 2020 | 56.13% |
| May 31, 2020 | 56.13% |
| April 30, 2020 | 56.13% |
| March 31, 2020 | 56.13% |
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
51.23%
Minimum
May 2019
97.93%
Maximum
Apr 2024
71.76%
Average
61.06%
Median
Max Drawdown (5Y) Benchmarks
| Sequans Communications SA | 96.23% |
| Capgemini SE | 54.44% |
| Sopra Steria Group SA | 42.86% |
| AMTD Digital Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -66.45 |
| Beta (5Y) | 1.197 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.78% |
| Historical Sharpe Ratio (5Y) | -0.8327 |
| Historical Sortino (5Y) | -1.092 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 41.78% |