Atos SE (AEXAY)
0.3888
-0.07
(-15.48%)
USD |
OTCM |
May 20, 16:00
Atos Max Drawdown (5Y): 98.13% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 98.13% |
March 31, 2024 | 98.13% |
February 29, 2024 | 97.49% |
January 31, 2024 | 95.87% |
December 31, 2023 | 94.77% |
November 30, 2023 | 94.77% |
October 31, 2023 | 94.77% |
September 30, 2023 | 94.25% |
August 31, 2023 | 94.25% |
July 31, 2023 | 94.25% |
June 30, 2023 | 94.25% |
May 31, 2023 | 94.25% |
April 30, 2023 | 94.25% |
March 31, 2023 | 94.25% |
February 28, 2023 | 94.25% |
January 31, 2023 | 94.25% |
December 31, 2022 | 94.25% |
November 30, 2022 | 94.25% |
October 31, 2022 | 94.25% |
September 30, 2022 | 94.25% |
August 31, 2022 | 91.82% |
July 31, 2022 | 91.53% |
June 30, 2022 | 88.97% |
May 31, 2022 | 80.58% |
April 30, 2022 | 80.58% |
Date | Value |
---|---|
March 31, 2022 | 78.19% |
February 28, 2022 | 74.92% |
January 31, 2022 | 74.92% |
December 31, 2021 | 74.92% |
November 30, 2021 | 74.92% |
October 31, 2021 | 74.92% |
September 30, 2021 | 74.92% |
August 31, 2021 | 74.92% |
July 31, 2021 | 74.92% |
June 30, 2021 | 74.92% |
May 31, 2021 | 74.92% |
April 30, 2021 | 74.92% |
March 31, 2021 | 74.92% |
February 28, 2021 | 74.92% |
January 31, 2021 | 74.92% |
December 31, 2020 | 74.92% |
November 30, 2020 | 74.92% |
October 31, 2020 | 74.92% |
September 30, 2020 | 74.92% |
August 31, 2020 | 74.92% |
July 31, 2020 | 74.92% |
June 30, 2020 | 74.92% |
May 31, 2020 | 74.92% |
April 30, 2020 | 74.92% |
March 31, 2020 | 74.92% |
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
74.92%
Minimum
May 2019
98.13%
Maximum
Mar 2024
82.64%
Average
74.92%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Sequans Communications SA | 96.23% |
Capgemini SE | 54.44% |
Sopra Steria Group SA | 42.86% |
AMTD Digital Inc | -- |
Alten | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -54.84 |
Beta (5Y) | 0.7389 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.57% |
Historical Sharpe Ratio (5Y) | -0.7332 |
Historical Sortino (5Y) | -0.9483 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 42.27% |