Air France-KLM (AFLYY)
1.101
-0.02
(-1.67%)
USD |
OTCM |
May 03, 16:00
Air France-KLM Max Drawdown (5Y): 84.67% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 84.67% |
March 31, 2024 | 84.67% |
February 29, 2024 | 84.67% |
January 31, 2024 | 84.67% |
December 31, 2023 | 84.67% |
November 30, 2023 | 84.67% |
October 31, 2023 | 84.67% |
September 30, 2023 | 84.67% |
August 31, 2023 | 84.67% |
July 31, 2023 | 84.67% |
June 30, 2023 | 84.67% |
May 31, 2023 | 84.67% |
April 30, 2023 | 84.67% |
March 31, 2023 | 84.67% |
February 28, 2023 | 84.67% |
January 31, 2023 | 84.67% |
December 31, 2022 | 84.67% |
November 30, 2022 | 84.67% |
October 31, 2022 | 84.67% |
September 30, 2022 | 84.67% |
August 31, 2022 | 84.67% |
July 31, 2022 | 84.67% |
June 30, 2022 | 84.15% |
May 31, 2022 | 81.15% |
April 30, 2022 | 81.15% |
Date | Value |
---|---|
March 31, 2022 | 81.15% |
February 28, 2022 | 81.15% |
January 31, 2022 | 81.15% |
December 31, 2021 | 81.15% |
November 30, 2021 | 81.15% |
October 31, 2021 | 81.15% |
September 30, 2021 | 81.15% |
August 31, 2021 | 81.15% |
July 31, 2021 | 81.15% |
June 30, 2021 | 81.15% |
May 31, 2021 | 81.15% |
April 30, 2021 | 81.15% |
March 31, 2021 | 81.15% |
February 28, 2021 | 81.15% |
January 31, 2021 | 81.15% |
December 31, 2020 | 81.15% |
November 30, 2020 | 81.15% |
October 31, 2020 | 81.15% |
September 30, 2020 | 80.21% |
August 31, 2020 | 76.89% |
July 31, 2020 | 76.48% |
June 30, 2020 | 76.48% |
May 31, 2020 | 76.48% |
April 30, 2020 | 73.81% |
March 31, 2020 | 73.81% |
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
67.95%
Minimum
May 2019
84.67%
Maximum
Jul 2022
79.73%
Average
81.15%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Veolia Environnement SA | 48.67% |
Sodexo | 57.79% |
Vinci SA | 47.27% |
Safran SA | 65.58% |
Schneider Electric SE | 45.09% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -45.59 |
Beta (5Y) | 1.495 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.26% |
Historical Sharpe Ratio (5Y) | -0.5644 |
Historical Sortino (5Y) | -0.9824 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.13% |