Air Liquide SA (AIQUY)
39.65
+0.08
(+0.20%)
USD |
OTCM |
May 17, 16:00
Air Liquide Max Drawdown (5Y): 31.30% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 31.30% |
March 31, 2024 | 31.30% |
February 29, 2024 | 31.30% |
January 31, 2024 | 31.30% |
December 31, 2023 | 31.30% |
November 30, 2023 | 31.30% |
October 31, 2023 | 31.30% |
September 30, 2023 | 31.30% |
August 31, 2023 | 31.30% |
July 31, 2023 | 31.30% |
June 30, 2023 | 31.30% |
May 31, 2023 | 31.30% |
April 30, 2023 | 31.30% |
March 31, 2023 | 31.30% |
February 28, 2023 | 31.30% |
January 31, 2023 | 31.30% |
December 31, 2022 | 31.30% |
November 30, 2022 | 31.30% |
October 31, 2022 | 31.30% |
September 30, 2022 | 31.30% |
August 31, 2022 | 29.06% |
July 31, 2022 | 29.06% |
June 30, 2022 | 29.06% |
May 31, 2022 | 29.06% |
April 30, 2022 | 29.06% |
Date | Value |
---|---|
March 31, 2022 | 29.06% |
February 28, 2022 | 29.06% |
January 31, 2022 | 29.06% |
December 31, 2021 | 29.06% |
November 30, 2021 | 29.06% |
October 31, 2021 | 29.06% |
September 30, 2021 | 29.06% |
August 31, 2021 | 29.06% |
July 31, 2021 | 29.06% |
June 30, 2021 | 29.06% |
May 31, 2021 | 29.06% |
April 30, 2021 | 29.06% |
March 31, 2021 | 29.06% |
February 28, 2021 | 29.06% |
January 31, 2021 | 29.06% |
December 31, 2020 | 29.06% |
November 30, 2020 | 29.06% |
October 31, 2020 | 29.06% |
September 30, 2020 | 29.06% |
August 31, 2020 | 29.06% |
July 31, 2020 | 29.06% |
June 30, 2020 | 29.06% |
May 31, 2020 | 29.06% |
April 30, 2020 | 29.06% |
March 31, 2020 | 29.06% |
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
25.45%
Minimum
May 2019
31.30%
Maximum
Sep 2022
29.20%
Average
29.06%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Constellium SE | 72.33% |
Arkema SA | 62.02% |
Robertet SA | 33.43% |
Vicat SA | -- |
Imerys | 58.74% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.215 |
Beta (5Y) | 0.9168 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.65% |
Historical Sharpe Ratio (5Y) | 0.5257 |
Historical Sortino (5Y) | 0.7539 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.78% |