Alstom SA (ALSMY)
1.65
-0.01
(-0.60%)
USD |
OTCM |
May 03, 16:02
Alstom Max Drawdown (5Y): 80.97% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 80.97% |
| March 31, 2024 | 80.97% |
| February 29, 2024 | 80.97% |
| January 31, 2024 | 80.97% |
| December 31, 2023 | 80.97% |
| November 30, 2023 | 79.96% |
| October 31, 2023 | 79.96% |
| September 30, 2023 | 74.13% |
| August 31, 2023 | 74.13% |
| July 31, 2023 | 74.13% |
| June 30, 2023 | 74.13% |
| May 31, 2023 | 74.13% |
| April 30, 2023 | 74.13% |
| March 31, 2023 | 74.13% |
| February 28, 2023 | 74.13% |
| January 31, 2023 | 74.13% |
| December 31, 2022 | 74.13% |
| November 30, 2022 | 74.13% |
| October 31, 2022 | 74.13% |
| September 30, 2022 | 74.13% |
| August 31, 2022 | 68.57% |
| July 31, 2022 | 68.57% |
| June 30, 2022 | 68.57% |
| May 31, 2022 | 68.57% |
| April 30, 2022 | 68.57% |
| Date | Value |
|---|---|
| March 31, 2022 | 68.57% |
| February 28, 2022 | 59.22% |
| January 31, 2022 | 47.50% |
| December 31, 2021 | 47.33% |
| November 30, 2021 | 42.88% |
| October 31, 2021 | 42.88% |
| September 30, 2021 | 41.35% |
| August 31, 2021 | 41.78% |
| July 31, 2021 | 43.14% |
| June 30, 2021 | 43.14% |
| May 31, 2021 | 48.35% |
| April 30, 2021 | 51.52% |
| March 31, 2021 | 52.88% |
| February 28, 2021 | 55.79% |
| January 31, 2021 | 59.22% |
| December 31, 2020 | 59.91% |
| November 30, 2020 | 64.07% |
| October 31, 2020 | 64.07% |
| September 30, 2020 | 64.07% |
| August 31, 2020 | 64.07% |
| July 31, 2020 | 64.07% |
| June 30, 2020 | 64.07% |
| May 31, 2020 | 64.07% |
| April 30, 2020 | 64.07% |
| March 31, 2020 | 64.07% |
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
41.35%
Minimum
Sep 2021
80.97%
Maximum
Dec 2023
64.90%
Average
64.07%
Median
May 2019
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) | -32.75 |
| Beta (5Y) | 1.347 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.25% |
| Historical Sharpe Ratio (5Y) | -0.3753 |
| Historical Sortino (5Y) | -0.526 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.97% |