Bic (BICEY)
35.91
+0.51
(+1.44%)
USD |
OTCM |
May 17, 16:00
Bic Max Drawdown (5Y): 64.23% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 64.23% |
March 31, 2024 | 64.23% |
February 29, 2024 | 64.23% |
January 31, 2024 | 64.23% |
December 31, 2023 | 64.23% |
November 30, 2023 | 64.23% |
October 31, 2023 | 64.23% |
September 30, 2023 | 64.23% |
August 31, 2023 | 64.23% |
July 31, 2023 | 64.23% |
June 30, 2023 | 64.23% |
May 31, 2023 | 64.23% |
April 30, 2023 | 64.23% |
March 31, 2023 | 64.23% |
February 28, 2023 | 64.23% |
January 31, 2023 | 64.23% |
December 31, 2022 | 64.23% |
November 30, 2022 | 64.23% |
October 31, 2022 | 64.23% |
September 30, 2022 | 64.23% |
August 31, 2022 | 64.23% |
July 31, 2022 | 64.23% |
June 30, 2022 | 64.23% |
May 31, 2022 | 64.23% |
April 30, 2022 | 64.23% |
Date | Value |
---|---|
March 31, 2022 | 64.23% |
February 28, 2022 | 64.23% |
January 31, 2022 | 64.23% |
December 31, 2021 | 64.23% |
November 30, 2021 | 64.23% |
October 31, 2021 | 64.23% |
September 30, 2021 | 64.23% |
August 31, 2021 | 64.23% |
July 31, 2021 | 64.23% |
June 30, 2021 | 64.23% |
May 31, 2021 | 64.23% |
April 30, 2021 | 64.23% |
March 31, 2021 | 64.23% |
February 28, 2021 | 64.23% |
January 31, 2021 | 64.23% |
December 31, 2020 | 64.23% |
November 30, 2020 | 64.23% |
October 31, 2020 | 64.23% |
September 30, 2020 | 64.23% |
August 31, 2020 | 64.23% |
July 31, 2020 | 64.23% |
June 30, 2020 | 64.23% |
May 31, 2020 | 64.23% |
April 30, 2020 | 63.93% |
March 31, 2020 | 63.93% |
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
40.82%
Minimum
May 2019
64.23%
Maximum
May 2020
61.76%
Average
64.23%
Median
May 2020
Max Drawdown (5Y) Benchmarks
L'Oreal SA | 39.10% |
Pernod Ricard SA | 36.12% |
Remy Cointreau | 60.28% |
Marie Brizard Wine and Spirits SA | 96.04% |
Laurent-Perrier | 28.46% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.723 |
Beta (5Y) | 0.3598 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.61% |
Historical Sharpe Ratio (5Y) | -0.0579 |
Historical Sortino (5Y) | -0.1067 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.91% |