BNP Paribas (BNPQF)
73.20
+1.08
(+1.50%)
USD |
OTCM |
May 03, 16:00
BNP Paribas Max Drawdown (5Y): 64.43% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 64.43% |
March 31, 2024 | 64.43% |
February 29, 2024 | 64.43% |
January 31, 2024 | 64.43% |
December 31, 2023 | 64.43% |
November 30, 2023 | 64.43% |
October 31, 2023 | 64.43% |
September 30, 2023 | 64.43% |
August 31, 2023 | 64.43% |
July 31, 2023 | 64.43% |
June 30, 2023 | 64.43% |
May 31, 2023 | 64.43% |
April 30, 2023 | 64.43% |
March 31, 2023 | 64.43% |
February 28, 2023 | 64.43% |
January 31, 2023 | 64.43% |
December 31, 2022 | 64.43% |
November 30, 2022 | 64.43% |
October 31, 2022 | 64.43% |
September 30, 2022 | 64.43% |
August 31, 2022 | 64.43% |
July 31, 2022 | 64.43% |
June 30, 2022 | 64.43% |
May 31, 2022 | 64.43% |
April 30, 2022 | 64.43% |
Date | Value |
---|---|
March 31, 2022 | 64.43% |
February 28, 2022 | 64.43% |
January 31, 2022 | 64.43% |
December 31, 2021 | 64.43% |
November 30, 2021 | 64.43% |
October 31, 2021 | 64.43% |
September 30, 2021 | 64.43% |
August 31, 2021 | 64.43% |
July 31, 2021 | 64.43% |
June 30, 2021 | 64.43% |
May 31, 2021 | 64.43% |
April 30, 2021 | 64.43% |
March 31, 2021 | 64.43% |
February 28, 2021 | 64.43% |
January 31, 2021 | 64.43% |
December 31, 2020 | 64.43% |
November 30, 2020 | 64.43% |
October 31, 2020 | 64.43% |
September 30, 2020 | 64.43% |
August 31, 2020 | 64.43% |
July 31, 2020 | 64.43% |
June 30, 2020 | 64.43% |
May 31, 2020 | 64.43% |
April 30, 2020 | 64.43% |
March 31, 2020 | 63.43% |
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
47.72%
Minimum
May 2019
64.43%
Maximum
Apr 2020
61.63%
Average
64.43%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Societe Generale SA | 75.43% |
AXA SA | 56.37% |
SCOR SE | 67.58% |
Credit Agricole SA | 62.80% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.417 |
Beta (5Y) | 1.274 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.44% |
Historical Sharpe Ratio (5Y) | 0.2305 |
Historical Sortino (5Y) | 0.3097 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.32% |