Capgemini SE (CGEMY)
45.49
+0.39
(+0.86%)
USD |
OTCM |
May 21, 10:41
Capgemini Max Drawdown (5Y): 54.44% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 54.44% |
March 31, 2024 | 54.44% |
February 29, 2024 | 54.44% |
January 31, 2024 | 54.44% |
December 31, 2023 | 54.44% |
November 30, 2023 | 54.44% |
October 31, 2023 | 54.44% |
September 30, 2023 | 54.44% |
August 31, 2023 | 54.44% |
July 31, 2023 | 54.44% |
June 30, 2023 | 54.44% |
May 31, 2023 | 54.44% |
April 30, 2023 | 54.44% |
March 31, 2023 | 54.44% |
February 28, 2023 | 54.44% |
January 31, 2023 | 54.44% |
December 31, 2022 | 54.44% |
November 30, 2022 | 54.44% |
October 31, 2022 | 54.44% |
September 30, 2022 | 54.44% |
August 31, 2022 | 54.44% |
July 31, 2022 | 54.44% |
June 30, 2022 | 54.44% |
May 31, 2022 | 54.44% |
April 30, 2022 | 54.44% |
Date | Value |
---|---|
March 31, 2022 | 54.44% |
February 28, 2022 | 54.44% |
January 31, 2022 | 54.44% |
December 31, 2021 | 54.44% |
November 30, 2021 | 54.44% |
October 31, 2021 | 54.44% |
September 30, 2021 | 54.44% |
August 31, 2021 | 54.44% |
July 31, 2021 | 54.44% |
June 30, 2021 | 54.44% |
May 31, 2021 | 54.44% |
April 30, 2021 | 54.44% |
March 31, 2021 | 54.44% |
February 28, 2021 | 54.44% |
January 31, 2021 | 54.44% |
December 31, 2020 | 54.44% |
November 30, 2020 | 54.44% |
October 31, 2020 | 54.44% |
September 30, 2020 | 54.44% |
August 31, 2020 | 54.44% |
July 31, 2020 | 54.44% |
June 30, 2020 | 54.44% |
May 31, 2020 | 54.44% |
April 30, 2020 | 54.44% |
March 31, 2020 | 54.44% |
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
34.45%
Minimum
May 2019
54.44%
Maximum
Mar 2020
51.11%
Average
54.44%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Sequans Communications SA | 96.23% |
Atos SE | 98.13% |
Sopra Steria Group SA | 42.86% |
AMTD Digital Inc | -- |
Alten | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.593 |
Beta (5Y) | 1.425 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.65% |
Historical Sharpe Ratio (5Y) | 0.3354 |
Historical Sortino (5Y) | 0.4672 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.65% |