Casino Guichard-Perrachon SA (CGUSY)
0.001
0.00 (0.00%)
USD |
OTCM |
May 02, 16:00
Casino Guichard-Perrachon Max Drawdown (5Y): 99.99% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.99% |
March 31, 2024 | 99.27% |
February 29, 2024 | 99.01% |
January 31, 2024 | 99.01% |
December 31, 2023 | 98.90% |
November 30, 2023 | 98.87% |
October 31, 2023 | 98.09% |
September 30, 2023 | 97.21% |
August 31, 2023 | 95.32% |
July 31, 2023 | 95.29% |
June 30, 2023 | 91.24% |
May 31, 2023 | 89.50% |
April 30, 2023 | 88.72% |
March 31, 2023 | 87.67% |
February 28, 2023 | 87.34% |
January 31, 2023 | 87.34% |
December 31, 2022 | 87.34% |
November 30, 2022 | 87.34% |
October 31, 2022 | 87.34% |
September 30, 2022 | 82.97% |
August 31, 2022 | 79.96% |
July 31, 2022 | 79.13% |
June 30, 2022 | 77.51% |
May 31, 2022 | 71.10% |
April 30, 2022 | 70.92% |
Date | Value |
---|---|
March 31, 2022 | 70.92% |
February 28, 2022 | 70.67% |
January 31, 2022 | 70.67% |
December 31, 2021 | 70.67% |
November 30, 2021 | 70.67% |
October 31, 2021 | 70.67% |
September 30, 2021 | 70.67% |
August 31, 2021 | 70.67% |
July 31, 2021 | 70.67% |
June 30, 2021 | 70.67% |
May 31, 2021 | 70.67% |
April 30, 2021 | 70.67% |
March 31, 2021 | 70.67% |
February 28, 2021 | 70.67% |
January 31, 2021 | 70.67% |
December 31, 2020 | 70.67% |
November 30, 2020 | 70.67% |
October 31, 2020 | 70.67% |
September 30, 2020 | 70.67% |
August 31, 2020 | 70.67% |
July 31, 2020 | 70.67% |
June 30, 2020 | 70.67% |
May 31, 2020 | 70.67% |
April 30, 2020 | 70.67% |
March 31, 2020 | 70.67% |
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
70.67%
Minimum
May 2019
99.99%
Maximum
Apr 2024
78.50%
Average
70.67%
Median
May 2019
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) | -92.69 |
Beta (5Y) | 0.651 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.01% |
Historical Sharpe Ratio (5Y) | -1.275 |
Historical Sortino (5Y) | -1.484 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.79% |