Credit Agricole SA (CRARY)
8.257
+0.06
(+0.70%)
USD |
OTCM |
May 09, 15:04
Credit Agricole Max Drawdown (5Y): 62.80% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 62.80% |
March 31, 2024 | 62.80% |
February 29, 2024 | 62.80% |
January 31, 2024 | 62.80% |
December 31, 2023 | 62.80% |
November 30, 2023 | 62.80% |
October 31, 2023 | 62.80% |
September 30, 2023 | 62.80% |
August 31, 2023 | 62.80% |
July 31, 2023 | 62.80% |
June 30, 2023 | 62.80% |
May 31, 2023 | 62.80% |
April 30, 2023 | 62.80% |
March 31, 2023 | 62.80% |
February 28, 2023 | 62.80% |
January 31, 2023 | 62.80% |
December 31, 2022 | 62.80% |
November 30, 2022 | 62.80% |
October 31, 2022 | 62.80% |
September 30, 2022 | 62.80% |
August 31, 2022 | 62.80% |
July 31, 2022 | 62.80% |
June 30, 2022 | 62.80% |
May 31, 2022 | 62.80% |
April 30, 2022 | 62.80% |
Date | Value |
---|---|
March 31, 2022 | 62.80% |
February 28, 2022 | 62.80% |
January 31, 2022 | 62.80% |
December 31, 2021 | 62.80% |
November 30, 2021 | 62.80% |
October 31, 2021 | 62.80% |
September 30, 2021 | 62.80% |
August 31, 2021 | 62.80% |
July 31, 2021 | 62.80% |
June 30, 2021 | 62.80% |
May 31, 2021 | 62.80% |
April 30, 2021 | 62.80% |
March 31, 2021 | 62.80% |
February 28, 2021 | 62.80% |
January 31, 2021 | 62.80% |
December 31, 2020 | 62.80% |
November 30, 2020 | 62.80% |
October 31, 2020 | 62.80% |
September 30, 2020 | 62.80% |
August 31, 2020 | 62.80% |
July 31, 2020 | 62.80% |
June 30, 2020 | 62.80% |
May 31, 2020 | 62.80% |
April 30, 2020 | 62.80% |
March 31, 2020 | 62.34% |
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
47.59%
Minimum
May 2019
62.80%
Maximum
Apr 2020
60.26%
Average
62.80%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
AXA SA | 56.37% |
SCOR SE | 67.58% |
BNP Paribas | 64.87% |
Societe Generale SA | 75.43% |
Edenred SE | 35.88% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.506 |
Beta (5Y) | 1.482 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.69% |
Historical Sharpe Ratio (5Y) | 0.1722 |
Historical Sortino (5Y) | 0.2101 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.40% |