Criteo SA (CRTO)
37.77
+0.62
(+1.67%)
USD |
NASDAQ |
May 03, 16:00
37.78
+0.02
(+0.04%)
After-Hours: 20:00
Criteo Max Drawdown (5Y): 88.75% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 88.75% |
March 31, 2024 | 88.75% |
February 29, 2024 | 88.75% |
January 31, 2024 | 88.75% |
December 31, 2023 | 88.75% |
November 30, 2023 | 88.75% |
October 31, 2023 | 88.75% |
September 30, 2023 | 88.75% |
August 31, 2023 | 88.75% |
July 31, 2023 | 88.75% |
June 30, 2023 | 88.75% |
May 31, 2023 | 88.75% |
April 30, 2023 | 88.75% |
March 31, 2023 | 88.75% |
February 28, 2023 | 88.75% |
January 31, 2023 | 88.75% |
December 31, 2022 | 88.75% |
November 30, 2022 | 88.75% |
October 31, 2022 | 88.75% |
September 30, 2022 | 88.75% |
August 31, 2022 | 88.75% |
July 31, 2022 | 88.75% |
June 30, 2022 | 88.75% |
May 31, 2022 | 88.75% |
April 30, 2022 | 88.75% |
Date | Value |
---|---|
March 31, 2022 | 88.75% |
February 28, 2022 | 88.75% |
January 31, 2022 | 88.75% |
December 31, 2021 | 88.75% |
November 30, 2021 | 88.75% |
October 31, 2021 | 88.75% |
September 30, 2021 | 88.75% |
August 31, 2021 | 88.75% |
July 31, 2021 | 88.75% |
June 30, 2021 | 88.75% |
May 31, 2021 | 88.75% |
April 30, 2021 | 88.75% |
March 31, 2021 | 88.75% |
February 28, 2021 | 88.75% |
January 31, 2021 | 88.75% |
December 31, 2020 | 88.75% |
November 30, 2020 | 88.75% |
October 31, 2020 | 88.75% |
September 30, 2020 | 88.75% |
August 31, 2020 | 88.75% |
July 31, 2020 | 88.75% |
June 30, 2020 | 88.75% |
May 31, 2020 | 88.75% |
April 30, 2020 | 88.75% |
March 31, 2020 | 88.75% |
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
67.92%
Minimum
May 2019
88.75%
Maximum
Mar 2020
85.91%
Average
88.75%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Orange SA | 38.92% |
Publicis Groupe SA | 67.58% |
JCDecaux SE | 73.23% |
Television Francaise 1 SA | 68.91% |
Metropole Television SA | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.4741 |
Beta (5Y) | 0.946 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.74% |
Historical Sharpe Ratio (5Y) | 0.1909 |
Historical Sortino (5Y) | 0.3613 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.80% |