Dassault Systemes SE (DASTY)
39.18
-1.05
(-2.61%)
USD |
OTCM |
Apr 30, 16:00
Dassault Systemes Max Drawdown (5Y): 49.83% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 49.83% |
| March 31, 2024 | 49.83% |
| February 29, 2024 | 49.83% |
| January 31, 2024 | 49.83% |
| December 31, 2023 | 49.83% |
| November 30, 2023 | 49.83% |
| October 31, 2023 | 49.83% |
| September 30, 2023 | 49.83% |
| August 31, 2023 | 49.83% |
| July 31, 2023 | 49.83% |
| June 30, 2023 | 49.83% |
| May 31, 2023 | 49.83% |
| April 30, 2023 | 49.83% |
| March 31, 2023 | 49.83% |
| February 28, 2023 | 49.83% |
| January 31, 2023 | 49.83% |
| December 31, 2022 | 49.83% |
| November 30, 2022 | 49.83% |
| October 31, 2022 | 48.93% |
| September 30, 2022 | 47.48% |
| August 31, 2022 | 45.02% |
| July 31, 2022 | 45.02% |
| June 30, 2022 | 45.02% |
| May 31, 2022 | 39.50% |
| April 30, 2022 | 35.03% |
| Date | Value |
|---|---|
| March 31, 2022 | 34.64% |
| February 28, 2022 | 34.64% |
| January 31, 2022 | 34.64% |
| December 31, 2021 | 34.64% |
| November 30, 2021 | 34.64% |
| October 31, 2021 | 34.64% |
| September 30, 2021 | 34.64% |
| August 31, 2021 | 34.64% |
| July 31, 2021 | 34.64% |
| June 30, 2021 | 34.64% |
| May 31, 2021 | 34.64% |
| April 30, 2021 | 34.64% |
| March 31, 2021 | 34.64% |
| February 28, 2021 | 34.64% |
| January 31, 2021 | 34.64% |
| December 31, 2020 | 34.64% |
| November 30, 2020 | 34.64% |
| October 31, 2020 | 34.64% |
| September 30, 2020 | 34.64% |
| August 31, 2020 | 34.64% |
| July 31, 2020 | 34.64% |
| June 30, 2020 | 34.64% |
| May 31, 2020 | 34.64% |
| April 30, 2020 | 34.64% |
| March 31, 2020 | 34.64% |
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
32.64%
Minimum
May 2019
49.83%
Maximum
Nov 2022
39.93%
Average
34.64%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Sequans Communications SA | 96.23% |
| Capgemini SE | 54.44% |
| Atos SE | 98.13% |
| Sopra Steria Group SA | 42.86% |
| AMTD Digital Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.707 |
| Beta (5Y) | 0.934 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.92% |
| Historical Sharpe Ratio (5Y) | 0.0903 |
| Historical Sortino (5Y) | 0.154 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.51% |