Eurofins Scientific SE (ERFSF)
64.29
-0.98
(-1.50%)
USD |
OTCM |
May 16, 15:28
Eurofins Scientific Max Drawdown (5Y): 67.49% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 67.49% |
| March 31, 2024 | 67.49% |
| February 29, 2024 | 67.49% |
| January 31, 2024 | 67.49% |
| December 31, 2023 | 67.49% |
| November 30, 2023 | 67.49% |
| October 31, 2023 | 67.49% |
| September 30, 2023 | 62.71% |
| August 31, 2023 | 62.71% |
| July 31, 2023 | 62.71% |
| June 30, 2023 | 62.71% |
| May 31, 2023 | 62.71% |
| April 30, 2023 | 62.71% |
| March 31, 2023 | 62.71% |
| February 28, 2023 | 62.71% |
| January 31, 2023 | 62.71% |
| December 31, 2022 | 62.71% |
| November 30, 2022 | 62.71% |
| October 31, 2022 | 62.71% |
| September 30, 2022 | 62.71% |
| August 31, 2022 | 53.53% |
| July 31, 2022 | 49.32% |
| June 30, 2022 | 49.32% |
| May 31, 2022 | 49.32% |
| April 30, 2022 | 49.32% |
| Date | Value |
|---|---|
| March 31, 2022 | 49.32% |
| February 28, 2022 | 49.32% |
| January 31, 2022 | 49.32% |
| December 31, 2021 | 49.32% |
| November 30, 2021 | 49.32% |
| October 31, 2021 | 49.32% |
| September 30, 2021 | 49.32% |
| August 31, 2021 | 49.32% |
| July 31, 2021 | 49.32% |
| June 30, 2021 | 49.32% |
| May 31, 2021 | 49.32% |
| April 30, 2021 | 49.32% |
| March 31, 2021 | 49.32% |
| February 28, 2021 | 49.32% |
| January 31, 2021 | 49.32% |
| December 31, 2020 | 49.32% |
| November 30, 2020 | 49.32% |
| October 31, 2020 | 49.32% |
| September 30, 2020 | 49.32% |
| August 31, 2020 | 49.32% |
| July 31, 2020 | 49.32% |
| June 30, 2020 | 49.32% |
| May 31, 2020 | 49.32% |
| April 30, 2020 | 49.32% |
| March 31, 2020 | 49.32% |
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
49.32%
Minimum
May 2019
67.49%
Maximum
Oct 2023
54.41%
Average
49.32%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Procaps Group SA | -- |
| Alvotech | -- |
| Moolec Science SA | -- |
| Auna SA | -- |
| Grifols SA | 77.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.370 |
| Beta (5Y) | 0.7213 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.09% |
| Historical Sharpe Ratio (5Y) | 0.1663 |
| Historical Sortino (5Y) | 0.3153 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.02% |