Forvia SE (FURCF)
16.40
+0.40
(+2.50%)
USD |
OTCM |
May 17, 13:29
Forvia Max Drawdown (5Y): 88.05% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 88.05% |
| March 31, 2024 | 88.05% |
| February 29, 2024 | 88.05% |
| January 31, 2024 | 88.05% |
| December 31, 2023 | 88.05% |
| November 30, 2023 | 88.05% |
| October 31, 2023 | 88.05% |
| September 30, 2023 | 88.05% |
| August 31, 2023 | 88.05% |
| July 31, 2023 | 88.05% |
| June 30, 2023 | 88.05% |
| May 31, 2023 | 88.05% |
| April 30, 2023 | 88.05% |
| March 31, 2023 | 88.05% |
| February 28, 2023 | 88.05% |
| January 31, 2023 | 88.05% |
| December 31, 2022 | 88.05% |
| November 30, 2022 | 88.05% |
| October 31, 2022 | 88.05% |
| September 30, 2022 | 88.05% |
| August 31, 2022 | 83.51% |
| July 31, 2022 | 81.42% |
| June 30, 2022 | 75.89% |
| May 31, 2022 | 74.92% |
| April 30, 2022 | 73.72% |
| Date | Value |
|---|---|
| March 31, 2022 | 70.13% |
| February 28, 2022 | 69.32% |
| January 31, 2022 | 69.32% |
| December 31, 2021 | 69.32% |
| November 30, 2021 | 69.32% |
| October 31, 2021 | 69.32% |
| September 30, 2021 | 69.32% |
| August 31, 2021 | 69.32% |
| July 31, 2021 | 69.32% |
| June 30, 2021 | 69.32% |
| May 31, 2021 | 69.32% |
| April 30, 2021 | 69.32% |
| March 31, 2021 | 69.32% |
| February 28, 2021 | 69.32% |
| January 31, 2021 | 69.32% |
| December 31, 2020 | 69.32% |
| November 30, 2020 | 69.32% |
| October 31, 2020 | 69.32% |
| September 30, 2020 | 69.32% |
| August 31, 2020 | 69.32% |
| July 31, 2020 | 69.32% |
| June 30, 2020 | 69.32% |
| May 31, 2020 | 69.32% |
| April 30, 2020 | 69.32% |
| March 31, 2020 | 65.44% |
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
50.59%
Minimum
May 2019
88.05%
Maximum
Sep 2022
73.41%
Average
69.32%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Valeo SA | 84.14% |
| Hermes International SA | 45.60% |
| Lvmh Moet Hennessy Louis Vuitton SE | 35.68% |
| Michelin | 49.86% |
| Kering SA | 61.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -36.87 |
| Beta (5Y) | 1.396 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.88% |
| Historical Sharpe Ratio (5Y) | -0.3883 |
| Historical Sortino (5Y) | -0.5986 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.49% |