Robertet SA (RBTEF)
900.00
0.00 (0.00%)
USD |
OTCM |
May 16, 16:00
Robertet Max Drawdown (5Y): 33.43% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 33.43% |
March 31, 2024 | 33.43% |
February 29, 2024 | 33.43% |
January 31, 2024 | 33.43% |
December 31, 2023 | 33.43% |
November 30, 2023 | 33.43% |
October 31, 2023 | 33.43% |
September 30, 2023 | 33.43% |
August 31, 2023 | 33.43% |
July 31, 2023 | 33.43% |
June 30, 2023 | 33.43% |
May 31, 2023 | 33.43% |
April 30, 2023 | 33.43% |
March 31, 2023 | 33.43% |
February 28, 2023 | 33.43% |
January 31, 2023 | 33.43% |
December 31, 2022 | 33.43% |
November 30, 2022 | 33.43% |
October 31, 2022 | 31.43% |
September 30, 2022 | 31.43% |
August 31, 2022 | 31.43% |
July 31, 2022 | 31.43% |
June 30, 2022 | 31.43% |
May 31, 2022 | 31.43% |
April 30, 2022 | 31.43% |
Date | Value |
---|---|
March 31, 2022 | 31.43% |
February 28, 2022 | 22.62% |
January 31, 2022 | 19.31% |
December 31, 2021 | 11.22% |
November 30, 2021 | 11.22% |
October 31, 2021 | 11.22% |
September 30, 2021 | 11.22% |
August 31, 2021 | 11.22% |
July 31, 2021 | 11.22% |
June 30, 2021 | 11.22% |
May 31, 2021 | 11.22% |
April 30, 2021 | 11.22% |
March 31, 2021 | 11.22% |
February 28, 2021 | 10.99% |
January 31, 2021 | 10.99% |
December 31, 2020 | 10.99% |
November 30, 2020 | 9.97% |
October 31, 2020 | 9.97% |
September 30, 2020 | 9.97% |
August 31, 2020 | 9.97% |
July 31, 2020 | 9.97% |
June 30, 2020 | 9.97% |
May 31, 2020 | 9.97% |
April 30, 2020 | 9.97% |
March 31, 2020 | 9.97% |
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
0.62%
Minimum
May 2019
33.43%
Maximum
Nov 2022
19.15%
Average
11.22%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
Constellium SE | 72.33% |
Arkema SA | 62.02% |
Air Liquide SA | 31.30% |
Vicat SA | -- |
Imerys | 58.74% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 6.474 |
Beta (5Y) | -0.0828 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.82% |
Historical Sharpe Ratio (5Y) | 0.1926 |
Historical Sortino (5Y) | 0.4192 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.97% |