Renault SA (RNSDF)
49.85
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Renault Max Drawdown (5Y): 87.89% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 87.89% |
March 31, 2024 | 87.89% |
February 29, 2024 | 87.89% |
January 31, 2024 | 87.89% |
December 31, 2023 | 87.89% |
November 30, 2023 | 87.89% |
October 31, 2023 | 87.89% |
September 30, 2023 | 87.89% |
August 31, 2023 | 87.89% |
July 31, 2023 | 87.89% |
June 30, 2023 | 87.89% |
May 31, 2023 | 87.89% |
April 30, 2023 | 87.89% |
March 31, 2023 | 87.89% |
February 28, 2023 | 87.89% |
January 31, 2023 | 87.89% |
December 31, 2022 | 87.89% |
November 30, 2022 | 87.89% |
October 31, 2022 | 87.89% |
September 30, 2022 | 87.89% |
August 31, 2022 | 87.89% |
July 31, 2022 | 87.89% |
June 30, 2022 | 87.89% |
May 31, 2022 | 87.89% |
April 30, 2022 | 87.89% |
Date | Value |
---|---|
March 31, 2022 | 87.89% |
February 28, 2022 | 87.89% |
January 31, 2022 | 87.89% |
December 31, 2021 | 87.89% |
November 30, 2021 | 87.89% |
October 31, 2021 | 87.89% |
September 30, 2021 | 87.89% |
August 31, 2021 | 87.89% |
July 31, 2021 | 87.89% |
June 30, 2021 | 87.89% |
May 31, 2021 | 87.89% |
April 30, 2021 | 87.89% |
March 31, 2021 | 87.89% |
February 28, 2021 | 87.89% |
January 31, 2021 | 87.89% |
December 31, 2020 | 87.89% |
November 30, 2020 | 87.89% |
October 31, 2020 | 87.89% |
September 30, 2020 | 87.89% |
August 31, 2020 | 87.89% |
July 31, 2020 | 87.89% |
June 30, 2020 | 87.89% |
May 31, 2020 | 87.89% |
April 30, 2020 | 87.89% |
March 31, 2020 | 87.89% |
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
51.26%
Minimum
May 2019
87.89%
Maximum
Mar 2020
82.73%
Average
87.89%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Hermes International SA | 45.60% |
Lvmh Moet Hennessy Louis Vuitton SE | 35.68% |
Valeo SA | 84.14% |
Michelin | 49.86% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.72 |
Beta (5Y) | 0.9206 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.90% |
Historical Sharpe Ratio (5Y) | -0.1221 |
Historical Sortino (5Y) | -0.184 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.59% |