Societe Generale SA (SCGLY)
5.50
+0.03
(+0.55%)
USD |
OTCM |
Apr 26, 16:00
Societe Generale Max Drawdown (5Y): 75.43% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 75.43% |
| February 29, 2024 | 75.43% |
| January 31, 2024 | 75.43% |
| December 31, 2023 | 75.43% |
| November 30, 2023 | 75.43% |
| October 31, 2023 | 75.43% |
| September 30, 2023 | 75.43% |
| August 31, 2023 | 75.43% |
| July 31, 2023 | 75.43% |
| June 30, 2023 | 75.43% |
| May 31, 2023 | 75.43% |
| April 30, 2023 | 75.43% |
| March 31, 2023 | 75.43% |
| February 28, 2023 | 75.43% |
| January 31, 2023 | 75.43% |
| December 31, 2022 | 75.43% |
| November 30, 2022 | 75.43% |
| October 31, 2022 | 75.43% |
| September 30, 2022 | 75.43% |
| August 31, 2022 | 75.43% |
| July 31, 2022 | 75.43% |
| June 30, 2022 | 75.43% |
| May 31, 2022 | 75.43% |
| April 30, 2022 | 75.43% |
| March 31, 2022 | 75.43% |
| Date | Value |
|---|---|
| February 28, 2022 | 75.43% |
| January 31, 2022 | 75.43% |
| December 31, 2021 | 75.43% |
| November 30, 2021 | 75.43% |
| October 31, 2021 | 75.43% |
| September 30, 2021 | 75.43% |
| August 31, 2021 | 75.43% |
| July 31, 2021 | 75.43% |
| June 30, 2021 | 75.43% |
| May 31, 2021 | 75.43% |
| April 30, 2021 | 75.43% |
| March 31, 2021 | 75.43% |
| February 28, 2021 | 75.43% |
| January 31, 2021 | 75.43% |
| December 31, 2020 | 75.43% |
| November 30, 2020 | 75.43% |
| October 31, 2020 | 75.43% |
| September 30, 2020 | 75.43% |
| August 31, 2020 | 75.43% |
| July 31, 2020 | 75.43% |
| June 30, 2020 | 75.43% |
| May 31, 2020 | 75.43% |
| April 30, 2020 | 73.56% |
| March 31, 2020 | 72.11% |
| February 29, 2020 | 54.90% |
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
52.97%
Minimum
Apr 2019
75.43%
Maximum
May 2020
71.52%
Average
75.43%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| BNP Paribas | 64.87% |
| AXA SA | 56.37% |
| SCOR SE | 67.58% |
| Credit Agricole SA | 62.80% |
| Edenred SE | 35.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.15 |
| Beta (5Y) | 1.461 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.18% |
| Historical Sharpe Ratio (5Y) | 0.0415 |
| Historical Sortino (5Y) | 0.052 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.14% |