SCOR SE (SCRYY)
3.39
+0.11
(+3.32%)
USD |
OTCM |
May 08, 16:00
SCOR Max Drawdown (5Y): 67.58% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 67.58% |
| March 31, 2024 | 67.58% |
| February 29, 2024 | 67.58% |
| January 31, 2024 | 67.58% |
| December 31, 2023 | 67.58% |
| November 30, 2023 | 67.58% |
| October 31, 2023 | 67.58% |
| September 30, 2023 | 67.58% |
| August 31, 2023 | 67.58% |
| July 31, 2023 | 67.58% |
| June 30, 2023 | 67.58% |
| May 31, 2023 | 67.58% |
| April 30, 2023 | 67.58% |
| March 31, 2023 | 67.58% |
| February 28, 2023 | 67.58% |
| January 31, 2023 | 67.58% |
| December 31, 2022 | 67.58% |
| November 30, 2022 | 67.58% |
| October 31, 2022 | 67.58% |
| September 30, 2022 | 67.58% |
| August 31, 2022 | 61.93% |
| July 31, 2022 | 61.76% |
| June 30, 2022 | 61.76% |
| May 31, 2022 | 61.76% |
| April 30, 2022 | 61.76% |
| Date | Value |
|---|---|
| March 31, 2022 | 61.76% |
| February 28, 2022 | 61.76% |
| January 31, 2022 | 61.76% |
| December 31, 2021 | 61.76% |
| November 30, 2021 | 61.76% |
| October 31, 2021 | 61.76% |
| September 30, 2021 | 61.76% |
| August 31, 2021 | 61.76% |
| July 31, 2021 | 61.76% |
| June 30, 2021 | 61.76% |
| May 31, 2021 | 61.76% |
| April 30, 2021 | 61.76% |
| March 31, 2021 | 61.76% |
| February 28, 2021 | 61.76% |
| January 31, 2021 | 61.76% |
| December 31, 2020 | 61.76% |
| November 30, 2020 | 61.76% |
| October 31, 2020 | 61.76% |
| September 30, 2020 | 61.76% |
| August 31, 2020 | 61.76% |
| July 31, 2020 | 61.76% |
| June 30, 2020 | 61.76% |
| May 31, 2020 | 61.76% |
| April 30, 2020 | 61.76% |
| March 31, 2020 | 61.76% |
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
27.47%
Minimum
May 2019
67.58%
Maximum
Sep 2022
57.99%
Average
61.76%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| AXA SA | 56.37% |
| BNP Paribas | 64.87% |
| Credit Agricole SA | 62.80% |
| Societe Generale SA | 75.43% |
| Edenred SE | 35.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.80 |
| Beta (5Y) | 1.249 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.33% |
| Historical Sharpe Ratio (5Y) | -0.0715 |
| Historical Sortino (5Y) | -0.0968 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.91% |