Valeo SA (VLEEY)
6.48
+0.07
(+1.09%)
USD |
OTCM |
May 02, 15:59
Valeo Max Drawdown (5Y): 84.14% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 84.14% |
March 31, 2024 | 84.14% |
February 29, 2024 | 84.14% |
January 31, 2024 | 84.14% |
December 31, 2023 | 84.14% |
November 30, 2023 | 84.14% |
October 31, 2023 | 84.14% |
September 30, 2023 | 84.14% |
August 31, 2023 | 84.14% |
July 31, 2023 | 84.14% |
June 30, 2023 | 84.14% |
May 31, 2023 | 84.14% |
April 30, 2023 | 84.14% |
March 31, 2023 | 84.14% |
February 28, 2023 | 84.14% |
January 31, 2023 | 84.14% |
December 31, 2022 | 84.14% |
November 30, 2022 | 84.14% |
October 31, 2022 | 84.14% |
September 30, 2022 | 84.14% |
August 31, 2022 | 84.14% |
July 31, 2022 | 84.14% |
June 30, 2022 | 84.14% |
May 31, 2022 | 84.14% |
April 30, 2022 | 84.14% |
Date | Value |
---|---|
March 31, 2022 | 84.14% |
February 28, 2022 | 84.14% |
January 31, 2022 | 84.14% |
December 31, 2021 | 84.14% |
November 30, 2021 | 84.14% |
October 31, 2021 | 84.14% |
September 30, 2021 | 84.14% |
August 31, 2021 | 84.14% |
July 31, 2021 | 84.14% |
June 30, 2021 | 84.14% |
May 31, 2021 | 84.14% |
April 30, 2021 | 84.14% |
March 31, 2021 | 84.14% |
February 28, 2021 | 84.14% |
January 31, 2021 | 84.14% |
December 31, 2020 | 84.14% |
November 30, 2020 | 84.14% |
October 31, 2020 | 84.14% |
September 30, 2020 | 84.14% |
August 31, 2020 | 84.14% |
July 31, 2020 | 84.14% |
June 30, 2020 | 84.14% |
May 31, 2020 | 84.14% |
April 30, 2020 | 84.14% |
March 31, 2020 | 84.14% |
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
66.02%
Minimum
May 2019
84.14%
Maximum
Mar 2020
81.14%
Average
84.14%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Forvia SE | 88.05% |
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) | -39.89 |
Beta (5Y) | 1.865 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.45% |
Historical Sharpe Ratio (5Y) | -0.3943 |
Historical Sortino (5Y) | -0.5527 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.74% |