ABC arbitrage SA (ABCCF)
4.24
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
ABC arbitrage Max Drawdown (5Y): 49.19% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 49.19% |
March 31, 2024 | 49.19% |
February 29, 2024 | 0.00% |
January 31, 2024 | 0.00% |
December 31, 2023 | 0.00% |
November 30, 2023 | 0.00% |
October 31, 2023 | 0.00% |
September 30, 2023 | 0.00% |
August 31, 2023 | 0.00% |
July 31, 2023 | 0.00% |
June 30, 2023 | 0.00% |
May 31, 2023 | 0.00% |
April 30, 2023 | 0.00% |
March 31, 2023 | 0.00% |
February 28, 2023 | 0.00% |
January 31, 2023 | 0.00% |
December 31, 2022 | 0.00% |
November 30, 2022 | 0.00% |
October 31, 2022 | 0.00% |
September 30, 2022 | 0.00% |
August 31, 2022 | 0.00% |
July 31, 2022 | 0.00% |
June 30, 2022 | 0.00% |
May 31, 2022 | 0.00% |
April 30, 2022 | 0.00% |
Date | Value |
---|---|
March 31, 2022 | 0.00% |
February 28, 2022 | 0.00% |
January 31, 2022 | 0.00% |
December 31, 2021 | 0.00% |
November 30, 2021 | 0.00% |
October 31, 2021 | 0.00% |
September 30, 2021 | 0.00% |
August 31, 2021 | 0.00% |
July 31, 2021 | 0.00% |
June 30, 2021 | 0.00% |
May 31, 2021 | 0.00% |
April 30, 2021 | 0.00% |
March 31, 2021 | 0.00% |
February 28, 2021 | 0.00% |
January 31, 2021 | 0.00% |
December 31, 2020 | 0.00% |
November 30, 2020 | 0.00% |
October 31, 2020 | 0.00% |
September 30, 2020 | 0.00% |
August 31, 2020 | 0.00% |
July 31, 2020 | 0.00% |
June 30, 2020 | 2.88% |
May 31, 2020 | 2.88% |
April 30, 2020 | 2.88% |
March 31, 2020 | 2.88% |
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
--
Minimum
Jul 2020
49.19%
Maximum
Mar 2024
2.31%
Average
--
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
AXA SA | 56.37% |
SCOR SE | 67.58% |
BNP Paribas | 64.87% |
Credit Agricole SA | 62.80% |
Societe Generale SA | 75.43% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.93 |
Beta (5Y) | -0.0707 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.22% |
Historical Sharpe Ratio (5Y) | -0.5274 |
Historical Sortino (5Y) | -0.4868 |