Accor SA (ACCYY)
8.99
-0.05
(-0.55%)
USD |
OTCM |
Nov 21, 16:00
Accor Max Drawdown (5Y): 65.02% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 65.02% |
September 30, 2024 | 65.02% |
August 31, 2024 | 65.02% |
July 31, 2024 | 65.02% |
June 30, 2024 | 65.02% |
May 31, 2024 | 65.02% |
April 30, 2024 | 65.02% |
March 31, 2024 | 65.02% |
February 29, 2024 | 65.02% |
January 31, 2024 | 65.02% |
December 31, 2023 | 65.02% |
November 30, 2023 | 65.02% |
October 31, 2023 | 65.02% |
September 30, 2023 | 65.02% |
August 31, 2023 | 65.02% |
July 31, 2023 | 65.02% |
June 30, 2023 | 65.02% |
May 31, 2023 | 65.02% |
April 30, 2023 | 65.02% |
March 31, 2023 | 65.02% |
February 28, 2023 | 65.02% |
January 31, 2023 | 65.02% |
December 31, 2022 | 65.02% |
November 30, 2022 | 65.02% |
October 31, 2022 | 65.02% |
Date | Value |
---|---|
September 30, 2022 | 65.02% |
August 31, 2022 | 61.08% |
July 31, 2022 | 61.08% |
June 30, 2022 | 61.08% |
May 31, 2022 | 61.08% |
April 30, 2022 | 61.08% |
March 31, 2022 | 61.08% |
February 28, 2022 | 61.08% |
January 31, 2022 | 61.08% |
December 31, 2021 | 61.08% |
November 30, 2021 | 61.08% |
October 31, 2021 | 61.08% |
September 30, 2021 | 61.08% |
August 31, 2021 | 61.08% |
July 31, 2021 | 61.08% |
June 30, 2021 | 61.08% |
May 31, 2021 | 61.08% |
April 30, 2021 | 61.08% |
March 31, 2021 | 61.08% |
February 28, 2021 | 61.08% |
January 31, 2021 | 61.08% |
December 31, 2020 | 61.08% |
November 30, 2020 | 61.08% |
October 31, 2020 | 61.08% |
September 30, 2020 | 61.08% |
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
40.25%
Minimum
Nov 2019
65.02%
Maximum
Sep 2022
61.39%
Average
61.08%
Median
May 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% |
Kering SA | 71.84% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.96 |
Beta (5Y) | 1.244 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.20% |
Historical Sharpe Ratio (5Y) | 0.0023 |
Historical Sortino (5Y) | 0.0037 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.69% |