Atos SE (AEXAY)
0.43
+0.02
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USD |
OTCM |
May 02, 14:14
Atos Max Drawdown (5Y): 98.13% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 98.13% |
| March 31, 2024 | 98.13% |
| February 29, 2024 | 97.49% |
| January 31, 2024 | 95.87% |
| December 31, 2023 | 94.77% |
| November 30, 2023 | 94.77% |
| October 31, 2023 | 94.77% |
| September 30, 2023 | 94.25% |
| August 31, 2023 | 94.25% |
| July 31, 2023 | 94.25% |
| June 30, 2023 | 94.25% |
| May 31, 2023 | 94.25% |
| April 30, 2023 | 94.25% |
| March 31, 2023 | 94.25% |
| February 28, 2023 | 94.25% |
| January 31, 2023 | 94.25% |
| December 31, 2022 | 94.25% |
| November 30, 2022 | 94.25% |
| October 31, 2022 | 94.25% |
| September 30, 2022 | 94.25% |
| August 31, 2022 | 91.82% |
| July 31, 2022 | 91.53% |
| June 30, 2022 | 88.97% |
| May 31, 2022 | 80.58% |
| April 30, 2022 | 80.58% |
| Date | Value |
|---|---|
| March 31, 2022 | 78.19% |
| February 28, 2022 | 74.92% |
| January 31, 2022 | 74.92% |
| December 31, 2021 | 74.92% |
| November 30, 2021 | 74.92% |
| October 31, 2021 | 74.92% |
| September 30, 2021 | 74.92% |
| August 31, 2021 | 74.92% |
| July 31, 2021 | 74.92% |
| June 30, 2021 | 74.92% |
| May 31, 2021 | 74.92% |
| April 30, 2021 | 74.92% |
| March 31, 2021 | 74.92% |
| February 28, 2021 | 74.92% |
| January 31, 2021 | 74.92% |
| December 31, 2020 | 74.92% |
| November 30, 2020 | 74.92% |
| October 31, 2020 | 74.92% |
| September 30, 2020 | 74.92% |
| August 31, 2020 | 74.92% |
| July 31, 2020 | 74.92% |
| June 30, 2020 | 74.92% |
| May 31, 2020 | 74.92% |
| April 30, 2020 | 74.92% |
| March 31, 2020 | 74.92% |
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
74.92%
Minimum
May 2019
98.13%
Maximum
Mar 2024
82.64%
Average
74.92%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Sequans Communications SA | 96.23% |
| Capgemini SE | 54.44% |
| Sopra Steria Group SA | 42.86% |
| AMTD Digital Inc | -- |
| Alten | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -54.84 |
| Beta (5Y) | 0.7389 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.57% |
| Historical Sharpe Ratio (5Y) | -0.7332 |
| Historical Sortino (5Y) | -0.9483 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 42.27% |