Atos SE (AEXAY)
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OTCM |
Nov 21, 16:00
Atos Max Drawdown (5Y): 99.36% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 99.36% |
| August 31, 2024 | 99.36% |
| July 31, 2024 | 99.36% |
| June 30, 2024 | 99.29% |
| May 31, 2024 | 98.13% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
99.36%
Maximum
Jul 2024
84.82%
Average
80.58%
Median
Apr 2022
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) | -78.70 |
| Beta (5Y) | 1.102 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 69.97% |
| Historical Sharpe Ratio (5Y) | -0.9096 |
| Historical Sortino (5Y) | -1.180 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 46.77% |