Ageas SA/ NV (AGESY)
46.28
+0.32
(+0.70%)
USD |
OTCM |
May 03, 16:00
Ageas SA/ Max Drawdown (5Y): 55.34% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 55.34% |
March 31, 2024 | 55.34% |
February 29, 2024 | 55.34% |
January 31, 2024 | 55.34% |
December 31, 2023 | 55.34% |
November 30, 2023 | 55.34% |
October 31, 2023 | 55.34% |
September 30, 2023 | 55.34% |
August 31, 2023 | 55.34% |
July 31, 2023 | 55.34% |
June 30, 2023 | 55.34% |
May 31, 2023 | 55.34% |
April 30, 2023 | 55.34% |
March 31, 2023 | 55.34% |
February 28, 2023 | 55.34% |
January 31, 2023 | 55.34% |
December 31, 2022 | 55.34% |
November 30, 2022 | 55.34% |
October 31, 2022 | 55.34% |
September 30, 2022 | 55.34% |
August 31, 2022 | 55.34% |
July 31, 2022 | 55.34% |
June 30, 2022 | 55.34% |
May 31, 2022 | 55.34% |
April 30, 2022 | 55.34% |
Date | Value |
---|---|
March 31, 2022 | 55.34% |
February 28, 2022 | 55.34% |
January 31, 2022 | 55.34% |
December 31, 2021 | 55.34% |
November 30, 2021 | 55.34% |
October 31, 2021 | 55.34% |
September 30, 2021 | 55.34% |
August 31, 2021 | 55.34% |
July 31, 2021 | 55.34% |
June 30, 2021 | 55.34% |
May 31, 2021 | 55.34% |
April 30, 2021 | 55.34% |
March 31, 2021 | 55.34% |
February 28, 2021 | 55.34% |
January 31, 2021 | 55.34% |
December 31, 2020 | 55.34% |
November 30, 2020 | 55.34% |
October 31, 2020 | 55.34% |
September 30, 2020 | 55.34% |
August 31, 2020 | 55.34% |
July 31, 2020 | 55.34% |
June 30, 2020 | 55.34% |
May 31, 2020 | 55.34% |
April 30, 2020 | 55.34% |
March 31, 2020 | 55.34% |
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
28.83%
Minimum
Aug 2019
55.34%
Maximum
Mar 2020
50.96%
Average
55.34%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
KBC Groupe NV | 53.85% |
Dexia SA | 86.57% |
Groupe Bruxelles Lambert SA | 70.16% |
Sofina SA | 63.11% |
Bar Harbor Bankshares Inc | 54.34% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.329 |
Beta (5Y) | 0.699 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.74% |
Historical Sharpe Ratio (5Y) | 0.0827 |
Historical Sortino (5Y) | 0.1108 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.01% |