Air Liquide SA (AIQUF)
201.74
+1.56
(+0.78%)
USD |
OTCM |
May 09, 16:00
Air Liquide Max Drawdown (5Y): 32.38% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 32.38% |
March 31, 2024 | 32.38% |
February 29, 2024 | 32.38% |
January 31, 2024 | 32.38% |
December 31, 2023 | 32.38% |
November 30, 2023 | 32.38% |
October 31, 2023 | 32.38% |
September 30, 2023 | 32.38% |
August 31, 2023 | 32.38% |
July 31, 2023 | 32.38% |
June 30, 2023 | 32.38% |
May 31, 2023 | 32.38% |
April 30, 2023 | 32.38% |
March 31, 2023 | 32.38% |
February 28, 2023 | 32.38% |
January 31, 2023 | 32.38% |
December 31, 2022 | 32.38% |
November 30, 2022 | 32.38% |
October 31, 2022 | 32.38% |
September 30, 2022 | 32.38% |
August 31, 2022 | 27.43% |
July 31, 2022 | 27.43% |
June 30, 2022 | 27.43% |
May 31, 2022 | 27.43% |
April 30, 2022 | 27.43% |
Date | Value |
---|---|
March 31, 2022 | 27.43% |
February 28, 2022 | 27.43% |
January 31, 2022 | 27.43% |
December 31, 2021 | 27.43% |
November 30, 2021 | 27.43% |
October 31, 2021 | 27.43% |
September 30, 2021 | 27.43% |
August 31, 2021 | 27.43% |
July 31, 2021 | 27.43% |
June 30, 2021 | 27.43% |
May 31, 2021 | 27.43% |
April 30, 2021 | 27.50% |
March 31, 2021 | 28.97% |
February 28, 2021 | 28.97% |
January 31, 2021 | 28.97% |
December 31, 2020 | 28.97% |
November 30, 2020 | 28.97% |
October 31, 2020 | 28.97% |
September 30, 2020 | 28.97% |
August 31, 2020 | 28.97% |
July 31, 2020 | 28.97% |
June 30, 2020 | 28.97% |
May 31, 2020 | 28.97% |
April 30, 2020 | 28.97% |
March 31, 2020 | 28.97% |
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
27.43%
Minimum
May 2021
32.38%
Maximum
Sep 2022
29.67%
Average
28.97%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Constellium SE | 72.33% |
Robertet SA | 33.43% |
Vicat SA | -- |
Imerys | 58.74% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.518 |
Beta (5Y) | 0.8577 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.73% |
Historical Sharpe Ratio (5Y) | 0.551 |
Historical Sortino (5Y) | 0.8567 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.15% |