Air Liquide SA (AIQUF)
168.64
-2.01
(-1.18%)
USD |
OTCM |
Nov 15, 16:00
Air Liquide Max Drawdown (5Y): 32.49% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 32.49% |
| August 31, 2024 | 32.49% |
| July 31, 2024 | 32.49% |
| June 30, 2024 | 32.49% |
| May 31, 2024 | 32.49% |
| April 30, 2024 | 32.49% |
| March 31, 2024 | 32.49% |
| February 29, 2024 | 32.49% |
| January 31, 2024 | 32.49% |
| December 31, 2023 | 32.49% |
| November 30, 2023 | 32.49% |
| October 31, 2023 | 32.49% |
| September 30, 2023 | 32.49% |
| August 31, 2023 | 32.49% |
| July 31, 2023 | 32.49% |
| June 30, 2023 | 32.49% |
| May 31, 2023 | 32.49% |
| April 30, 2023 | 32.49% |
| March 31, 2023 | 32.49% |
| February 28, 2023 | 32.49% |
| January 31, 2023 | 32.49% |
| December 31, 2022 | 32.49% |
| November 30, 2022 | 32.49% |
| October 31, 2022 | 32.49% |
| September 30, 2022 | 32.49% |
| Date | Value |
|---|---|
| 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% |
| 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 | 27.68% |
| March 31, 2021 | 29.15% |
| February 28, 2021 | 29.15% |
| January 31, 2021 | 29.15% |
| December 31, 2020 | 29.15% |
| November 30, 2020 | 29.15% |
| October 31, 2020 | 29.15% |
| September 30, 2020 | 29.15% |
| August 31, 2020 | 29.15% |
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
32.49%
Maximum
Sep 2022
30.07%
Average
29.15%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Constellium SE | 72.33% |
| Arkema SA | 62.02% |
| Robertet SA | 33.43% |
| Vicat SA | -- |
| Imerys | 58.74% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.2364 |
| Beta (5Y) | 0.8818 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.72% |
| Historical Sharpe Ratio (5Y) | 0.518 |
| Historical Sortino (5Y) | 0.8119 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.33% |