Alstom SA (ALSMY)
1.71
-0.01
(-0.58%)
USD |
OTCM |
Oct 09, 16:00
Alstom Max Drawdown (5Y) : 80.97% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 80.97% |
| August 31, 2026 | 80.97% |
| July 31, 2026 | 80.97% |
| June 30, 2026 | 80.97% |
| May 31, 2026 | 80.97% |
| April 30, 2026 | 80.97% |
| March 31, 2026 | 80.97% |
| February 28, 2026 | 80.97% |
| January 31, 2026 | 80.97% |
| December 31, 2025 | 80.97% |
| November 30, 2025 | 80.97% |
| October 31, 2025 | 80.97% |
| September 30, 2025 | 80.97% |
| August 31, 2025 | 80.97% |
| July 31, 2025 | 80.97% |
| June 30, 2025 | 80.97% |
| May 31, 2025 | 80.97% |
| April 30, 2025 | 80.97% |
| March 31, 2025 | 80.97% |
| February 28, 2025 | 80.97% |
| January 31, 2025 | 80.97% |
| December 31, 2024 | 80.97% |
| November 30, 2024 | 80.97% |
| October 31, 2024 | 80.97% |
| September 30, 2024 | 80.97% |
| Date | Value |
|---|---|
| August 31, 2024 | 80.97% |
| July 31, 2024 | 80.97% |
| June 30, 2024 | 80.97% |
| May 31, 2024 | 80.97% |
| April 30, 2024 | 80.97% |
| March 31, 2024 | 80.97% |
| February 29, 2024 | 80.97% |
| January 31, 2024 | 80.97% |
| December 31, 2023 | 80.97% |
| November 30, 2023 | 79.96% |
| October 31, 2023 | 79.96% |
| September 30, 2023 | 74.13% |
| August 31, 2023 | 74.13% |
| July 31, 2023 | 74.13% |
| June 30, 2023 | 74.13% |
| May 31, 2023 | 74.13% |
| April 30, 2023 | 74.13% |
| March 31, 2023 | 74.13% |
| February 28, 2023 | 74.13% |
| January 31, 2023 | 74.13% |
| December 31, 2022 | 74.13% |
| November 30, 2022 | 74.13% |
| October 31, 2022 | 74.13% |
| September 30, 2022 | 74.13% |
| August 31, 2022 | 68.57% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Greenbrier Cos., Inc. | 57.07% |
| FreightCar America, Inc. | 86.17% |
| Westinghouse Air Brake Technologies Corp. | 27.94% |
| Zhuzhou CRRC Times Electric Co., Ltd. | 34.06% |
| Nippon Sharyo, Ltd. | 21.93% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -28.92 |
| Beta (5Y) | 1.027 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.31% |
| Historical Sharpe Ratio (5Y) | -0.3706 |
| Historical Sortino (5Y) | -0.5194 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.29% |