Alstom SA (AOMFF)
18.13
+0.13
(+0.73%)
USD |
OTCM |
May 10, 16:00
Alstom Max Drawdown (5Y): 79.22% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 79.22% |
| March 31, 2024 | 79.22% |
| February 29, 2024 | 79.22% |
| January 31, 2024 | 79.22% |
| December 31, 2023 | 79.06% |
| November 30, 2023 | 78.79% |
| October 31, 2023 | 78.79% |
| September 30, 2023 | 72.68% |
| August 31, 2023 | 72.68% |
| July 31, 2023 | 72.68% |
| June 30, 2023 | 72.68% |
| May 31, 2023 | 72.68% |
| April 30, 2023 | 72.68% |
| March 31, 2023 | 72.68% |
| February 28, 2023 | 72.68% |
| January 31, 2023 | 72.68% |
| December 31, 2022 | 72.68% |
| November 30, 2022 | 72.68% |
| October 31, 2022 | 72.68% |
| September 30, 2022 | 70.62% |
| August 31, 2022 | 65.64% |
| July 31, 2022 | 65.64% |
| June 30, 2022 | 65.64% |
| May 31, 2022 | 65.64% |
| April 30, 2022 | 65.64% |
| Date | Value |
|---|---|
| March 31, 2022 | 65.64% |
| February 28, 2022 | 59.27% |
| January 31, 2022 | 44.99% |
| December 31, 2021 | 44.27% |
| November 30, 2021 | 41.18% |
| October 31, 2021 | 41.18% |
| September 30, 2021 | 40.04% |
| August 31, 2021 | 40.82% |
| July 31, 2021 | 41.30% |
| June 30, 2021 | 41.30% |
| May 31, 2021 | 47.17% |
| April 30, 2021 | 49.01% |
| March 31, 2021 | 51.93% |
| February 28, 2021 | 55.09% |
| January 31, 2021 | 57.53% |
| December 31, 2020 | 60.41% |
| November 30, 2020 | 63.81% |
| October 31, 2020 | 63.81% |
| September 30, 2020 | 63.81% |
| August 31, 2020 | 63.81% |
| July 31, 2020 | 63.81% |
| June 30, 2020 | 63.81% |
| May 31, 2020 | 63.81% |
| April 30, 2020 | 63.81% |
| March 31, 2020 | 63.81% |
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
40.04%
Minimum
Sep 2021
79.22%
Maximum
Jan 2024
63.63%
Average
63.81%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Veolia Environnement SA | 48.67% |
| Sodexo | 57.79% |
| Vinci SA | 47.27% |
| Safran SA | 65.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.64 |
| Beta (5Y) | 1.288 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.03% |
| Historical Sharpe Ratio (5Y) | -0.3391 |
| Historical Sortino (5Y) | -0.4654 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.55% |