Arkema SA (ARKAF)
102.34
0.00 (0.00%)
USD |
OTCM |
May 06, 16:00
Arkema Max Drawdown (5Y): 56.24% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 56.24% |
March 31, 2024 | 56.24% |
February 29, 2024 | 56.24% |
January 31, 2024 | 56.24% |
December 31, 2023 | 56.24% |
November 30, 2023 | 56.24% |
October 31, 2023 | 56.24% |
September 30, 2023 | 56.24% |
August 31, 2023 | 56.24% |
July 31, 2023 | 56.24% |
June 30, 2023 | 56.24% |
May 31, 2023 | 56.24% |
April 30, 2023 | 56.24% |
March 31, 2023 | 56.24% |
February 28, 2023 | 56.24% |
January 31, 2023 | 56.24% |
December 31, 2022 | 56.24% |
November 30, 2022 | 56.24% |
October 31, 2022 | 56.24% |
September 30, 2022 | 56.24% |
August 31, 2022 | 56.24% |
July 31, 2022 | 56.24% |
June 30, 2022 | 56.24% |
May 31, 2022 | 56.24% |
April 30, 2022 | 56.24% |
Date | Value |
---|---|
March 31, 2022 | 56.24% |
February 28, 2022 | 56.24% |
January 31, 2022 | 56.24% |
December 31, 2021 | 56.24% |
November 30, 2021 | 56.24% |
October 31, 2021 | 56.24% |
September 30, 2021 | 56.24% |
August 31, 2021 | 56.24% |
July 31, 2021 | 56.24% |
June 30, 2021 | 56.24% |
May 31, 2021 | 56.24% |
April 30, 2021 | 56.24% |
March 31, 2021 | 56.24% |
February 28, 2021 | 56.24% |
January 31, 2021 | 56.24% |
December 31, 2020 | 56.24% |
November 30, 2020 | 56.24% |
October 31, 2020 | 56.24% |
September 30, 2020 | 56.24% |
August 31, 2020 | 56.24% |
July 31, 2020 | 56.24% |
June 30, 2020 | 56.24% |
May 31, 2020 | 56.24% |
April 30, 2020 | 56.24% |
March 31, 2020 | 56.24% |
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
46.73%
Minimum
May 2019
56.24%
Maximum
Mar 2020
54.66%
Average
56.24%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Constellium SE | 72.33% |
Robertet SA | 33.43% |
Vicat SA | -- |
Imerys | 58.74% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.228 |
Beta (5Y) | 0.6858 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.54% |
Historical Sharpe Ratio (5Y) | -0.0192 |
Historical Sortino (5Y) | -0.0245 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.71% |