Proximus SA (BGAOY)
1.59
-0.07
(-4.22%)
USD |
OTCM |
Jun 14, 16:00
Proximus Max Drawdown (5Y): 69.60% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 69.60% |
April 30, 2024 | 69.60% |
March 31, 2024 | 69.60% |
February 29, 2024 | 69.60% |
January 31, 2024 | 69.60% |
December 31, 2023 | 69.60% |
November 30, 2023 | 69.60% |
October 31, 2023 | 69.60% |
September 30, 2023 | 69.60% |
August 31, 2023 | 69.60% |
July 31, 2023 | 67.70% |
June 30, 2023 | 67.70% |
May 31, 2023 | 66.02% |
April 30, 2023 | 66.02% |
March 31, 2023 | 66.02% |
February 28, 2023 | 66.02% |
January 31, 2023 | 66.02% |
December 31, 2022 | 66.02% |
November 30, 2022 | 66.02% |
October 31, 2022 | 66.02% |
September 30, 2022 | 62.31% |
August 31, 2022 | 51.05% |
July 31, 2022 | 49.30% |
June 30, 2022 | 46.00% |
May 31, 2022 | 45.08% |
Date | Value |
---|---|
April 30, 2022 | 45.08% |
March 31, 2022 | 45.08% |
February 28, 2022 | 45.08% |
January 31, 2022 | 45.08% |
December 31, 2021 | 45.08% |
November 30, 2021 | 45.08% |
October 31, 2021 | 45.08% |
September 30, 2021 | 45.08% |
August 31, 2021 | 45.08% |
July 31, 2021 | 45.08% |
June 30, 2021 | 45.08% |
May 31, 2021 | 45.08% |
April 30, 2021 | 45.08% |
March 31, 2021 | 45.08% |
February 28, 2021 | 45.08% |
January 31, 2021 | 45.08% |
December 31, 2020 | 45.08% |
November 30, 2020 | 45.08% |
October 31, 2020 | 45.08% |
September 30, 2020 | 45.08% |
August 31, 2020 | 45.08% |
July 31, 2020 | 45.08% |
June 30, 2020 | 45.08% |
May 31, 2020 | 45.08% |
April 30, 2020 | 45.08% |
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
38.55%
Minimum
Jun 2019
69.60%
Maximum
Aug 2023
52.21%
Average
45.08%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Orange Belgium SA | -- |
Mega Matrix Corp | 95.39% |
Kartoon Studios Inc | 98.75% |
Globalstar Inc | 90.63% |
Loop Media Inc | 98.21% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -23.59 |
Beta (5Y) | 0.4516 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.53% |
Historical Sharpe Ratio (5Y) | -0.5894 |
Historical Sortino (5Y) | -0.9374 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.76% |