Bic (BICEY)
32.97
-0.22
(-0.66%)
USD |
OTCM |
Nov 21, 16:00
Bic Max Drawdown (5Y): 64.23% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 64.23% |
| September 30, 2024 | 64.23% |
| August 31, 2024 | 64.23% |
| July 31, 2024 | 64.23% |
| June 30, 2024 | 64.23% |
| May 31, 2024 | 64.23% |
| April 30, 2024 | 64.23% |
| March 31, 2024 | 64.23% |
| February 29, 2024 | 64.23% |
| January 31, 2024 | 64.23% |
| December 31, 2023 | 64.23% |
| November 30, 2023 | 64.23% |
| October 31, 2023 | 64.23% |
| September 30, 2023 | 64.23% |
| August 31, 2023 | 64.23% |
| July 31, 2023 | 64.23% |
| June 30, 2023 | 64.23% |
| May 31, 2023 | 64.23% |
| April 30, 2023 | 64.23% |
| March 31, 2023 | 64.23% |
| February 28, 2023 | 64.23% |
| January 31, 2023 | 64.23% |
| December 31, 2022 | 64.23% |
| November 30, 2022 | 64.23% |
| October 31, 2022 | 64.23% |
| Date | Value |
|---|---|
| September 30, 2022 | 64.23% |
| August 31, 2022 | 64.23% |
| July 31, 2022 | 64.23% |
| June 30, 2022 | 64.23% |
| May 31, 2022 | 64.23% |
| April 30, 2022 | 64.23% |
| March 31, 2022 | 64.23% |
| February 28, 2022 | 64.23% |
| January 31, 2022 | 64.23% |
| December 31, 2021 | 64.23% |
| November 30, 2021 | 64.23% |
| October 31, 2021 | 64.23% |
| September 30, 2021 | 64.23% |
| August 31, 2021 | 64.23% |
| July 31, 2021 | 64.23% |
| June 30, 2021 | 64.23% |
| May 31, 2021 | 64.23% |
| April 30, 2021 | 64.23% |
| March 31, 2021 | 64.23% |
| February 28, 2021 | 64.23% |
| January 31, 2021 | 64.23% |
| December 31, 2020 | 64.23% |
| November 30, 2020 | 64.23% |
| October 31, 2020 | 64.23% |
| September 30, 2020 | 64.23% |
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
51.58%
Minimum
Nov 2019
64.23%
Maximum
May 2020
63.41%
Average
64.23%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Danone SA | 43.42% |
| L'Oreal SA | 39.10% |
| Pernod Ricard SA | -- |
| Remy Cointreau | 73.08% |
| Laurent-Perrier | 29.30% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.090 |
| Beta (5Y) | 0.3365 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.74% |
| Historical Sharpe Ratio (5Y) | 0.1094 |
| Historical Sortino (5Y) | 0.2043 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.81% |