B&M European Value Retail SA (BMRPF)
5.116
+0.17
(+3.40%)
USD |
OTCM |
Nov 05, 15:54
B&M European Value Retail Max Drawdown (5Y): 62.82% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 62.82% |
| August 31, 2024 | 62.82% |
| July 31, 2024 | 62.82% |
| June 30, 2024 | 62.82% |
| May 31, 2024 | 62.82% |
| April 30, 2024 | 62.82% |
| March 31, 2024 | 62.82% |
| February 29, 2024 | 62.82% |
| January 31, 2024 | 62.82% |
| December 31, 2023 | 62.82% |
| November 30, 2023 | 62.82% |
| October 31, 2023 | 62.82% |
| September 30, 2023 | 62.82% |
| August 31, 2023 | 62.82% |
| July 31, 2023 | 62.82% |
| June 30, 2023 | 62.82% |
| May 31, 2023 | 62.82% |
| April 30, 2023 | 62.82% |
| March 31, 2023 | 62.82% |
| February 28, 2023 | 62.82% |
| January 31, 2023 | 62.82% |
| December 31, 2022 | 62.82% |
| November 30, 2022 | 62.82% |
| October 31, 2022 | 62.82% |
| September 30, 2022 | 62.82% |
| Date | Value |
|---|---|
| August 31, 2022 | 52.42% |
| July 31, 2022 | 52.42% |
| June 30, 2022 | 52.42% |
| May 31, 2022 | 46.37% |
| April 30, 2022 | 46.37% |
| March 31, 2022 | 46.37% |
| February 28, 2022 | 46.37% |
| January 31, 2022 | 46.37% |
| December 31, 2021 | 46.37% |
| November 30, 2021 | 46.37% |
| October 31, 2021 | 46.37% |
| September 30, 2021 | 46.37% |
| August 31, 2021 | 46.37% |
| July 31, 2021 | 46.37% |
| June 30, 2021 | 46.37% |
| May 31, 2021 | 46.37% |
| April 30, 2021 | 46.37% |
| March 31, 2021 | 46.37% |
| February 28, 2021 | 46.37% |
| January 31, 2021 | 46.37% |
| December 31, 2020 | 46.37% |
| November 30, 2020 | 46.37% |
| October 31, 2020 | 46.37% |
| September 30, 2020 | 46.37% |
| August 31, 2020 | 46.37% |
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
41.37%
Minimum
Nov 2019
62.82%
Maximum
Sep 2022
53.31%
Average
46.37%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Adecoagro SA | 73.17% |
| Acme United Corp | 52.48% |
| Better Choice Co Inc | 99.85% |
| Splash Beverage Group Inc | 98.90% |
| Fresh Vine Wine Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.944 |
| Beta (5Y) | 1.272 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.07% |
| Historical Sharpe Ratio (5Y) | 0.2244 |
| Historical Sortino (5Y) | 0.3815 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.26% |