BNP Paribas (BNPQY)
29.79
-0.82
(-2.68%)
USD |
OTCM |
Nov 22, 16:00
BNP Paribas Max Drawdown (5Y): 64.87% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 64.87% |
September 30, 2024 | 64.87% |
August 31, 2024 | 64.87% |
July 31, 2024 | 64.87% |
June 30, 2024 | 64.87% |
May 31, 2024 | 64.87% |
April 30, 2024 | 64.87% |
March 31, 2024 | 64.87% |
February 29, 2024 | 64.87% |
January 31, 2024 | 64.87% |
December 31, 2023 | 64.87% |
November 30, 2023 | 64.87% |
October 31, 2023 | 64.87% |
September 30, 2023 | 64.87% |
August 31, 2023 | 64.87% |
July 31, 2023 | 64.87% |
June 30, 2023 | 64.87% |
May 31, 2023 | 64.87% |
April 30, 2023 | 64.87% |
March 31, 2023 | 64.87% |
February 28, 2023 | 64.87% |
January 31, 2023 | 64.87% |
December 31, 2022 | 64.87% |
November 30, 2022 | 64.87% |
October 31, 2022 | 64.87% |
Date | Value |
---|---|
September 30, 2022 | 64.87% |
August 31, 2022 | 64.87% |
July 31, 2022 | 64.87% |
June 30, 2022 | 64.87% |
May 31, 2022 | 64.87% |
April 30, 2022 | 64.87% |
March 31, 2022 | 64.87% |
February 28, 2022 | 64.87% |
January 31, 2022 | 64.87% |
December 31, 2021 | 64.87% |
November 30, 2021 | 64.87% |
October 31, 2021 | 64.87% |
September 30, 2021 | 64.87% |
August 31, 2021 | 64.87% |
July 31, 2021 | 64.87% |
June 30, 2021 | 64.87% |
May 31, 2021 | 64.87% |
April 30, 2021 | 64.87% |
March 31, 2021 | 64.87% |
February 28, 2021 | 64.87% |
January 31, 2021 | 64.87% |
December 31, 2020 | 64.87% |
November 30, 2020 | 64.87% |
October 31, 2020 | 64.87% |
September 30, 2020 | 64.87% |
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
45.96%
Minimum
Nov 2019
64.87%
Maximum
Apr 2020
63.60%
Average
64.87%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Wendel SE | 61.61% |
Eurazeo SE | 50.46% |
Peugeot Invest | 39.58% |
Tikehau Capital SCA | -- |
AMTD IDEA Group | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.17 |
Beta (5Y) | 1.439 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.25% |
Historical Sharpe Ratio (5Y) | 0.199 |
Historical Sortino (5Y) | 0.2671 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.83% |