BNP Paribas (BNPQY)
31.75
-0.13
(-0.41%)
USD |
OTCM |
Sep 29, 16:00
BNP Paribas Max Drawdown (5Y): 64.87% for Aug. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 64.87% |
| July 31, 2020 | 64.87% |
| June 30, 2020 | 64.87% |
| May 31, 2020 | 64.87% |
| April 30, 2020 | 64.87% |
| March 31, 2020 | 64.16% |
| February 29, 2020 | 45.96% |
| January 31, 2020 | 45.96% |
| December 31, 2019 | 45.96% |
| November 30, 2019 | 45.96% |
| October 31, 2019 | 45.96% |
| September 30, 2019 | 45.96% |
| August 31, 2019 | 45.96% |
| July 31, 2019 | 45.96% |
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
Sep 2018
64.87%
Maximum
Apr 2020
59.19%
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 | -- |
| Amundi SA | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.486 |
| Beta (5Y) | 1.490 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.84% |
| Historical Sharpe Ratio (5Y) | 0.3694 |
| Historical Sortino (5Y) | 0.4965 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.83% |