Bouygues (BOUYY)
7.74
+0.05
(+0.68%)
USD |
OTCM |
May 31, 16:00
Bouygues Max Drawdown (5Y): 41.10% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 41.10% |
April 30, 2024 | 41.10% |
March 31, 2024 | 41.10% |
February 29, 2024 | 41.10% |
January 31, 2024 | 41.10% |
December 31, 2023 | 41.10% |
November 30, 2023 | 41.10% |
October 31, 2023 | 41.10% |
September 30, 2023 | 41.10% |
August 31, 2023 | 41.10% |
July 31, 2023 | 41.10% |
June 30, 2023 | 41.10% |
May 31, 2023 | 41.10% |
April 30, 2023 | 41.10% |
March 31, 2023 | 41.10% |
February 28, 2023 | 41.10% |
January 31, 2023 | 41.10% |
December 31, 2022 | 41.10% |
November 30, 2022 | 41.10% |
October 31, 2022 | 41.10% |
September 30, 2022 | 41.10% |
August 31, 2022 | 41.10% |
July 31, 2022 | 41.10% |
June 30, 2022 | 41.10% |
May 31, 2022 | 41.10% |
Date | Value |
---|---|
April 30, 2022 | 41.10% |
March 31, 2022 | 41.10% |
February 28, 2022 | 41.10% |
January 31, 2022 | 41.10% |
December 31, 2021 | 41.10% |
November 30, 2021 | 41.10% |
October 31, 2021 | 41.10% |
September 30, 2021 | 41.10% |
August 31, 2021 | 41.10% |
July 31, 2021 | 41.10% |
June 30, 2021 | 41.10% |
May 31, 2021 | 41.10% |
April 30, 2021 | 41.10% |
March 31, 2021 | 41.10% |
February 28, 2021 | 41.10% |
January 31, 2021 | 41.10% |
December 31, 2020 | 41.10% |
November 30, 2020 | 41.10% |
October 31, 2020 | 41.10% |
September 30, 2020 | 41.10% |
August 31, 2020 | 41.10% |
July 31, 2020 | 41.10% |
June 30, 2020 | 41.10% |
May 31, 2020 | 41.10% |
April 30, 2020 | 33.37% |
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
33.37%
Minimum
Jun 2019
41.10%
Maximum
May 2020
39.69%
Average
41.10%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Veolia Environnement SA | 48.67% |
Sodexo | 57.79% |
Vinci SA | 47.27% |
Safran SA | 65.58% |
Schneider Electric SE | 45.09% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.969 |
Beta (5Y) | 0.4761 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.18% |
Historical Sharpe Ratio (5Y) | 0.114 |
Historical Sortino (5Y) | 0.1586 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.82% |