Capgemini SE (CGEMY)
32.54
-0.45
(-1.36%)
USD |
OTCM |
Jan 08, 16:00
Capgemini Max Drawdown (5Y): 54.44% for Dec. 31, 2024
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
Sequans Communications SA | 96.23% |
Atos SE | 100.00% |
AMTD Digital Inc | -- |
Alten | -- |
Sopra Steria Group SA | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.37 |
Beta (5Y) | 1.366 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.61% |
Historical Sharpe Ratio (5Y) | 0.1477 |
Historical Sortino (5Y) | 0.2109 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.65% |