Capgemini SE (CGEMY)
35.17
-0.28
(-0.79%)
USD |
OTCM |
Nov 04, 16:06
Capgemini Max Drawdown (5Y): 54.44% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 54.44% |
| September 30, 2024 | 54.44% |
| August 31, 2024 | 54.44% |
| July 31, 2024 | 54.44% |
| June 30, 2024 | 54.44% |
| May 31, 2024 | 54.44% |
| April 30, 2024 | 54.44% |
| March 31, 2024 | 54.44% |
| February 29, 2024 | 54.44% |
| January 31, 2024 | 54.44% |
| December 31, 2023 | 54.44% |
| November 30, 2023 | 54.44% |
| October 31, 2023 | 54.44% |
| September 30, 2023 | 54.44% |
| August 31, 2023 | 54.44% |
| July 31, 2023 | 54.44% |
| June 30, 2023 | 54.44% |
| May 31, 2023 | 54.44% |
| April 30, 2023 | 54.44% |
| March 31, 2023 | 54.44% |
| February 28, 2023 | 54.44% |
| January 31, 2023 | 54.44% |
| December 31, 2022 | 54.44% |
| November 30, 2022 | 54.44% |
| October 31, 2022 | 54.44% |
| Date | Value |
|---|---|
| September 30, 2022 | 54.44% |
| August 31, 2022 | 54.44% |
| July 31, 2022 | 54.44% |
| June 30, 2022 | 54.44% |
| May 31, 2022 | 54.44% |
| April 30, 2022 | 54.44% |
| March 31, 2022 | 54.44% |
| February 28, 2022 | 54.44% |
| January 31, 2022 | 54.44% |
| December 31, 2021 | 54.44% |
| November 30, 2021 | 54.44% |
| October 31, 2021 | 54.44% |
| September 30, 2021 | 54.44% |
| August 31, 2021 | 54.44% |
| July 31, 2021 | 54.44% |
| June 30, 2021 | 54.44% |
| May 31, 2021 | 54.44% |
| April 30, 2021 | 54.44% |
| March 31, 2021 | 54.44% |
| February 28, 2021 | 54.44% |
| January 31, 2021 | 54.44% |
| December 31, 2020 | 54.44% |
| November 30, 2020 | 54.44% |
| October 31, 2020 | 54.44% |
| September 30, 2020 | 54.44% |
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
34.45%
Minimum
Nov 2019
54.44%
Maximum
Mar 2020
53.11%
Average
54.44%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Sequans Communications SA | 96.23% |
| Atos SE | 99.36% |
| Sopra Steria Group SA | 42.86% |
| AMTD Digital Inc | -- |
| Alten | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.07 |
| Beta (5Y) | 1.418 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.92% |
| Historical Sharpe Ratio (5Y) | 0.2426 |
| Historical Sortino (5Y) | 0.3425 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.06% |