Cnova NV (CNVAF)
1.85
0.00 (0.00%)
USD |
OTCM |
May 09, 16:00
Cnova Max Drawdown (5Y): 85.20% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 85.20% |
| March 31, 2024 | 85.20% |
| February 29, 2024 | 85.20% |
| January 31, 2024 | 85.20% |
| December 31, 2023 | 80.80% |
| November 30, 2023 | 80.80% |
| October 31, 2023 | 80.80% |
| September 30, 2023 | 80.80% |
| August 31, 2023 | 80.80% |
| July 31, 2023 | 80.80% |
| June 30, 2023 | 80.80% |
| May 31, 2023 | 80.80% |
| April 30, 2023 | 80.80% |
| March 31, 2023 | 80.80% |
| February 28, 2023 | 80.80% |
| January 31, 2023 | 80.80% |
| December 31, 2022 | 80.80% |
| November 30, 2022 | 80.80% |
| October 31, 2022 | 80.80% |
| September 30, 2022 | 49.90% |
| August 31, 2022 | 49.90% |
| July 31, 2022 | 49.90% |
| June 30, 2022 | 49.90% |
| May 31, 2022 | 49.90% |
| April 30, 2022 | 49.90% |
| Date | Value |
|---|---|
| March 31, 2022 | 49.90% |
| February 28, 2022 | 49.90% |
| January 31, 2022 | 49.90% |
| December 31, 2021 | 49.90% |
| November 30, 2021 | 49.90% |
| October 31, 2021 | 49.90% |
| September 30, 2021 | 49.90% |
| August 31, 2021 | 49.90% |
| July 31, 2021 | 49.90% |
| June 30, 2021 | 49.90% |
| May 31, 2021 | 49.90% |
| April 30, 2021 | 49.90% |
| March 31, 2021 | 49.90% |
| February 28, 2021 | 49.90% |
| January 31, 2021 | 49.90% |
| December 31, 2020 | 49.90% |
| November 30, 2020 | 49.90% |
| October 31, 2020 | 49.90% |
| September 30, 2020 | 49.90% |
| August 31, 2020 | 49.90% |
| July 31, 2020 | 49.90% |
| June 30, 2020 | 49.90% |
| May 31, 2020 | 49.90% |
| April 30, 2020 | 49.90% |
| March 31, 2020 | 49.90% |
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
26.93%
Minimum
May 2019
85.20%
Maximum
Jan 2024
58.85%
Average
49.90%
Median
Oct 2019
Max Drawdown (5Y) Benchmarks
| Stellantis NV | 70.30% |
| Playa Hotels & Resorts NV | 88.02% |
| EXOR NV | 58.54% |
| Basic-Fit NV | 63.33% |
| Allego NV | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.57 |
| Beta (5Y) | 0.1731 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.80% |
| Historical Sharpe Ratio (5Y) | -0.2341 |
| Historical Sortino (5Y) | -0.3747 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.00% |