Credit Agricole SA (CRARF)
14.07
+0.41
(+2.98%)
USD |
OTCM |
Jun 17, 15:45
Credit Agricole Max Drawdown (5Y): 61.83% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 61.83% |
April 30, 2024 | 61.83% |
March 31, 2024 | 61.83% |
February 29, 2024 | 61.83% |
January 31, 2024 | 61.83% |
December 31, 2023 | 61.83% |
November 30, 2023 | 61.83% |
October 31, 2023 | 61.83% |
September 30, 2023 | 61.83% |
August 31, 2023 | 61.83% |
July 31, 2023 | 61.83% |
June 30, 2023 | 61.83% |
May 31, 2023 | 61.83% |
April 30, 2023 | 61.83% |
March 31, 2023 | 61.83% |
February 28, 2023 | 61.83% |
January 31, 2023 | 61.83% |
December 31, 2022 | 61.83% |
November 30, 2022 | 61.83% |
October 31, 2022 | 61.83% |
September 30, 2022 | 61.83% |
August 31, 2022 | 61.83% |
July 31, 2022 | 61.83% |
June 30, 2022 | 61.83% |
May 31, 2022 | 61.83% |
Date | Value |
---|---|
April 30, 2022 | 61.83% |
March 31, 2022 | 61.83% |
February 28, 2022 | 61.83% |
January 31, 2022 | 61.83% |
December 31, 2021 | 61.83% |
November 30, 2021 | 61.83% |
October 31, 2021 | 61.83% |
September 30, 2021 | 61.83% |
August 31, 2021 | 61.83% |
July 31, 2021 | 61.83% |
June 30, 2021 | 61.83% |
May 31, 2021 | 61.83% |
April 30, 2021 | 61.83% |
March 31, 2021 | 61.83% |
February 28, 2021 | 61.83% |
January 31, 2021 | 61.83% |
December 31, 2020 | 61.83% |
November 30, 2020 | 61.83% |
October 31, 2020 | 61.83% |
September 30, 2020 | 61.83% |
August 31, 2020 | 61.83% |
July 31, 2020 | 61.83% |
June 30, 2020 | 61.83% |
May 31, 2020 | 61.83% |
April 30, 2020 | 61.83% |
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
51.22%
Minimum
Jun 2019
61.83%
Maximum
Apr 2020
60.18%
Average
61.83%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
AXA SA | 56.37% |
SCOR SE | 67.58% |
BNP Paribas | 64.87% |
AMTD IDEA Group | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.968 |
Beta (5Y) | 1.397 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.24% |
Historical Sharpe Ratio (5Y) | 0.2407 |
Historical Sortino (5Y) | 0.2987 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.43% |