Criteo SA (CRTO)
36.96
+1.35
(+3.79%)
USD |
NASDAQ |
Apr 24, 16:00
36.96
0.00 (0.00%)
After-Hours: 20:00
Criteo Max Drawdown (5Y): 88.75% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 88.75% |
February 29, 2024 | 88.75% |
January 31, 2024 | 88.75% |
December 31, 2023 | 88.75% |
November 30, 2023 | 88.75% |
October 31, 2023 | 88.75% |
September 30, 2023 | 88.75% |
August 31, 2023 | 88.75% |
July 31, 2023 | 88.75% |
June 30, 2023 | 88.75% |
May 31, 2023 | 88.75% |
April 30, 2023 | 88.75% |
March 31, 2023 | 88.75% |
February 28, 2023 | 88.75% |
January 31, 2023 | 88.75% |
December 31, 2022 | 88.75% |
November 30, 2022 | 88.75% |
October 31, 2022 | 88.75% |
September 30, 2022 | 88.75% |
August 31, 2022 | 88.75% |
July 31, 2022 | 88.75% |
June 30, 2022 | 88.75% |
May 31, 2022 | 88.75% |
April 30, 2022 | 88.75% |
March 31, 2022 | 88.75% |
Date | Value |
---|---|
February 28, 2022 | 88.75% |
January 31, 2022 | 88.75% |
December 31, 2021 | 88.75% |
November 30, 2021 | 88.75% |
October 31, 2021 | 88.75% |
September 30, 2021 | 88.75% |
August 31, 2021 | 88.75% |
July 31, 2021 | 88.75% |
June 30, 2021 | 88.75% |
May 31, 2021 | 88.75% |
April 30, 2021 | 88.75% |
March 31, 2021 | 88.75% |
February 28, 2021 | 88.75% |
January 31, 2021 | 88.75% |
December 31, 2020 | 88.75% |
November 30, 2020 | 88.75% |
October 31, 2020 | 88.75% |
September 30, 2020 | 88.75% |
August 31, 2020 | 88.75% |
July 31, 2020 | 88.75% |
June 30, 2020 | 88.75% |
May 31, 2020 | 88.75% |
April 30, 2020 | 88.75% |
March 31, 2020 | 88.75% |
February 29, 2020 | 78.02% |
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
67.92%
Minimum
Apr 2019
88.75%
Maximum
Mar 2020
85.56%
Average
88.75%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Orange SA | 38.92% |
Publicis Groupe SA | 67.58% |
JCDecaux SE | 73.23% |
Television Francaise 1 SA | 68.91% |
Metropole Television SA | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.481 |
Beta (5Y) | 0.9452 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.88% |
Historical Sharpe Ratio (5Y) | 0.1864 |
Historical Sortino (5Y) | 0.3581 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.80% |