Colruyt Group NV (CUYTY)
12.54
+0.34
(+2.75%)
USD |
OTCM |
May 24, 16:00
Colruyt Group Max Drawdown (5Y): 66.76% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 66.76% |
March 31, 2024 | 66.76% |
February 29, 2024 | 66.76% |
January 31, 2024 | 66.76% |
December 31, 2023 | 66.76% |
November 30, 2023 | 66.76% |
October 31, 2023 | 66.76% |
September 30, 2023 | 66.76% |
August 31, 2023 | 66.76% |
July 31, 2023 | 66.76% |
June 30, 2023 | 66.76% |
May 31, 2023 | 66.76% |
April 30, 2023 | 66.76% |
March 31, 2023 | 66.76% |
February 28, 2023 | 66.76% |
January 31, 2023 | 66.76% |
December 31, 2022 | 66.76% |
November 30, 2022 | 66.76% |
October 31, 2022 | 66.76% |
September 30, 2022 | 66.67% |
August 31, 2022 | 61.02% |
July 31, 2022 | 60.08% |
June 30, 2022 | 60.08% |
May 31, 2022 | 54.28% |
April 30, 2022 | 46.39% |
Date | Value |
---|---|
March 31, 2022 | 46.09% |
February 28, 2022 | 43.56% |
January 31, 2022 | 41.21% |
December 31, 2021 | 38.92% |
November 30, 2021 | 38.26% |
October 31, 2021 | 38.26% |
September 30, 2021 | 38.26% |
August 31, 2021 | 38.26% |
July 31, 2021 | 38.26% |
June 30, 2021 | 38.26% |
May 31, 2021 | 38.26% |
April 30, 2021 | 38.26% |
March 31, 2021 | 38.26% |
February 28, 2021 | 38.26% |
January 31, 2021 | 38.26% |
December 31, 2020 | 38.26% |
November 30, 2020 | 38.26% |
October 31, 2020 | 38.26% |
September 30, 2020 | 38.26% |
August 31, 2020 | 38.26% |
July 31, 2020 | 38.26% |
June 30, 2020 | 38.26% |
May 31, 2020 | 38.26% |
April 30, 2020 | 38.26% |
March 31, 2020 | 38.26% |
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
38.26%
Minimum
May 2019
66.76%
Maximum
Oct 2022
49.55%
Average
38.26%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Anheuser-Busch InBev SA/NV | 70.50% |
Sipef SA | -- |
Lotus Bakeries NV | -- |
Ontex Group NV | 81.14% |
Splash Beverage Group Inc | 98.49% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.34 |
Beta (5Y) | 0.5368 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.23% |
Historical Sharpe Ratio (5Y) | -0.2283 |
Historical Sortino (5Y) | -0.376 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.10% |