Colruyt Group NV (CUYTY)
12.02
0.00 (0.00%)
USD |
OTCM |
Nov 13, 16:00
Colruyt Group Max Drawdown (5Y): 66.76% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 66.76% |
| September 30, 2024 | 66.76% |
| August 31, 2024 | 66.76% |
| July 31, 2024 | 66.76% |
| June 30, 2024 | 66.76% |
| May 31, 2024 | 66.76% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
66.76%
Maximum
Oct 2022
52.40%
Average
50.33%
Median
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 | 98.90% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.04 |
| Beta (5Y) | 0.6492 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.52% |
| Historical Sharpe Ratio (5Y) | -0.116 |
| Historical Sortino (5Y) | -0.193 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.83% |