Danone SA (DANOY)
12.37
+0.17
(+1.36%)
USD |
OTCM |
May 02, 14:10
Danone Max Drawdown (5Y): 43.42% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 43.42% |
| March 31, 2024 | 43.42% |
| February 29, 2024 | 43.42% |
| January 31, 2024 | 43.42% |
| December 31, 2023 | 43.42% |
| November 30, 2023 | 43.42% |
| October 31, 2023 | 43.42% |
| September 30, 2023 | 43.42% |
| August 31, 2023 | 43.42% |
| July 31, 2023 | 43.42% |
| June 30, 2023 | 43.42% |
| May 31, 2023 | 43.42% |
| April 30, 2023 | 43.42% |
| March 31, 2023 | 43.42% |
| February 28, 2023 | 43.42% |
| January 31, 2023 | 43.42% |
| December 31, 2022 | 43.42% |
| November 30, 2022 | 43.42% |
| October 31, 2022 | 43.42% |
| September 30, 2022 | 43.42% |
| August 31, 2022 | 38.10% |
| July 31, 2022 | 38.10% |
| June 30, 2022 | 38.10% |
| May 31, 2022 | 38.10% |
| April 30, 2022 | 38.10% |
| Date | Value |
|---|---|
| March 31, 2022 | 38.10% |
| February 28, 2022 | 37.38% |
| January 31, 2022 | 37.38% |
| December 31, 2021 | 37.38% |
| November 30, 2021 | 37.38% |
| October 31, 2021 | 37.38% |
| September 30, 2021 | 37.38% |
| August 31, 2021 | 37.38% |
| July 31, 2021 | 37.38% |
| June 30, 2021 | 37.38% |
| May 31, 2021 | 37.38% |
| April 30, 2021 | 37.38% |
| March 31, 2021 | 37.38% |
| February 28, 2021 | 37.38% |
| January 31, 2021 | 37.38% |
| December 31, 2020 | 37.38% |
| November 30, 2020 | 37.38% |
| October 31, 2020 | 37.38% |
| September 30, 2020 | 35.17% |
| August 31, 2020 | 35.17% |
| July 31, 2020 | 35.17% |
| June 30, 2020 | 35.17% |
| May 31, 2020 | 35.17% |
| April 30, 2020 | 35.17% |
| March 31, 2020 | 35.17% |
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
22.11%
Minimum
May 2019
43.42%
Maximum
Sep 2022
36.67%
Average
37.38%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| L'Oreal SA | 39.10% |
| Pernod Ricard SA | 36.12% |
| Remy Cointreau | 60.28% |
| Marie Brizard Wine and Spirits SA | 96.04% |
| Laurent-Perrier | 28.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.01 |
| Beta (5Y) | 0.5354 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.61% |
| Historical Sharpe Ratio (5Y) | -0.1962 |
| Historical Sortino (5Y) | -0.2856 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.83% |