Airbus SE (EADSY)
35.92
-0.67
(-1.83%)
USD |
OTCM |
Nov 22, 16:00
Airbus Max Drawdown (5Y): 65.00% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.00% |
| September 30, 2024 | 65.00% |
| August 31, 2024 | 65.00% |
| July 31, 2024 | 65.00% |
| June 30, 2024 | 65.00% |
| May 31, 2024 | 65.00% |
| April 30, 2024 | 65.00% |
| March 31, 2024 | 65.00% |
| February 29, 2024 | 65.00% |
| January 31, 2024 | 65.00% |
| December 31, 2023 | 65.00% |
| November 30, 2023 | 65.00% |
| October 31, 2023 | 65.00% |
| September 30, 2023 | 65.00% |
| August 31, 2023 | 65.00% |
| July 31, 2023 | 65.00% |
| June 30, 2023 | 65.00% |
| May 31, 2023 | 65.00% |
| April 30, 2023 | 65.00% |
| March 31, 2023 | 65.00% |
| February 28, 2023 | 65.00% |
| January 31, 2023 | 65.00% |
| December 31, 2022 | 65.00% |
| November 30, 2022 | 65.00% |
| October 31, 2022 | 65.00% |
| Date | Value |
|---|---|
| September 30, 2022 | 65.00% |
| August 31, 2022 | 65.00% |
| July 31, 2022 | 65.00% |
| June 30, 2022 | 65.00% |
| May 31, 2022 | 65.00% |
| April 30, 2022 | 65.00% |
| March 31, 2022 | 65.00% |
| February 28, 2022 | 65.00% |
| January 31, 2022 | 65.00% |
| December 31, 2021 | 65.00% |
| November 30, 2021 | 65.00% |
| October 31, 2021 | 65.00% |
| September 30, 2021 | 65.00% |
| August 31, 2021 | 65.00% |
| July 31, 2021 | 65.00% |
| June 30, 2021 | 65.00% |
| May 31, 2021 | 65.00% |
| April 30, 2021 | 65.00% |
| March 31, 2021 | 65.00% |
| February 28, 2021 | 65.00% |
| January 31, 2021 | 65.00% |
| December 31, 2020 | 65.00% |
| November 30, 2020 | 65.00% |
| October 31, 2020 | 65.00% |
| September 30, 2020 | 65.00% |
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
28.84%
Minimum
Feb 2020
65.00%
Maximum
May 2020
62.82%
Average
65.00%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Boeing Co | 77.92% |
| ICTS International NV | 62.50% |
| Wolters Kluwer NV | 24.63% |
| Arcadis NV | 57.37% |
| Randstad NV | 54.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.79 |
| Beta (5Y) | 1.514 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.27% |
| Historical Sharpe Ratio (5Y) | -0.0059 |
| Historical Sortino (5Y) | -0.0073 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.99% |