Edenred SE (EDNMF)
48.60
0.00 (0.00%)
USD |
OTCM |
May 22, 16:00
Edenred Max Drawdown (5Y): 29.68% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 29.68% |
| March 31, 2024 | 29.68% |
| February 29, 2024 | 29.68% |
| January 31, 2024 | 29.68% |
| December 31, 2023 | 29.68% |
| November 30, 2023 | 29.68% |
| October 31, 2023 | 29.68% |
| September 30, 2023 | 29.68% |
| August 31, 2023 | 29.68% |
| July 31, 2023 | 29.68% |
| June 30, 2023 | 29.68% |
| May 31, 2023 | 29.68% |
| April 30, 2023 | 29.68% |
| March 31, 2023 | 29.68% |
| February 28, 2023 | 29.68% |
| January 31, 2023 | 29.68% |
| December 31, 2022 | 29.68% |
| November 30, 2022 | 29.68% |
| October 31, 2022 | 29.68% |
| September 30, 2022 | 29.68% |
| August 31, 2022 | 29.68% |
| July 31, 2022 | 29.68% |
| June 30, 2022 | 29.68% |
| May 31, 2022 | 29.68% |
| April 30, 2022 | 29.68% |
| Date | Value |
|---|---|
| March 31, 2022 | 29.68% |
| February 28, 2022 | 29.68% |
| January 31, 2022 | 29.68% |
| December 31, 2021 | 29.68% |
| November 30, 2021 | 38.57% |
| October 31, 2021 | 38.57% |
| September 30, 2021 | 38.57% |
| August 31, 2021 | 38.57% |
| July 31, 2021 | 38.57% |
| June 30, 2021 | 38.57% |
| May 31, 2021 | 38.57% |
| April 30, 2021 | 40.61% |
| March 31, 2021 | 47.50% |
| February 28, 2021 | 47.50% |
| January 31, 2021 | 47.50% |
| December 31, 2020 | 47.50% |
| November 30, 2020 | 54.19% |
| October 31, 2020 | 54.19% |
| September 30, 2020 | 54.19% |
| August 31, 2020 | 54.19% |
| July 31, 2020 | 54.19% |
| June 30, 2020 | 54.19% |
| May 31, 2020 | 54.19% |
| April 30, 2020 | 54.19% |
| March 31, 2020 | 54.19% |
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
29.68%
Minimum
Dec 2021
54.19%
Maximum
May 2019
39.85%
Average
38.57%
Median
May 2021
Max Drawdown (5Y) Benchmarks
| AXA SA | 56.37% |
| SCOR SE | 67.58% |
| BNP Paribas | 64.87% |
| Credit Agricole SA | 62.80% |
| Societe Generale SA | 75.43% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.443 |
| Beta (5Y) | 0.3922 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.30% |
| Historical Sharpe Ratio (5Y) | 0.0366 |
| Historical Sortino (5Y) | 0.0533 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.41% |