Edenred SE (EDNMY)
14.70
+0.70
(+5.00%)
USD |
OTCM |
Nov 14, 16:00
Edenred Max Drawdown (5Y): 55.28% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 55.28% |
| September 30, 2024 | 47.53% |
| August 31, 2024 | 44.55% |
| July 31, 2024 | 42.46% |
| June 30, 2024 | 36.65% |
| May 31, 2024 | 35.88% |
| April 30, 2024 | 35.88% |
| March 31, 2024 | 35.88% |
| February 29, 2024 | 35.88% |
| January 31, 2024 | 35.88% |
| December 31, 2023 | 35.88% |
| November 30, 2023 | 35.88% |
| October 31, 2023 | 35.88% |
| September 30, 2023 | 35.88% |
| August 31, 2023 | 35.88% |
| July 31, 2023 | 35.88% |
| June 30, 2023 | 35.88% |
| May 31, 2023 | 35.88% |
| April 30, 2023 | 35.88% |
| March 31, 2023 | 35.88% |
| February 28, 2023 | 35.88% |
| January 31, 2023 | 35.88% |
| December 31, 2022 | 35.88% |
| November 30, 2022 | 35.88% |
| October 31, 2022 | 35.88% |
| Date | Value |
|---|---|
| September 30, 2022 | 35.88% |
| August 31, 2022 | 35.88% |
| July 31, 2022 | 35.88% |
| June 30, 2022 | 35.88% |
| May 31, 2022 | 35.88% |
| April 30, 2022 | 35.88% |
| March 31, 2022 | 35.88% |
| February 28, 2022 | 35.88% |
| January 31, 2022 | 35.88% |
| December 31, 2021 | 35.88% |
| November 30, 2021 | 35.88% |
| October 31, 2021 | 35.88% |
| September 30, 2021 | 35.88% |
| August 31, 2021 | 35.88% |
| July 31, 2021 | 35.88% |
| June 30, 2021 | 35.88% |
| May 31, 2021 | 35.88% |
| April 30, 2021 | 35.88% |
| March 31, 2021 | 40.82% |
| February 28, 2021 | 40.82% |
| January 31, 2021 | 40.82% |
| December 31, 2020 | 40.82% |
| November 30, 2020 | 47.22% |
| October 31, 2020 | 47.22% |
| September 30, 2020 | 47.22% |
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
35.88%
Minimum
Apr 2021
55.28%
Maximum
Oct 2024
39.45%
Average
35.88%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| AXA SA | 56.37% |
| SCOR SE | 67.58% |
| BNP Paribas | 64.87% |
| Credit Agricole SA | 62.80% |
| AMTD IDEA Group | 97.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.86 |
| Beta (5Y) | 0.7474 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.25% |
| Historical Sharpe Ratio (5Y) | -0.3492 |
| Historical Sortino (5Y) | -0.51 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.23% |