Eramet SA (ERMAY)
10.92
+0.54
(+5.20%)
USD |
OTCM |
Jul 03, 16:00
Eramet Max Drawdown (5Y): 87.53% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2024 | 87.53% |
May 31, 2024 | 87.53% |
April 30, 2024 | 87.53% |
March 31, 2024 | 87.53% |
February 29, 2024 | 87.53% |
January 31, 2024 | 87.53% |
December 31, 2023 | 87.53% |
November 30, 2023 | 87.53% |
October 31, 2023 | 87.53% |
September 30, 2023 | 87.53% |
August 31, 2023 | 87.53% |
July 31, 2023 | 87.53% |
June 30, 2023 | 87.53% |
May 31, 2023 | 87.53% |
April 30, 2023 | 87.53% |
March 31, 2023 | 87.53% |
February 28, 2023 | 87.53% |
January 31, 2023 | 87.53% |
December 31, 2022 | 87.53% |
November 30, 2022 | 87.53% |
October 31, 2022 | 87.53% |
September 30, 2022 | 87.53% |
August 31, 2022 | 87.53% |
July 31, 2022 | 87.53% |
June 30, 2022 | 87.53% |
Date | Value |
---|---|
May 31, 2022 | 87.53% |
April 30, 2022 | 87.53% |
March 31, 2022 | 87.53% |
February 28, 2022 | 87.53% |
January 31, 2022 | 87.53% |
December 31, 2021 | 87.53% |
November 30, 2021 | 87.53% |
October 31, 2021 | 87.53% |
September 30, 2021 | 87.53% |
August 31, 2021 | 87.53% |
July 31, 2021 | 87.53% |
June 30, 2021 | 87.53% |
May 31, 2021 | 87.53% |
April 30, 2021 | 87.53% |
March 31, 2021 | 87.53% |
February 28, 2021 | 87.53% |
January 31, 2021 | 87.53% |
December 31, 2020 | 87.53% |
November 30, 2020 | 87.53% |
October 31, 2020 | 91.54% |
September 30, 2020 | 92.52% |
August 31, 2020 | 92.52% |
July 31, 2020 | 92.52% |
June 30, 2020 | 92.52% |
May 31, 2020 | 92.52% |
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
87.53%
Minimum
Nov 2020
92.52%
Maximum
Jul 2019
88.85%
Average
87.53%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
Constellium SE | 72.33% |
Arkema SA | 62.02% |
Robertet SA | 33.43% |
Vicat SA | -- |
Imerys | 58.74% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.820 |
Beta (5Y) | 1.215 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.75% |
Historical Sharpe Ratio (5Y) | 0.1433 |
Historical Sortino (5Y) | 0.2726 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.17% |