Eutelsat Communications (ETCMY)
1.02
0.00 (0.00%)
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OTCM |
May 01, 16:00
Eutelsat Communications Max Drawdown (5Y): 75.86% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 75.86% |
| March 31, 2024 | 75.86% |
| February 29, 2024 | 75.86% |
| January 31, 2024 | 75.32% |
| December 31, 2023 | 72.96% |
| November 30, 2023 | 72.96% |
| October 31, 2023 | 71.64% |
| September 30, 2023 | 66.75% |
| August 31, 2023 | 66.75% |
| July 31, 2023 | 66.75% |
| June 30, 2023 | 66.75% |
| May 31, 2023 | 66.75% |
| April 30, 2023 | 66.75% |
| March 31, 2023 | 66.75% |
| February 28, 2023 | 66.75% |
| January 31, 2023 | 66.75% |
| December 31, 2022 | 66.75% |
| November 30, 2022 | 66.75% |
| October 31, 2022 | 66.75% |
| September 30, 2022 | 66.75% |
| August 31, 2022 | 66.75% |
| July 31, 2022 | 66.75% |
| June 30, 2022 | 66.75% |
| May 31, 2022 | 66.75% |
| April 30, 2022 | 66.75% |
| Date | Value |
|---|---|
| March 31, 2022 | 66.75% |
| February 28, 2022 | 66.75% |
| January 31, 2022 | 66.75% |
| December 31, 2021 | 66.75% |
| November 30, 2021 | 66.75% |
| October 31, 2021 | 66.75% |
| September 30, 2021 | 66.75% |
| August 31, 2021 | 66.75% |
| July 31, 2021 | 66.75% |
| June 30, 2021 | 66.75% |
| May 31, 2021 | 66.75% |
| April 30, 2021 | 66.75% |
| March 31, 2021 | 66.75% |
| February 28, 2021 | 66.75% |
| January 31, 2021 | 66.75% |
| December 31, 2020 | 66.75% |
| November 30, 2020 | 66.75% |
| October 31, 2020 | 66.75% |
| September 30, 2020 | 66.75% |
| August 31, 2020 | 66.75% |
| July 31, 2020 | 66.75% |
| June 30, 2020 | 66.75% |
| May 31, 2020 | 66.75% |
| April 30, 2020 | 66.75% |
| March 31, 2020 | 66.75% |
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
48.90%
Minimum
May 2019
75.86%
Maximum
Feb 2024
64.66%
Average
66.75%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Sequans Communications SA | 96.23% |
| Capgemini SE | 54.44% |
| Atos SE | 98.13% |
| Sopra Steria Group SA | 42.86% |
| AMTD Digital Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.80 |
| Beta (5Y) | 0.7919 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.23% |
| Historical Sharpe Ratio (5Y) | -0.6237 |
| Historical Sortino (5Y) | -0.8649 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.04% |