Eutelsat Communications (EUTLF)
4.31
0.00 (0.00%)
USD |
OTCM |
May 06, 16:00
Eutelsat Communications Max Drawdown (5Y): 75.17% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 75.17% |
March 31, 2024 | 75.17% |
February 29, 2024 | 75.17% |
January 31, 2024 | 75.17% |
December 31, 2023 | 75.11% |
November 30, 2023 | 73.83% |
October 31, 2023 | 73.59% |
September 30, 2023 | 68.11% |
August 31, 2023 | 68.11% |
July 31, 2023 | 68.11% |
June 30, 2023 | 68.11% |
May 31, 2023 | 68.11% |
April 30, 2023 | 68.11% |
March 31, 2023 | 68.11% |
February 28, 2023 | 68.11% |
January 31, 2023 | 68.11% |
December 31, 2022 | 68.11% |
November 30, 2022 | 68.11% |
October 31, 2022 | 68.11% |
September 30, 2022 | 68.11% |
August 31, 2022 | 68.11% |
July 31, 2022 | 68.11% |
June 30, 2022 | 66.31% |
May 31, 2022 | 66.31% |
April 30, 2022 | 66.31% |
Date | Value |
---|---|
March 31, 2022 | 66.31% |
February 28, 2022 | 66.31% |
January 31, 2022 | 66.31% |
December 31, 2021 | 66.31% |
November 30, 2021 | 66.31% |
October 31, 2021 | 66.31% |
September 30, 2021 | 66.31% |
August 31, 2021 | 66.31% |
July 31, 2021 | 66.31% |
June 30, 2021 | 66.31% |
May 31, 2021 | 66.31% |
April 30, 2021 | 66.31% |
March 31, 2021 | 66.31% |
February 28, 2021 | 66.31% |
January 31, 2021 | 66.31% |
December 31, 2020 | 66.31% |
November 30, 2020 | 66.31% |
October 31, 2020 | 66.31% |
September 30, 2020 | 66.31% |
August 31, 2020 | 66.31% |
July 31, 2020 | 66.31% |
June 30, 2020 | 66.29% |
May 31, 2020 | 66.29% |
April 30, 2020 | 66.29% |
March 31, 2020 | 66.29% |
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
52.42%
Minimum
May 2019
75.17%
Maximum
Jan 2024
65.43%
Average
66.31%
Median
Jul 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) | -28.17 |
Beta (5Y) | 0.5152 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.08% |
Historical Sharpe Ratio (5Y) | -0.6581 |
Historical Sortino (5Y) | -0.9098 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.65% |