Euronext NV (EUXTF)
92.99
0.00 (0.00%)
USD |
OTCM |
May 22, 16:00
Euronext Max Drawdown (5Y): 49.99% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 49.99% |
March 31, 2024 | 49.99% |
February 29, 2024 | 49.99% |
January 31, 2024 | 49.99% |
December 31, 2023 | 49.99% |
November 30, 2023 | 49.99% |
October 31, 2023 | 49.99% |
September 30, 2023 | 49.99% |
August 31, 2023 | 49.99% |
July 31, 2023 | 49.99% |
June 30, 2023 | 49.99% |
May 31, 2023 | 49.99% |
April 30, 2023 | 49.99% |
March 31, 2023 | 49.99% |
February 28, 2023 | 49.99% |
January 31, 2023 | 49.99% |
December 31, 2022 | 49.99% |
November 30, 2022 | 49.99% |
October 31, 2022 | 49.99% |
September 30, 2022 | 48.89% |
August 31, 2022 | 39.73% |
July 31, 2022 | 39.73% |
June 30, 2022 | 39.73% |
May 31, 2022 | 39.73% |
April 30, 2022 | 33.97% |
Date | Value |
---|---|
March 31, 2022 | 30.74% |
February 28, 2022 | 30.74% |
January 31, 2022 | 30.74% |
December 31, 2021 | 30.74% |
November 30, 2021 | 30.74% |
October 31, 2021 | 30.74% |
September 30, 2021 | 30.74% |
August 31, 2021 | 30.74% |
July 31, 2021 | 30.74% |
June 30, 2021 | 30.74% |
May 31, 2021 | 30.74% |
April 30, 2021 | 30.74% |
March 31, 2021 | 30.74% |
February 28, 2021 | 30.74% |
January 31, 2021 | 30.74% |
December 31, 2020 | 30.74% |
November 30, 2020 | 30.74% |
October 31, 2020 | 30.74% |
September 30, 2020 | 30.74% |
August 31, 2020 | 30.74% |
July 31, 2020 | 30.74% |
June 30, 2020 | 30.74% |
May 31, 2020 | 30.74% |
April 30, 2020 | 30.74% |
March 31, 2020 | 30.74% |
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
25.74%
Minimum
May 2019
49.99%
Maximum
Oct 2022
36.96%
Average
30.74%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ING Groep NV | 74.47% |
Aegon Ltd | 71.14% |
NN Group NV | 50.33% |
ABN AMRO Bank NV | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.650 |
Beta (5Y) | 1.058 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.78% |
Historical Sharpe Ratio (5Y) | 0.1932 |
Historical Sortino (5Y) | 0.2811 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.99% |