Eurazeo SE (EUZOF)
58.64
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Eurazeo Max Drawdown (5Y): 50.46% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 50.46% |
| March 31, 2024 | 50.46% |
| February 29, 2024 | 50.46% |
| January 31, 2024 | 50.46% |
| December 31, 2023 | 50.46% |
| November 30, 2023 | 50.46% |
| October 31, 2023 | 50.46% |
| September 30, 2023 | 50.46% |
| August 31, 2023 | 50.46% |
| July 31, 2023 | 50.46% |
| June 30, 2023 | 50.46% |
| May 31, 2023 | 50.46% |
| April 30, 2023 | 50.46% |
| March 31, 2023 | 50.46% |
| February 28, 2023 | 50.46% |
| January 31, 2023 | 50.46% |
| December 31, 2022 | 50.46% |
| November 30, 2022 | 50.46% |
| October 31, 2022 | 50.46% |
| September 30, 2022 | 50.46% |
| August 31, 2022 | 50.46% |
| July 31, 2022 | 50.46% |
| June 30, 2022 | 50.46% |
| May 31, 2022 | 50.46% |
| April 30, 2022 | 50.46% |
| Date | Value |
|---|---|
| March 31, 2022 | 50.46% |
| February 28, 2022 | 50.46% |
| January 31, 2022 | 50.46% |
| December 31, 2021 | 50.46% |
| November 30, 2021 | 50.46% |
| October 31, 2021 | 50.46% |
| September 30, 2021 | 50.46% |
| August 31, 2021 | 50.46% |
| July 31, 2021 | 50.46% |
| June 30, 2021 | 50.46% |
| May 31, 2021 | 50.46% |
| April 30, 2021 | 50.46% |
| March 31, 2021 | 50.46% |
| February 28, 2021 | 50.46% |
| January 31, 2021 | 50.46% |
| December 31, 2020 | 50.46% |
| November 30, 2020 | 50.46% |
| October 31, 2020 | 50.46% |
| September 30, 2020 | 50.46% |
| August 31, 2020 | 50.46% |
| July 31, 2020 | 50.46% |
| June 30, 2020 | 50.46% |
| May 31, 2020 | 50.46% |
| April 30, 2020 | 50.46% |
| March 31, 2020 | 47.94% |
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
39.18%
Minimum
Feb 2020
93.67%
Maximum
May 2019
56.71%
Average
50.46%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| AXA SA | 56.37% |
| SCOR SE | 67.58% |
| BNP Paribas | 64.87% |
| Credit Agricole SA | 62.80% |
| Societe Generale SA | 75.43% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.46 |
| Beta (5Y) | 0.5558 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.33% |
| Historical Sharpe Ratio (5Y) | -0.1491 |
| Historical Sortino (5Y) | -0.227 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.21% |