Eurazeo SE (EUZOF)
58.64
0.00 (0.00%)
USD |
OTCM |
Nov 21, 16:00
Eurazeo Max Drawdown (5Y): 50.46% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 50.46% |
August 31, 2024 | 50.46% |
July 31, 2024 | 50.46% |
June 30, 2024 | 50.46% |
May 31, 2024 | 50.46% |
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% |
Date | Value |
---|---|
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% |
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% |
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
Nov 2019
52.42%
Average
50.46%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Wendel SE | 61.61% |
Peugeot Invest | 39.58% |
Tikehau Capital SCA | -- |
Amundi SA | -- |
AMTD IDEA Group | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.40 |
Beta (5Y) | 0.5532 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.60% |
Historical Sharpe Ratio (5Y) | -0.1398 |
Historical Sortino (5Y) | -0.2126 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.21% |