Groupe Bruxelles Lambert SA (GBLBF)
67.68
-2.70
(-3.84%)
USD |
OTCM |
Nov 13, 16:00
Groupe Bruxelles Lambert Max Drawdown (5Y): 43.62% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 43.62% |
| September 30, 2024 | 43.62% |
| August 31, 2024 | 43.62% |
| July 31, 2024 | 43.62% |
| June 30, 2024 | 43.62% |
| May 31, 2024 | 43.62% |
| April 30, 2024 | 43.62% |
| March 31, 2024 | 43.62% |
| February 29, 2024 | 43.62% |
| January 31, 2024 | 43.62% |
| December 31, 2023 | 43.62% |
| November 30, 2023 | 43.62% |
| October 31, 2023 | 43.62% |
| September 30, 2023 | 43.62% |
| August 31, 2023 | 43.62% |
| July 31, 2023 | 43.62% |
| June 30, 2023 | 43.62% |
| May 31, 2023 | 43.62% |
| April 30, 2023 | 43.62% |
| March 31, 2023 | 43.62% |
| February 28, 2023 | 43.62% |
| January 31, 2023 | 43.62% |
| December 31, 2022 | 43.62% |
| November 30, 2022 | 43.62% |
| October 31, 2022 | 43.62% |
| Date | Value |
|---|---|
| September 30, 2022 | 43.62% |
| August 31, 2022 | 43.62% |
| July 31, 2022 | 43.62% |
| June 30, 2022 | 43.62% |
| May 31, 2022 | 43.62% |
| April 30, 2022 | 43.62% |
| March 31, 2022 | 43.62% |
| February 28, 2022 | 43.62% |
| January 31, 2022 | 43.62% |
| December 31, 2021 | 43.62% |
| November 30, 2021 | 43.62% |
| October 31, 2021 | 43.62% |
| September 30, 2021 | 43.62% |
| August 31, 2021 | 43.62% |
| July 31, 2021 | 43.62% |
| June 30, 2021 | 43.62% |
| May 31, 2021 | 43.62% |
| April 30, 2021 | 43.62% |
| March 31, 2021 | 43.62% |
| February 28, 2021 | 43.62% |
| January 31, 2021 | 43.62% |
| December 31, 2020 | 43.62% |
| November 30, 2020 | 43.62% |
| October 31, 2020 | 43.62% |
| September 30, 2020 | 43.62% |
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
30.42%
Minimum
Nov 2019
43.62%
Maximum
Mar 2020
42.74%
Average
43.62%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Ageas SA/ NV | 55.34% |
| KBC Groupe NV | 53.85% |
| Dexia SA | 86.57% |
| Sofina SA | 63.11% |
| Bar Harbor Bankshares Inc | 54.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.52 |
| Beta (5Y) | 0.9174 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.71% |
| Historical Sharpe Ratio (5Y) | -0.2394 |
| Historical Sortino (5Y) | -0.3225 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.17% |