Groupe Bruxelles Lambert SA (GBLBF)
72.09
-1.16
(-1.58%)
USD |
OTCM |
May 01, 16:00
Groupe Bruxelles Lambert Max Drawdown (5Y): 43.62% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 43.62% |
July 31, 2020 | 43.62% |
June 30, 2020 | 43.62% |
May 31, 2020 | 43.62% |
April 30, 2020 | 43.62% |
March 31, 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
May 2019
43.62%
Maximum
Mar 2020
41.42%
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% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.86 |
Beta (5Y) | 0.8935 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.34% |
Historical Sharpe Ratio (5Y) | -0.2103 |
Historical Sortino (5Y) | -0.2745 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.17% |