Groupe Bruxelles Lambert SA (GBLBY)
7.85
+0.15
(+1.95%)
USD |
OTCM |
May 17, 16:00
Groupe Bruxelles Lambert Max Drawdown (5Y): 70.16% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 70.16% |
March 31, 2024 | 70.16% |
February 29, 2024 | 70.16% |
January 31, 2024 | 70.16% |
December 31, 2023 | 70.16% |
November 30, 2023 | 70.16% |
October 31, 2023 | 70.16% |
September 30, 2023 | 70.16% |
August 31, 2023 | 70.16% |
July 31, 2023 | 70.16% |
June 30, 2023 | 70.16% |
May 31, 2023 | 70.16% |
April 30, 2023 | 70.16% |
March 31, 2023 | 70.16% |
February 28, 2023 | 70.16% |
January 31, 2023 | 70.16% |
December 31, 2022 | 70.16% |
November 30, 2022 | 70.16% |
October 31, 2022 | 70.16% |
September 30, 2022 | 70.16% |
August 31, 2022 | 70.16% |
July 31, 2022 | 70.16% |
June 30, 2022 | 70.16% |
May 31, 2022 | 70.16% |
April 30, 2022 | 70.16% |
Date | Value |
---|---|
March 31, 2022 | 70.16% |
February 28, 2022 | 70.16% |
January 31, 2022 | 70.16% |
December 31, 2021 | 70.16% |
November 30, 2021 | 70.16% |
October 31, 2021 | 70.16% |
September 30, 2021 | 70.16% |
August 31, 2021 | 70.16% |
July 31, 2021 | 70.16% |
June 30, 2021 | 70.16% |
May 31, 2021 | 70.16% |
April 30, 2021 | 70.16% |
March 31, 2021 | 70.16% |
February 28, 2021 | 70.16% |
January 31, 2021 | 70.16% |
December 31, 2020 | 70.16% |
November 30, 2020 | 70.16% |
October 31, 2020 | 70.16% |
September 30, 2020 | 70.16% |
August 31, 2020 | 70.16% |
July 31, 2020 | 70.16% |
June 30, 2020 | 70.16% |
May 31, 2020 | 70.16% |
April 30, 2020 | 63.49% |
March 31, 2020 | 63.49% |
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
14.01%
Minimum
May 2019
70.16%
Maximum
May 2020
61.52%
Average
70.16%
Median
May 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) | -8.679 |
Beta (5Y) | 0.4122 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.03% |
Historical Sharpe Ratio (5Y) | -0.0801 |
Historical Sortino (5Y) | -0.1232 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.46% |