Imerys (IMYSF)
32.80
0.00 (0.00%)
USD |
OTCM |
Nov 15, 16:00
Imerys Max Drawdown (5Y): 58.74% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 58.74% |
| August 31, 2024 | 58.74% |
| July 31, 2024 | 58.74% |
| June 30, 2024 | 58.74% |
| May 31, 2024 | 58.74% |
| April 30, 2024 | 58.74% |
| March 31, 2024 | 58.74% |
| February 29, 2024 | 58.74% |
| January 31, 2024 | 58.74% |
| December 31, 2023 | 58.74% |
| November 30, 2023 | 58.74% |
| October 31, 2023 | 58.74% |
| September 30, 2023 | 58.74% |
| August 31, 2023 | 58.74% |
| July 31, 2023 | 58.74% |
| June 30, 2023 | 58.74% |
| May 31, 2023 | 58.74% |
| April 30, 2023 | 58.74% |
| March 31, 2023 | 58.74% |
| February 28, 2023 | 58.74% |
| January 31, 2023 | 58.74% |
| December 31, 2022 | 58.74% |
| November 30, 2022 | 58.74% |
| October 31, 2022 | 58.74% |
| September 30, 2022 | 58.74% |
| Date | Value |
|---|---|
| August 31, 2022 | 58.74% |
| July 31, 2022 | 58.74% |
| June 30, 2022 | 58.74% |
| May 31, 2022 | 58.74% |
| April 30, 2022 | 58.74% |
| March 31, 2022 | 58.74% |
| February 28, 2022 | 58.74% |
| January 31, 2022 | 58.74% |
| December 31, 2021 | 58.74% |
| November 30, 2021 | 58.74% |
| October 31, 2021 | 58.74% |
| September 30, 2021 | 58.74% |
| August 31, 2021 | 58.74% |
| July 31, 2021 | 58.74% |
| June 30, 2021 | 58.74% |
| May 31, 2021 | 58.74% |
| April 30, 2021 | 58.74% |
| March 31, 2021 | 58.74% |
| February 28, 2021 | 58.74% |
| January 31, 2021 | 58.74% |
| December 31, 2020 | 58.74% |
| November 30, 2020 | 58.74% |
| October 31, 2020 | 58.74% |
| September 30, 2020 | 58.74% |
| August 31, 2020 | 58.74% |
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
38.31%
Minimum
Nov 2019
58.74%
Maximum
Mar 2020
57.35%
Average
58.74%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Constellium SE | 72.33% |
| Arkema SA | 62.02% |
| Air Liquide SA | 31.30% |
| Robertet SA | 33.43% |
| Vicat SA | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.62 |
| Beta (5Y) | 0.7113 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.27% |
| Historical Sharpe Ratio (5Y) | -0.1046 |
| Historical Sortino (5Y) | -0.1422 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.57% |