Legrand SA (LGRVF)
104.90
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Legrand Max Drawdown (5Y): 44.77% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 44.77% |
March 31, 2024 | 44.77% |
February 29, 2024 | 44.77% |
January 31, 2024 | 44.77% |
December 31, 2023 | 44.77% |
November 30, 2023 | 44.77% |
October 31, 2023 | 44.77% |
September 30, 2023 | 44.77% |
August 31, 2023 | 44.77% |
July 31, 2023 | 44.77% |
June 30, 2023 | 44.77% |
May 31, 2023 | 44.77% |
April 30, 2023 | 44.77% |
March 31, 2023 | 44.77% |
February 28, 2023 | 44.77% |
January 31, 2023 | 44.77% |
December 31, 2022 | 44.77% |
November 30, 2022 | 44.77% |
October 31, 2022 | 44.77% |
September 30, 2022 | 44.77% |
August 31, 2022 | 36.95% |
July 31, 2022 | 36.95% |
June 30, 2022 | 36.10% |
May 31, 2022 | 35.77% |
April 30, 2022 | 35.77% |
Date | Value |
---|---|
March 31, 2022 | 35.77% |
February 28, 2022 | 35.77% |
January 31, 2022 | 35.77% |
December 31, 2021 | 35.77% |
November 30, 2021 | 35.77% |
October 31, 2021 | 35.77% |
September 30, 2021 | 35.77% |
August 31, 2021 | 35.77% |
July 31, 2021 | 35.77% |
June 30, 2021 | 35.77% |
May 31, 2021 | 35.77% |
April 30, 2021 | 35.77% |
March 31, 2021 | 35.77% |
February 28, 2021 | 35.77% |
January 31, 2021 | 35.77% |
December 31, 2020 | 35.77% |
November 30, 2020 | 35.77% |
October 31, 2020 | 35.77% |
September 30, 2020 | 35.77% |
August 31, 2020 | 35.77% |
July 31, 2020 | 35.77% |
June 30, 2020 | 35.77% |
May 31, 2020 | 35.77% |
April 30, 2020 | 35.77% |
March 31, 2020 | 35.77% |
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
32.46%
Minimum
May 2019
44.77%
Maximum
Sep 2022
38.26%
Average
35.77%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Veolia Environnement SA | 48.67% |
Sodexo | 57.79% |
Vinci SA | 47.27% |
Safran SA | 65.58% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.908 |
Beta (5Y) | 1.118 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.65% |
Historical Sharpe Ratio (5Y) | 0.273 |
Historical Sortino (5Y) | 0.3766 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.98% |