Mercialys SA (MEIYF)
11.21
0.00 (0.00%)
USD |
OTCM |
Nov 13, 16:00
Mercialys Max Drawdown (5Y): 66.59% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 66.59% |
August 31, 2024 | 66.59% |
July 31, 2024 | 66.59% |
June 30, 2024 | 66.59% |
May 31, 2024 | 66.59% |
April 30, 2024 | 66.59% |
March 31, 2024 | 66.59% |
February 29, 2024 | 66.59% |
January 31, 2024 | 66.59% |
December 31, 2023 | 66.59% |
November 30, 2023 | 66.59% |
October 31, 2023 | 66.59% |
September 30, 2023 | 66.59% |
August 31, 2023 | 66.59% |
July 31, 2023 | 66.59% |
June 30, 2023 | 66.59% |
May 31, 2023 | 66.59% |
April 30, 2023 | 66.59% |
March 31, 2023 | 66.59% |
February 28, 2023 | 66.59% |
January 31, 2023 | 66.59% |
December 31, 2022 | 66.59% |
November 30, 2022 | 66.59% |
October 31, 2022 | 66.59% |
September 30, 2022 | 66.59% |
Date | Value |
---|---|
August 31, 2022 | 66.59% |
July 31, 2022 | 66.59% |
June 30, 2022 | 66.59% |
May 31, 2022 | 66.59% |
April 30, 2022 | 66.59% |
March 31, 2022 | 66.59% |
February 28, 2022 | 66.59% |
January 31, 2022 | 66.59% |
December 31, 2021 | 66.59% |
November 30, 2021 | 66.59% |
October 31, 2021 | 66.59% |
September 30, 2021 | 66.59% |
August 31, 2021 | 66.59% |
July 31, 2021 | 66.59% |
June 30, 2021 | 66.59% |
May 31, 2021 | 66.59% |
April 30, 2021 | 66.59% |
March 31, 2021 | 66.59% |
February 28, 2021 | 66.59% |
January 31, 2021 | 66.59% |
December 31, 2020 | 66.59% |
November 30, 2020 | 66.59% |
October 31, 2020 | 66.59% |
September 30, 2020 | 65.90% |
August 31, 2020 | 61.68% |
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
35.71%
Minimum
Nov 2019
66.59%
Maximum
Oct 2020
63.98%
Average
66.59%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Klepierre | 86.46% |
Nexity SA | -- |
Gecina Nom | 60.28% |
Altarea SCA | 52.44% |
Argan | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.02 |
Beta (5Y) | 1.142 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.44% |
Historical Sharpe Ratio (5Y) | 0.0513 |
Historical Sortino (5Y) | 0.0857 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.33% |