Michelin (MGDDY)
18.54
+0.26
(+1.43%)
USD |
OTCM |
Apr 18, 16:00
Michelin Max Drawdown (5Y): 49.86% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 49.86% |
February 29, 2024 | 49.86% |
January 31, 2024 | 49.86% |
December 31, 2023 | 49.86% |
November 30, 2023 | 49.86% |
October 31, 2023 | 49.86% |
September 30, 2023 | 49.86% |
August 31, 2023 | 49.86% |
July 31, 2023 | 49.86% |
June 30, 2023 | 49.86% |
May 31, 2023 | 49.86% |
April 30, 2023 | 49.86% |
March 31, 2023 | 49.86% |
February 28, 2023 | 49.86% |
January 31, 2023 | 49.86% |
December 31, 2022 | 49.86% |
November 30, 2022 | 49.86% |
October 31, 2022 | 49.86% |
September 30, 2022 | 49.86% |
August 31, 2022 | 49.86% |
July 31, 2022 | 49.86% |
June 30, 2022 | 49.86% |
May 31, 2022 | 49.86% |
April 30, 2022 | 49.86% |
March 31, 2022 | 49.86% |
Date | Value |
---|---|
February 28, 2022 | 49.86% |
January 31, 2022 | 49.86% |
December 31, 2021 | 49.86% |
November 30, 2021 | 49.86% |
October 31, 2021 | 49.86% |
September 30, 2021 | 49.86% |
August 31, 2021 | 49.86% |
July 31, 2021 | 49.86% |
June 30, 2021 | 49.86% |
May 31, 2021 | 49.86% |
April 30, 2021 | 49.86% |
March 31, 2021 | 49.86% |
February 28, 2021 | 49.86% |
January 31, 2021 | 49.86% |
December 31, 2020 | 49.86% |
November 30, 2020 | 49.86% |
October 31, 2020 | 49.86% |
September 30, 2020 | 49.86% |
August 31, 2020 | 49.86% |
July 31, 2020 | 49.86% |
June 30, 2020 | 49.86% |
May 31, 2020 | 49.86% |
April 30, 2020 | 49.86% |
March 31, 2020 | 49.86% |
February 29, 2020 | 39.45% |
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
39.45%
Minimum
Apr 2019
49.86%
Maximum
Mar 2020
47.95%
Average
49.86%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Hermes International SA | 45.60% |
Lvmh Moet Hennessy Louis Vuitton SE | 35.68% |
Valeo SA | 84.14% |
Kering SA | 57.04% |
Accor SA | 65.02% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.065 |
Beta (5Y) | 1.130 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.85% |
Historical Sharpe Ratio (5Y) | 0.2242 |
Historical Sortino (5Y) | 0.3017 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.81% |