Nexans (NXPRF)
108.00
0.00 (0.00%)
USD |
OTCM |
Apr 29, 16:00
Nexans Max Drawdown (5Y): 52.57% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 52.57% |
February 29, 2024 | 52.57% |
January 31, 2024 | 52.57% |
December 31, 2023 | 53.48% |
November 30, 2023 | 53.48% |
October 31, 2023 | 57.63% |
September 30, 2023 | 59.72% |
August 31, 2023 | 59.72% |
July 31, 2023 | 59.72% |
June 30, 2023 | 59.72% |
May 31, 2023 | 59.72% |
April 30, 2023 | 59.72% |
March 31, 2023 | 59.72% |
February 28, 2023 | 59.72% |
January 31, 2023 | 59.72% |
December 31, 2022 | 59.72% |
November 30, 2022 | 59.72% |
October 31, 2022 | 59.72% |
September 30, 2022 | 59.72% |
August 31, 2022 | 59.72% |
July 31, 2022 | 59.72% |
June 30, 2022 | 59.72% |
May 31, 2022 | 59.72% |
April 30, 2022 | 59.72% |
March 31, 2022 | 59.72% |
Date | Value |
---|---|
February 28, 2022 | 59.72% |
January 31, 2022 | 59.72% |
December 31, 2021 | 59.72% |
November 30, 2021 | 59.72% |
October 31, 2021 | 59.72% |
September 30, 2021 | 59.72% |
August 31, 2021 | 59.72% |
July 31, 2021 | 59.72% |
June 30, 2021 | 59.72% |
May 31, 2021 | 59.72% |
April 30, 2021 | 59.72% |
March 31, 2021 | 59.72% |
February 28, 2021 | 59.72% |
January 31, 2021 | 59.72% |
December 31, 2020 | 59.72% |
November 30, 2020 | 59.72% |
October 31, 2020 | 59.72% |
September 30, 2020 | 59.72% |
August 31, 2020 | 59.72% |
July 31, 2020 | 60.00% |
June 30, 2020 | 60.00% |
May 31, 2020 | 60.00% |
April 30, 2020 | 60.00% |
March 31, 2020 | 60.00% |
February 29, 2020 | 60.00% |
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
52.57%
Minimum
Jan 2024
66.31%
Maximum
Apr 2019
59.98%
Average
59.72%
Median
Aug 2020
Max Drawdown (5Y) Benchmarks
Veolia Environnement SA | 48.67% |
Sodexo | 57.79% |
Vinci SA | 47.27% |
Safran SA | 65.58% |
Schneider Electric SE | 45.09% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 14.56 |
Beta (5Y) | 0.9938 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.70% |
Historical Sharpe Ratio (5Y) | 0.7114 |
Historical Sortino (5Y) | 1.101 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.13% |