Orange SA (ORANY)
12.88
+0.06
(+0.43%)
USD |
OTCM |
Mar 31, 13:09
Orange Max Drawdown (5Y): 38.92% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Median
Max Drawdown (5Y) Benchmarks
| Publicis Groupe SA | 68.55% |
| Criteo SA | 88.75% |
| JCDecaux SE | 73.23% |
| Television Francaise 1 SA | 69.94% |
| Metropole Television SA | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.9984 |
| Beta (5Y) | 0.2058 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.27% |
| Historical Sharpe Ratio (5Y) | 0.0959 |
| Historical Sortino (5Y) | 0.1748 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.62% |