Orange SA (ORANY)
10.32
+0.01
(+0.10%)
USD |
OTCM |
Nov 22, 09:30
Orange Max Drawdown (5Y): 38.92% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 38.92% |
| September 30, 2024 | 38.92% |
| August 31, 2024 | 38.92% |
| July 31, 2024 | 38.92% |
| June 30, 2024 | 38.92% |
| May 31, 2024 | 38.92% |
| April 30, 2024 | 38.92% |
| March 31, 2024 | 38.92% |
| February 29, 2024 | 38.92% |
| January 31, 2024 | 38.92% |
| December 31, 2023 | 38.92% |
| November 30, 2023 | 38.92% |
| October 31, 2023 | 38.92% |
| September 30, 2023 | 38.92% |
| August 31, 2023 | 38.92% |
| July 31, 2023 | 38.92% |
| June 30, 2023 | 38.92% |
| May 31, 2023 | 38.92% |
| April 30, 2023 | 38.92% |
| March 31, 2023 | 38.92% |
| February 28, 2023 | 38.92% |
| January 31, 2023 | 38.92% |
| December 31, 2022 | 38.92% |
| November 30, 2022 | 38.92% |
| October 31, 2022 | 38.92% |
| Date | Value |
|---|---|
| September 30, 2022 | 38.92% |
| August 31, 2022 | 38.92% |
| July 31, 2022 | 38.92% |
| June 30, 2022 | 38.92% |
| May 31, 2022 | 38.92% |
| April 30, 2022 | 38.92% |
| March 31, 2022 | 38.92% |
| February 28, 2022 | 38.92% |
| January 31, 2022 | 38.92% |
| December 31, 2021 | 38.92% |
| November 30, 2021 | 38.92% |
| October 31, 2021 | 38.92% |
| September 30, 2021 | 38.92% |
| August 31, 2021 | 38.92% |
| July 31, 2021 | 38.92% |
| June 30, 2021 | 38.92% |
| May 31, 2021 | 38.92% |
| April 30, 2021 | 38.92% |
| March 31, 2021 | 38.92% |
| February 28, 2021 | 38.92% |
| January 31, 2021 | 38.92% |
| December 31, 2020 | 38.92% |
| November 30, 2020 | 38.92% |
| October 31, 2020 | 38.92% |
| September 30, 2020 | 38.92% |
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
20.20%
Minimum
Nov 2019
38.92%
Maximum
Mar 2020
37.67%
Average
38.92%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Publicis Groupe SA | 67.58% |
| Criteo SA | 88.75% |
| JCDecaux SE | 73.23% |
| Television Francaise 1 SA | 68.91% |
| Metropole Television SA | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.675 |
| Beta (5Y) | 0.2324 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.17% |
| Historical Sharpe Ratio (5Y) | -0.1736 |
| Historical Sortino (5Y) | -0.2735 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.60% |