Orange SA (ORANY)
10.90
+0.02
(+0.18%)
USD |
OTCM |
Nov 05, 16:06
Orange Max Drawdown (5Y): 38.92% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
September 30, 2022 | 38.92% |
Date | Value |
---|---|
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% |
August 31, 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
37.65%
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) | -5.015 |
Beta (5Y) | 0.2271 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.13% |
Historical Sharpe Ratio (5Y) | -0.0904 |
Historical Sortino (5Y) | -0.1424 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.72% |