Publicis Groupe SA (PUBGY)
28.14
+0.13
(+0.46%)
USD |
OTCM |
Apr 24, 16:00
Publicis Groupe Max Drawdown (5Y): 67.58% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 67.58% |
February 29, 2024 | 67.58% |
January 31, 2024 | 67.58% |
December 31, 2023 | 67.58% |
November 30, 2023 | 67.58% |
October 31, 2023 | 67.58% |
September 30, 2023 | 67.58% |
August 31, 2023 | 67.58% |
July 31, 2023 | 67.58% |
June 30, 2023 | 67.58% |
May 31, 2023 | 67.58% |
April 30, 2023 | 67.58% |
March 31, 2023 | 67.58% |
February 28, 2023 | 67.58% |
January 31, 2023 | 67.58% |
December 31, 2022 | 67.58% |
November 30, 2022 | 67.58% |
October 31, 2022 | 67.58% |
September 30, 2022 | 67.58% |
August 31, 2022 | 67.58% |
July 31, 2022 | 67.58% |
June 30, 2022 | 67.58% |
May 31, 2022 | 67.58% |
April 30, 2022 | 67.58% |
March 31, 2022 | 67.58% |
Date | Value |
---|---|
February 28, 2022 | 67.58% |
January 31, 2022 | 67.58% |
December 31, 2021 | 67.58% |
November 30, 2021 | 67.58% |
October 31, 2021 | 67.58% |
September 30, 2021 | 67.58% |
August 31, 2021 | 67.58% |
July 31, 2021 | 67.58% |
June 30, 2021 | 67.58% |
May 31, 2021 | 67.58% |
April 30, 2021 | 67.58% |
March 31, 2021 | 67.58% |
February 28, 2021 | 67.58% |
January 31, 2021 | 67.58% |
December 31, 2020 | 67.58% |
November 30, 2020 | 67.58% |
October 31, 2020 | 67.58% |
September 30, 2020 | 67.58% |
August 31, 2020 | 67.58% |
July 31, 2020 | 67.58% |
June 30, 2020 | 67.58% |
May 31, 2020 | 67.58% |
April 30, 2020 | 67.58% |
March 31, 2020 | 67.58% |
February 29, 2020 | 48.34% |
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
39.59%
Minimum
Apr 2019
67.58%
Maximum
Mar 2020
63.01%
Average
67.58%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Orange SA | 38.92% |
Criteo SA | 88.75% |
JCDecaux SE | 73.23% |
Television Francaise 1 SA | 68.91% |
Metropole Television SA | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.945 |
Beta (5Y) | 1.097 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.79% |
Historical Sharpe Ratio (5Y) | 0.525 |
Historical Sortino (5Y) | 0.6895 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.17% |