Rubis SCA (RBSFY)
5.13
+0.34
(+7.10%)
USD |
OTCM |
Nov 15, 16:00
Rubis Max Drawdown (5Y): 72.43% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 72.43% |
| September 30, 2024 | 72.43% |
| August 31, 2024 | 72.43% |
| July 31, 2024 | 72.43% |
| June 30, 2024 | 72.43% |
| May 31, 2024 | 72.43% |
| April 30, 2024 | 72.43% |
| March 31, 2024 | 72.43% |
| February 29, 2024 | 72.43% |
| January 31, 2024 | 72.43% |
| December 31, 2023 | 72.43% |
| November 30, 2023 | 72.43% |
| October 31, 2023 | 72.43% |
| September 30, 2023 | 72.43% |
| August 31, 2023 | 72.43% |
| July 31, 2023 | 72.43% |
| June 30, 2023 | 72.43% |
| May 31, 2023 | 72.43% |
| April 30, 2023 | 72.43% |
| March 31, 2023 | 72.43% |
| February 28, 2023 | 72.43% |
| January 31, 2023 | 72.43% |
| December 31, 2022 | 72.43% |
| November 30, 2022 | 72.43% |
| October 31, 2022 | 72.43% |
| Date | Value |
|---|---|
| September 30, 2022 | 72.37% |
| August 31, 2022 | 70.71% |
| July 31, 2022 | 70.71% |
| June 30, 2022 | 69.11% |
| May 31, 2022 | 67.23% |
| April 30, 2022 | 67.23% |
| March 31, 2022 | 65.92% |
| February 28, 2022 | 65.92% |
| January 31, 2022 | 65.92% |
| December 31, 2021 | 65.92% |
| November 30, 2021 | 65.92% |
| October 31, 2021 | 60.44% |
| September 30, 2021 | 59.82% |
| August 31, 2021 | 59.82% |
| July 31, 2021 | 59.82% |
| June 30, 2021 | 59.82% |
| May 31, 2021 | 59.82% |
| April 30, 2021 | 59.82% |
| March 31, 2021 | 59.82% |
| February 28, 2021 | 59.82% |
| January 31, 2021 | 59.82% |
| December 31, 2020 | 59.82% |
| November 30, 2020 | 59.82% |
| October 31, 2020 | 59.82% |
| September 30, 2020 | 49.23% |
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
44.42%
Minimum
Nov 2019
72.43%
Maximum
Oct 2022
64.29%
Average
67.23%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| TotalEnergies SE | 59.57% |
| Viridien | 98.45% |
| Gaztransport et technigaz SA | -- |
| La Francaise de l'Energie | -- |
| Etablissements Maurel & Prom | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.86 |
| Beta (5Y) | 0.6779 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.47% |
| Historical Sharpe Ratio (5Y) | -0.3022 |
| Historical Sortino (5Y) | -0.4504 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.61% |