Rubis SCA (RBSFY)
6.42
-0.26
(-3.89%)
USD |
OTCM |
May 03, 16:00
Rubis Max Drawdown (5Y): 72.43% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 49.11% |
July 31, 2020 | 49.11% |
June 30, 2020 | 49.11% |
May 31, 2020 | 49.11% |
April 30, 2020 | 49.11% |
March 31, 2020 | 49.11% |
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
May 2019
72.43%
Maximum
Oct 2022
61.49%
Average
63.18%
Median
Max Drawdown (5Y) Benchmarks
TotalEnergies SE | 59.57% |
CGG | 99.62% |
Technip Energies NV | -- |
Gaztransport et technigaz SA | -- |
La Francaise de l'Energie | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.17 |
Beta (5Y) | 0.7172 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.44% |
Historical Sharpe Ratio (5Y) | -0.2519 |
Historical Sortino (5Y) | -0.3644 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.81% |