Robertet SA (RBTEF)
933.25
0.00 (0.00%)
USD |
OTCM |
Nov 21, 16:00
Robertet Max Drawdown (5Y): 33.43% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 33.43% |
| August 31, 2024 | 33.43% |
| July 31, 2024 | 33.43% |
| June 30, 2024 | 33.43% |
| May 31, 2024 | 33.43% |
| April 30, 2024 | 33.43% |
| March 31, 2024 | 33.43% |
| February 29, 2024 | 33.43% |
| January 31, 2024 | 33.43% |
| December 31, 2023 | 33.43% |
| November 30, 2023 | 33.43% |
| October 31, 2023 | 33.43% |
| September 30, 2023 | 33.43% |
| August 31, 2023 | 33.43% |
| July 31, 2023 | 33.43% |
| June 30, 2023 | 33.43% |
| May 31, 2023 | 33.43% |
| April 30, 2023 | 33.43% |
| March 31, 2023 | 33.43% |
| February 28, 2023 | 33.43% |
| January 31, 2023 | 33.43% |
| December 31, 2022 | 33.43% |
| November 30, 2022 | 33.43% |
| October 31, 2022 | 31.43% |
| September 30, 2022 | 31.43% |
| Date | Value |
|---|---|
| August 31, 2022 | 31.43% |
| July 31, 2022 | 31.43% |
| June 30, 2022 | 31.43% |
| May 31, 2022 | 31.43% |
| April 30, 2022 | 31.43% |
| March 31, 2022 | 31.43% |
| February 28, 2022 | 22.62% |
| January 31, 2022 | 19.31% |
| December 31, 2021 | 11.22% |
| November 30, 2021 | 11.22% |
| October 31, 2021 | 11.22% |
| September 30, 2021 | 11.22% |
| August 31, 2021 | 11.22% |
| July 31, 2021 | 11.22% |
| June 30, 2021 | 11.22% |
| May 31, 2021 | 11.22% |
| April 30, 2021 | 11.22% |
| March 31, 2021 | 11.22% |
| February 28, 2021 | 10.99% |
| January 31, 2021 | 10.99% |
| December 31, 2020 | 10.99% |
| November 30, 2020 | 9.97% |
| October 31, 2020 | 9.97% |
| September 30, 2020 | 9.97% |
| August 31, 2020 | 9.97% |
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
2.72%
Minimum
Nov 2019
33.43%
Maximum
Nov 2022
22.17%
Average
31.43%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| Constellium SE | 79.68% |
| Arkema SA | 62.02% |
| Air Liquide SA | 31.30% |
| Vicat SA | -- |
| Imerys | 58.74% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.648 |
| Beta (5Y) | -0.0606 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.95% |
| Historical Sharpe Ratio (5Y) | 0.1009 |
| Historical Sortino (5Y) | 0.2114 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.97% |