Renault SA (RNLSY)
10.38
+0.19
(+1.86%)
USD |
OTCM |
Apr 24, 16:00
Renault Max Drawdown (5Y): 86.02% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 86.02% |
February 29, 2024 | 86.02% |
January 31, 2024 | 86.02% |
December 31, 2023 | 86.02% |
November 30, 2023 | 86.02% |
October 31, 2023 | 86.02% |
September 30, 2023 | 86.02% |
August 31, 2023 | 86.02% |
July 31, 2023 | 86.02% |
June 30, 2023 | 86.02% |
May 31, 2023 | 86.02% |
April 30, 2023 | 86.02% |
March 31, 2023 | 86.02% |
February 28, 2023 | 86.02% |
January 31, 2023 | 86.02% |
December 31, 2022 | 86.02% |
November 30, 2022 | 86.02% |
October 31, 2022 | 86.02% |
September 30, 2022 | 86.02% |
August 31, 2022 | 86.02% |
July 31, 2022 | 86.02% |
June 30, 2022 | 86.02% |
May 31, 2022 | 86.02% |
April 30, 2022 | 86.02% |
March 31, 2022 | 86.02% |
Date | Value |
---|---|
February 28, 2022 | 86.02% |
January 31, 2022 | 86.02% |
December 31, 2021 | 86.02% |
November 30, 2021 | 86.02% |
October 31, 2021 | 86.02% |
September 30, 2021 | 86.02% |
August 31, 2021 | 86.02% |
July 31, 2021 | 86.02% |
June 30, 2021 | 86.02% |
May 31, 2021 | 86.02% |
April 30, 2021 | 86.02% |
March 31, 2021 | 86.02% |
February 28, 2021 | 86.02% |
January 31, 2021 | 86.02% |
December 31, 2020 | 86.02% |
November 30, 2020 | 86.02% |
October 31, 2020 | 86.02% |
September 30, 2020 | 86.02% |
August 31, 2020 | 86.02% |
July 31, 2020 | 86.02% |
June 30, 2020 | 86.02% |
May 31, 2020 | 86.02% |
April 30, 2020 | 86.02% |
March 31, 2020 | 86.02% |
February 29, 2020 | 73.52% |
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
48.88%
Minimum
Apr 2019
86.02%
Maximum
Mar 2020
80.55%
Average
86.02%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Hermes International SA | 45.60% |
Lvmh Moet Hennessy Louis Vuitton SE | 35.68% |
Valeo SA | 84.14% |
Michelin | 49.86% |
Kering SA | 57.04% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -27.63 |
Beta (5Y) | 1.668 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.45% |
Historical Sharpe Ratio (5Y) | -0.116 |
Historical Sortino (5Y) | -0.1772 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.62% |