Rexel SA (RXEEY)
29.74
+0.87
(+3.01%)
USD |
OTCM |
May 08, 15:46
Rexel Max Drawdown (5Y): 67.73% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 67.73% |
March 31, 2024 | 67.73% |
February 29, 2024 | 67.73% |
January 31, 2024 | 67.73% |
December 31, 2023 | 67.73% |
November 30, 2023 | 67.73% |
October 31, 2023 | 67.73% |
September 30, 2023 | 67.73% |
August 31, 2023 | 67.73% |
July 31, 2023 | 67.73% |
June 30, 2023 | 67.73% |
May 31, 2023 | 67.73% |
April 30, 2023 | 67.73% |
March 31, 2023 | 67.73% |
February 28, 2023 | 67.73% |
January 31, 2023 | 67.73% |
December 31, 2022 | 67.73% |
November 30, 2022 | 67.73% |
October 31, 2022 | 67.73% |
September 30, 2022 | 67.73% |
August 31, 2022 | 67.73% |
July 31, 2022 | 67.73% |
June 30, 2022 | 67.73% |
May 31, 2022 | 67.73% |
April 30, 2022 | 67.73% |
Date | Value |
---|---|
March 31, 2022 | 67.73% |
February 28, 2022 | 67.73% |
January 31, 2022 | 67.73% |
December 31, 2021 | 67.73% |
November 30, 2021 | 67.73% |
October 31, 2021 | 67.73% |
September 30, 2021 | 67.73% |
August 31, 2021 | 67.73% |
July 31, 2021 | 67.73% |
June 30, 2021 | 67.73% |
May 31, 2021 | 67.73% |
April 30, 2021 | 67.73% |
March 31, 2021 | 68.37% |
February 28, 2021 | 68.37% |
January 31, 2021 | 68.37% |
December 31, 2020 | 68.37% |
November 30, 2020 | 72.93% |
October 31, 2020 | 72.93% |
September 30, 2020 | 72.93% |
August 31, 2020 | 72.93% |
July 31, 2020 | 72.93% |
June 30, 2020 | 72.93% |
May 31, 2020 | 72.93% |
April 30, 2020 | 72.93% |
March 31, 2020 | 72.93% |
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
67.73%
Minimum
Apr 2021
72.93%
Maximum
May 2019
69.42%
Average
67.73%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
Sequans Communications SA | 96.23% |
Capgemini SE | 54.44% |
Atos SE | 98.13% |
Sopra Steria Group SA | 42.86% |
AMTD Digital Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.594 |
Beta (5Y) | 1.255 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.82% |
Historical Sharpe Ratio (5Y) | 0.3554 |
Historical Sortino (5Y) | 0.4714 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.55% |