Safran SA (SAFRF)
265.18
-2.31
(-0.86%)
USD |
OTCM |
Mar 28, 16:00
Safran Max Drawdown (5Y): 65.60% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Veolia Environnement SA | 48.67% |
| Sodexo | 57.79% |
| Vinci SA | 47.27% |
| Schneider Electric SE | 45.09% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.254 |
| Beta (5Y) | 1.419 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.76% |
| Historical Sharpe Ratio (5Y) | 0.3792 |
| Historical Sortino (5Y) | 0.7604 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.86% |