Schneider Electric SE (SBGSF)
252.80
+5.15
(+2.08%)
USD |
OTCM |
Nov 21, 15:54
Schneider Electric Max Drawdown (5Y): 45.25% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 45.25% |
| September 30, 2024 | 45.25% |
| August 31, 2024 | 45.25% |
| July 31, 2024 | 45.25% |
| June 30, 2024 | 45.25% |
| May 31, 2024 | 45.25% |
| April 30, 2024 | 45.25% |
| March 31, 2024 | 45.25% |
| February 29, 2024 | 45.25% |
| January 31, 2024 | 45.25% |
| December 31, 2023 | 45.25% |
| November 30, 2023 | 45.25% |
| October 31, 2023 | 45.25% |
| September 30, 2023 | 45.25% |
| August 31, 2023 | 45.25% |
| July 31, 2023 | 45.25% |
| June 30, 2023 | 45.25% |
| May 31, 2023 | 45.25% |
| April 30, 2023 | 45.25% |
| March 31, 2023 | 45.25% |
| February 28, 2023 | 45.25% |
| January 31, 2023 | 45.25% |
| December 31, 2022 | 45.25% |
| November 30, 2022 | 45.25% |
| October 31, 2022 | 45.25% |
| Date | Value |
|---|---|
| September 30, 2022 | 45.25% |
| August 31, 2022 | 43.13% |
| July 31, 2022 | 43.13% |
| June 30, 2022 | 40.17% |
| May 31, 2022 | 36.19% |
| April 30, 2022 | 34.15% |
| March 31, 2022 | 34.15% |
| February 28, 2022 | 34.15% |
| January 31, 2022 | 34.15% |
| December 31, 2021 | 34.15% |
| November 30, 2021 | 34.15% |
| October 31, 2021 | 34.15% |
| September 30, 2021 | 34.15% |
| August 31, 2021 | 34.15% |
| July 31, 2021 | 34.15% |
| June 30, 2021 | 34.15% |
| May 31, 2021 | 34.15% |
| April 30, 2021 | 38.48% |
| March 31, 2021 | 40.56% |
| February 28, 2021 | 40.56% |
| January 31, 2021 | 40.56% |
| December 31, 2020 | 40.56% |
| November 30, 2020 | 44.79% |
| October 31, 2020 | 47.31% |
| September 30, 2020 | 47.31% |
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
34.15%
Minimum
May 2021
47.31%
Maximum
Nov 2019
42.70%
Average
45.25%
Median
Sep 2022
Max Drawdown (5Y) Benchmarks
| Veolia Environnement SA | 48.67% |
| Sodexo | 57.79% |
| Vinci SA | 47.27% |
| Safran SA | 65.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.568 |
| Beta (5Y) | 1.264 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.13% |
| Historical Sharpe Ratio (5Y) | 0.7594 |
| Historical Sortino (5Y) | 1.157 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.13% |