Schneider Electric SE (SBGSY)
61.40
-7.00
(-10.23%)
USD |
OTCM |
Oct 05, 16:00
Schneider Electric Max Drawdown (5Y) : 45.09% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 45.09% |
| August 31, 2026 | 45.09% |
| July 31, 2026 | 45.09% |
| June 30, 2026 | 45.09% |
| May 31, 2026 | 45.09% |
| April 30, 2026 | 45.09% |
| March 31, 2026 | 45.09% |
| February 28, 2026 | 45.09% |
| January 31, 2026 | 45.09% |
| December 31, 2025 | 45.09% |
| November 30, 2025 | 45.09% |
| October 31, 2025 | 45.09% |
| September 30, 2025 | 45.09% |
| August 31, 2025 | 45.09% |
| July 31, 2025 | 45.09% |
| June 30, 2025 | 45.09% |
| May 31, 2025 | 45.09% |
| April 30, 2025 | 45.09% |
| March 31, 2025 | 45.09% |
| February 28, 2025 | 45.09% |
| January 31, 2025 | 45.09% |
| December 31, 2024 | 45.09% |
| November 30, 2024 | 45.09% |
| October 31, 2024 | 45.09% |
| September 30, 2024 | 45.09% |
| Date | Value |
|---|---|
| August 31, 2024 | 45.09% |
| July 31, 2024 | 45.09% |
| June 30, 2024 | 45.09% |
| May 31, 2024 | 45.09% |
| April 30, 2024 | 45.09% |
| March 31, 2024 | 45.09% |
| February 29, 2024 | 45.09% |
| January 31, 2024 | 45.09% |
| December 31, 2023 | 45.09% |
| November 30, 2023 | 45.09% |
| October 31, 2023 | 45.09% |
| September 30, 2023 | 45.09% |
| August 31, 2023 | 45.09% |
| July 31, 2023 | 45.09% |
| June 30, 2023 | 45.09% |
| May 31, 2023 | 45.09% |
| April 30, 2023 | 45.09% |
| March 31, 2023 | 45.09% |
| February 28, 2023 | 45.09% |
| January 31, 2023 | 45.09% |
| December 31, 2022 | 45.09% |
| November 30, 2022 | 45.09% |
| October 31, 2022 | 45.09% |
| September 30, 2022 | 45.09% |
| August 31, 2022 | 41.69% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Mersen SA | 50.47% |
| Legrand SA | 45.41% |
| Hubbell, Inc. | 32.65% |
| Thermon Group Holdings, Inc. | -- |
| Furukawa Electric Co., Ltd. | 76.09% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.192 |
| Beta (5Y) | 1.511 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.15% |
| Historical Sharpe Ratio (5Y) | 0.4435 |
| Historical Sortino (5Y) | 0.8422 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.00% |