Schneider Electric SE (SBGSY)
50.74
+0.28
(+0.55%)
USD |
OTCM |
Nov 19, 16:00
Schneider Electric Max Drawdown (5Y): 45.09% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 45.09% |
| September 30, 2024 | 45.09% |
| 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% |
| Date | Value |
|---|---|
| September 30, 2022 | 45.09% |
| August 31, 2022 | 41.69% |
| July 31, 2022 | 41.69% |
| June 30, 2022 | 39.64% |
| May 31, 2022 | 35.88% |
| April 30, 2022 | 35.63% |
| March 31, 2022 | 35.63% |
| February 28, 2022 | 35.63% |
| January 31, 2022 | 35.63% |
| December 31, 2021 | 35.63% |
| November 30, 2021 | 35.63% |
| October 31, 2021 | 35.63% |
| September 30, 2021 | 35.63% |
| August 31, 2021 | 35.63% |
| July 31, 2021 | 35.63% |
| June 30, 2021 | 35.63% |
| May 31, 2021 | 35.63% |
| April 30, 2021 | 39.39% |
| March 31, 2021 | 39.50% |
| February 28, 2021 | 39.50% |
| January 31, 2021 | 39.50% |
| December 31, 2020 | 39.50% |
| November 30, 2020 | 45.03% |
| October 31, 2020 | 46.57% |
| September 30, 2020 | 46.57% |
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
35.63%
Minimum
May 2021
46.57%
Maximum
Nov 2019
42.67%
Average
45.09%
Median
Sep 2022
Max Drawdown (5Y) Benchmarks
| Veolia Environnement SA | 48.67% |
| Sodexo | 57.79% |
| Vinci SA | 47.27% |
| Safran SA | 65.58% |
| Eiffage SA | 58.69% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.620 |
| Beta (5Y) | 1.278 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.90% |
| Historical Sharpe Ratio (5Y) | 0.7729 |
| Historical Sortino (5Y) | 1.172 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.45% |