Société Générale SA (SCGLF)
75.95
-4.08
(-5.09%)
USD |
OTCM |
Oct 06, 16:00
Société Générale Max Drawdown (5Y) : 62.63% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 62.63% |
| August 31, 2026 | 62.63% |
| July 31, 2026 | 62.63% |
| June 30, 2026 | 62.63% |
| May 31, 2026 | 62.63% |
| April 30, 2026 | 62.63% |
| March 31, 2026 | 62.63% |
| February 28, 2026 | 62.63% |
| January 31, 2026 | 66.11% |
| December 31, 2025 | 66.11% |
| November 30, 2025 | 66.11% |
| October 31, 2025 | 75.94% |
| September 30, 2025 | 76.79% |
| August 31, 2025 | 76.86% |
| July 31, 2025 | 76.86% |
| June 30, 2025 | 76.86% |
| May 31, 2025 | 76.86% |
| April 30, 2025 | 77.31% |
| March 31, 2025 | 77.31% |
| February 28, 2025 | 77.31% |
| January 31, 2025 | 77.31% |
| December 31, 2024 | 77.31% |
| November 30, 2024 | 77.31% |
| October 31, 2024 | 77.31% |
| September 30, 2024 | 77.31% |
| Date | Value |
|---|---|
| August 31, 2024 | 77.31% |
| July 31, 2024 | 77.31% |
| June 30, 2024 | 77.31% |
| May 31, 2024 | 77.31% |
| April 30, 2024 | 77.31% |
| March 31, 2024 | 77.31% |
| February 29, 2024 | 77.31% |
| January 31, 2024 | 77.31% |
| December 31, 2023 | 77.31% |
| November 30, 2023 | 77.31% |
| October 31, 2023 | 77.31% |
| September 30, 2023 | 77.31% |
| August 31, 2023 | 77.31% |
| July 31, 2023 | 77.31% |
| June 30, 2023 | 77.31% |
| May 31, 2023 | 77.31% |
| April 30, 2023 | 77.31% |
| March 31, 2023 | 77.31% |
| February 28, 2023 | 77.31% |
| January 31, 2023 | 77.31% |
| December 31, 2022 | 77.31% |
| November 30, 2022 | 77.31% |
| October 31, 2022 | 77.31% |
| September 30, 2022 | 77.31% |
| August 31, 2022 | 77.31% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| BNP Paribas SA | 42.70% |
| Crédit Agricole SA | 46.11% |
| Barclays PLC | 48.18% |
| HSBC Holdings Plc | 43.49% |
| JPMorgan Chase & Co. | 38.75% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 14.61 |
| Beta (5Y) | 0.7936 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.72% |
| Historical Sharpe Ratio (5Y) | 0.5537 |
| Historical Sortino (5Y) | 0.8352 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.27% |