Societe Generale SA (SCGLF)
28.61
-0.89
(-3.02%)
USD |
OTCM |
May 17, 16:00
Societe Generale Max Drawdown (5Y): 75.11% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 75.11% |
March 31, 2024 | 75.11% |
February 29, 2024 | 75.11% |
January 31, 2024 | 75.11% |
December 31, 2023 | 75.11% |
November 30, 2023 | 75.11% |
October 31, 2023 | 75.11% |
September 30, 2023 | 75.11% |
August 31, 2023 | 75.11% |
July 31, 2023 | 75.11% |
June 30, 2023 | 75.11% |
May 31, 2023 | 75.11% |
April 30, 2023 | 75.11% |
March 31, 2023 | 75.11% |
February 28, 2023 | 75.11% |
January 31, 2023 | 75.11% |
December 31, 2022 | 75.11% |
November 30, 2022 | 75.11% |
October 31, 2022 | 75.11% |
September 30, 2022 | 75.11% |
August 31, 2022 | 75.11% |
July 31, 2022 | 75.11% |
June 30, 2022 | 75.11% |
May 31, 2022 | 75.11% |
April 30, 2022 | 75.11% |
Date | Value |
---|---|
March 31, 2022 | 75.11% |
February 28, 2022 | 75.11% |
January 31, 2022 | 75.11% |
December 31, 2021 | 75.11% |
November 30, 2021 | 75.11% |
October 31, 2021 | 75.11% |
September 30, 2021 | 75.11% |
August 31, 2021 | 75.11% |
July 31, 2021 | 75.11% |
June 30, 2021 | 75.11% |
May 31, 2021 | 75.11% |
April 30, 2021 | 75.11% |
March 31, 2021 | 75.11% |
February 28, 2021 | 75.11% |
January 31, 2021 | 75.11% |
December 31, 2020 | 75.11% |
November 30, 2020 | 75.11% |
October 31, 2020 | 75.11% |
September 30, 2020 | 75.11% |
August 31, 2020 | 75.11% |
July 31, 2020 | 75.11% |
June 30, 2020 | 75.11% |
May 31, 2020 | 75.11% |
April 30, 2020 | 72.77% |
March 31, 2020 | 71.60% |
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
54.06%
Minimum
May 2019
75.11%
Maximum
May 2020
71.51%
Average
75.11%
Median
May 2020
Max Drawdown (5Y) Benchmarks
BNP Paribas | 64.87% |
AXA SA | 56.37% |
SCOR SE | 67.58% |
Credit Agricole SA | 62.80% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.62 |
Beta (5Y) | 1.346 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.06% |
Historical Sharpe Ratio (5Y) | -0.0131 |
Historical Sortino (5Y) | -0.0169 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.23% |