Société Générale SA (SCGLY)
14.73
-0.14
(-0.94%)
USD |
OTCM |
Oct 05, 16:00
Société Générale Max Drawdown (5Y) : 56.40% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 56.40% |
| August 31, 2026 | 56.40% |
| July 31, 2026 | 56.40% |
| June 30, 2026 | 56.40% |
| May 31, 2026 | 56.40% |
| April 30, 2026 | 56.40% |
| March 31, 2026 | 56.40% |
| February 28, 2026 | 56.40% |
| January 31, 2026 | 60.44% |
| December 31, 2025 | 60.96% |
| November 30, 2025 | 60.96% |
| October 31, 2025 | 70.33% |
| September 30, 2025 | 72.44% |
| August 31, 2025 | 73.18% |
| July 31, 2025 | 73.18% |
| June 30, 2025 | 73.18% |
| May 31, 2025 | 73.18% |
| April 30, 2025 | 73.33% |
| March 31, 2025 | 73.33% |
| February 28, 2025 | 73.33% |
| January 31, 2025 | 73.33% |
| December 31, 2024 | 73.33% |
| November 30, 2024 | 73.33% |
| October 31, 2024 | 73.33% |
| September 30, 2024 | 73.33% |
| Date | Value |
|---|---|
| August 31, 2024 | 73.33% |
| July 31, 2024 | 73.33% |
| June 30, 2024 | 73.33% |
| May 31, 2024 | 73.33% |
| April 30, 2024 | 73.33% |
| March 31, 2024 | 73.33% |
| February 29, 2024 | 73.33% |
| January 31, 2024 | 73.33% |
| December 31, 2023 | 73.33% |
| November 30, 2023 | 73.33% |
| October 31, 2023 | 73.33% |
| September 30, 2023 | 73.33% |
| August 31, 2023 | 73.33% |
| July 31, 2023 | 73.33% |
| June 30, 2023 | 73.33% |
| May 31, 2023 | 73.33% |
| April 30, 2023 | 73.33% |
| March 31, 2023 | 73.33% |
| February 28, 2023 | 73.33% |
| January 31, 2023 | 73.33% |
| December 31, 2022 | 73.33% |
| November 30, 2022 | 73.33% |
| October 31, 2022 | 73.33% |
| September 30, 2022 | 73.33% |
| August 31, 2022 | 73.33% |
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% |
| JPMorgan Chase & Co. | 38.75% |
| Ameris Bancorp | 49.08% |
| Arrow Financial Corp. | 50.55% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 13.32 |
| Beta (5Y) | 0.8031 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.15% |
| Historical Sharpe Ratio (5Y) | 0.5453 |
| Historical Sortino (5Y) | 0.7821 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.84% |