Societe Generale SA (SCGLY)
5.895
-0.08
(-1.42%)
USD |
OTCM |
Nov 05, 14:22
Societe Generale Max Drawdown (5Y): 75.43% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 75.43% |
| September 30, 2024 | 75.43% |
| August 31, 2024 | 75.43% |
| July 31, 2024 | 75.43% |
| June 30, 2024 | 75.43% |
| May 31, 2024 | 75.43% |
| April 30, 2024 | 75.43% |
| March 31, 2024 | 75.43% |
| February 29, 2024 | 75.43% |
| January 31, 2024 | 75.43% |
| December 31, 2023 | 75.43% |
| November 30, 2023 | 75.43% |
| October 31, 2023 | 75.43% |
| September 30, 2023 | 75.43% |
| August 31, 2023 | 75.43% |
| July 31, 2023 | 75.43% |
| June 30, 2023 | 75.43% |
| May 31, 2023 | 75.43% |
| April 30, 2023 | 75.43% |
| March 31, 2023 | 75.43% |
| February 28, 2023 | 75.43% |
| January 31, 2023 | 75.43% |
| December 31, 2022 | 75.43% |
| November 30, 2022 | 75.43% |
| October 31, 2022 | 75.43% |
| Date | Value |
|---|---|
| September 30, 2022 | 75.43% |
| August 31, 2022 | 75.43% |
| July 31, 2022 | 75.43% |
| June 30, 2022 | 75.43% |
| May 31, 2022 | 75.43% |
| April 30, 2022 | 75.43% |
| March 31, 2022 | 75.43% |
| February 28, 2022 | 75.43% |
| January 31, 2022 | 75.43% |
| December 31, 2021 | 75.43% |
| November 30, 2021 | 75.43% |
| October 31, 2021 | 75.43% |
| September 30, 2021 | 75.43% |
| August 31, 2021 | 75.43% |
| July 31, 2021 | 75.43% |
| June 30, 2021 | 75.43% |
| May 31, 2021 | 75.43% |
| April 30, 2021 | 75.43% |
| March 31, 2021 | 75.43% |
| February 28, 2021 | 75.43% |
| January 31, 2021 | 75.43% |
| December 31, 2020 | 75.43% |
| November 30, 2020 | 75.43% |
| October 31, 2020 | 75.43% |
| September 30, 2020 | 75.43% |
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
54.90%
Minimum
Nov 2019
75.43%
Maximum
May 2020
73.98%
Average
75.43%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| AXA SA | 56.37% |
| SCOR SE | 67.58% |
| BNP Paribas | 64.87% |
| Credit Agricole SA | 62.80% |
| AMTD IDEA Group | 97.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.29 |
| Beta (5Y) | 1.412 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.60% |
| Historical Sharpe Ratio (5Y) | 0.0414 |
| Historical Sortino (5Y) | 0.0526 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.14% |