Peugeot Invest (SFFFF)
107.90
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Peugeot Invest Max Drawdown (5Y): 39.58% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 39.58% |
March 31, 2024 | 39.58% |
February 29, 2024 | 39.58% |
January 31, 2024 | 39.58% |
December 31, 2023 | 39.58% |
November 30, 2023 | 39.58% |
October 31, 2023 | 39.58% |
September 30, 2023 | 39.58% |
August 31, 2023 | 39.58% |
July 31, 2023 | 39.58% |
June 30, 2023 | 39.58% |
May 31, 2023 | 39.58% |
April 30, 2023 | 39.58% |
March 31, 2023 | 39.58% |
February 28, 2023 | 39.58% |
January 31, 2023 | 39.58% |
December 31, 2022 | 39.58% |
November 30, 2022 | 39.58% |
October 31, 2022 | 39.58% |
September 30, 2022 | 39.58% |
August 31, 2022 | 39.58% |
July 31, 2022 | 39.58% |
June 30, 2022 | 39.58% |
May 31, 2022 | 39.58% |
April 30, 2022 | 39.58% |
Date | Value |
---|---|
March 31, 2022 | 39.58% |
February 28, 2022 | 39.58% |
January 31, 2022 | 39.58% |
December 31, 2021 | 39.58% |
November 30, 2021 | 39.58% |
October 31, 2021 | 39.58% |
September 30, 2021 | 39.58% |
August 31, 2021 | 39.58% |
July 31, 2021 | 39.58% |
June 30, 2021 | 39.58% |
May 31, 2021 | 39.58% |
April 30, 2021 | 39.58% |
March 31, 2021 | 39.58% |
February 28, 2021 | 39.58% |
January 31, 2021 | 39.58% |
December 31, 2020 | 39.58% |
November 30, 2020 | 39.58% |
October 31, 2020 | 39.58% |
September 30, 2020 | 39.58% |
August 31, 2020 | 39.58% |
July 31, 2020 | 39.58% |
June 30, 2020 | 37.60% |
May 31, 2020 | 28.66% |
April 30, 2020 | 28.66% |
March 31, 2020 | 28.66% |
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
28.66%
Minimum
May 2019
39.58%
Maximum
Jul 2020
37.18%
Average
39.58%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
AXA SA | 56.37% |
SCOR SE | 67.58% |
BNP Paribas | 64.87% |
Credit Agricole SA | 62.80% |
Societe Generale SA | 75.43% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.412 |
Beta (5Y) | 0.2367 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.09% |
Historical Sharpe Ratio (5Y) | -0.0175 |
Historical Sortino (5Y) | -0.0334 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.78% |