Sofina SA (SFNXF)
231.10
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Sofina Max Drawdown (5Y): 63.11% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 63.11% |
| March 31, 2024 | 63.11% |
| February 29, 2024 | 63.11% |
| January 31, 2024 | 63.11% |
| December 31, 2023 | 63.11% |
| November 30, 2023 | 63.11% |
| October 31, 2023 | 63.11% |
| September 30, 2023 | 63.11% |
| August 31, 2023 | 63.11% |
| July 31, 2023 | 63.11% |
| June 30, 2023 | 63.11% |
| May 31, 2023 | 63.11% |
| April 30, 2023 | 63.11% |
| March 31, 2023 | 63.11% |
| February 28, 2023 | 63.11% |
| January 31, 2023 | 63.11% |
| December 31, 2022 | 63.11% |
| November 30, 2022 | 63.11% |
| October 31, 2022 | 63.11% |
| September 30, 2022 | 60.78% |
| August 31, 2022 | 57.18% |
| July 31, 2022 | 57.18% |
| June 30, 2022 | 57.18% |
| May 31, 2022 | 42.04% |
| April 30, 2022 | 26.66% |
| Date | Value |
|---|---|
| March 31, 2022 | 26.66% |
| February 28, 2022 | 24.05% |
| January 31, 2022 | 24.05% |
| December 31, 2021 | 24.05% |
| November 30, 2021 | 24.05% |
| October 31, 2021 | 24.05% |
| September 30, 2021 | 24.05% |
| August 31, 2021 | 24.05% |
| July 31, 2021 | 24.05% |
| June 30, 2021 | 24.05% |
| May 31, 2021 | 24.05% |
| April 30, 2021 | 24.05% |
| March 31, 2021 | 24.05% |
| February 28, 2021 | 24.05% |
| January 31, 2021 | 24.05% |
| December 31, 2020 | 24.05% |
| November 30, 2020 | 24.05% |
| October 31, 2020 | 24.05% |
| September 30, 2020 | 24.05% |
| August 31, 2020 | 24.05% |
| July 31, 2020 | 24.05% |
| June 30, 2020 | 24.05% |
| May 31, 2020 | 24.05% |
| April 30, 2020 | 24.05% |
| March 31, 2020 | 24.05% |
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
2.16%
Minimum
May 2019
63.11%
Maximum
Oct 2022
35.43%
Average
24.05%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Ageas SA/ NV | 55.34% |
| KBC Groupe NV | 53.85% |
| Dexia SA | 86.57% |
| Groupe Bruxelles Lambert SA | 70.16% |
| Bar Harbor Bankshares Inc | 54.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.449 |
| Beta (5Y) | 0.5528 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.54% |
| Historical Sharpe Ratio (5Y) | 0.0704 |
| Historical Sortino (5Y) | 0.1217 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.81% |