SES SA (SGBAF)
5.14
-0.27
(-4.99%)
USD |
OTCM |
May 06, 15:48
SES Max Drawdown (5Y): 80.35% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 80.35% |
March 31, 2024 | 80.35% |
February 29, 2024 | 80.35% |
January 31, 2024 | 80.35% |
December 31, 2023 | 80.35% |
November 30, 2023 | 80.35% |
October 31, 2023 | 80.35% |
September 30, 2023 | 80.35% |
August 31, 2023 | 80.35% |
July 31, 2023 | 80.35% |
June 30, 2023 | 80.35% |
May 31, 2023 | 80.35% |
April 30, 2023 | 80.35% |
March 31, 2023 | 80.35% |
February 28, 2023 | 80.35% |
January 31, 2023 | 80.35% |
December 31, 2022 | 80.35% |
November 30, 2022 | 80.35% |
October 31, 2022 | 80.35% |
September 30, 2022 | 80.35% |
August 31, 2022 | 80.35% |
July 31, 2022 | 80.35% |
June 30, 2022 | 80.35% |
May 31, 2022 | 80.35% |
April 30, 2022 | 80.35% |
Date | Value |
---|---|
March 31, 2022 | 80.35% |
February 28, 2022 | 80.35% |
January 31, 2022 | 80.35% |
December 31, 2021 | 80.35% |
November 30, 2021 | 80.35% |
October 31, 2021 | 80.35% |
September 30, 2021 | 80.35% |
August 31, 2021 | 80.35% |
July 31, 2021 | 80.35% |
June 30, 2021 | 80.35% |
May 31, 2021 | 80.35% |
April 30, 2021 | 80.35% |
March 31, 2021 | 80.35% |
February 28, 2021 | 80.35% |
January 31, 2021 | 80.35% |
December 31, 2020 | 80.35% |
November 30, 2020 | 80.35% |
October 31, 2020 | 80.35% |
September 30, 2020 | 80.35% |
August 31, 2020 | 80.35% |
July 31, 2020 | 80.35% |
June 30, 2020 | 80.35% |
May 31, 2020 | 80.35% |
April 30, 2020 | 80.35% |
March 31, 2020 | 80.35% |
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
59.08%
Minimum
May 2019
80.35%
Maximum
Mar 2020
76.82%
Average
80.35%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Millicom International Cellular SA | 77.89% |
RTL Group SA | 64.31% |
Spotify Technology SA | 80.51% |
Inuvo Inc | 95.07% |
Globalstar Inc | 90.63% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -32.64 |
Beta (5Y) | 1.261 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.39% |
Historical Sharpe Ratio (5Y) | -0.4283 |
Historical Sortino (5Y) | -0.5358 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.24% |