SES SA (SGBAF)
3.465
-0.03
(-0.86%)
USD |
OTCM |
Nov 22, 15:54
SES Max Drawdown (5Y): 80.35% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 80.35% |
| September 30, 2024 | 80.35% |
| August 31, 2024 | 80.35% |
| July 31, 2024 | 80.35% |
| June 30, 2024 | 80.35% |
| May 31, 2024 | 80.35% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
80.35%
Maximum
Mar 2020
78.95%
Average
80.35%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Millicom International Cellular SA | 80.28% |
| RTL Group SA | 64.31% |
| Spotify Technology SA | -- |
| Mega Matrix Inc | 95.39% |
| Globalstar Inc | 92.44% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -41.41 |
| Beta (5Y) | 1.283 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.94% |
| Historical Sharpe Ratio (5Y) | -0.5923 |
| Historical Sortino (5Y) | -0.7736 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.55% |