Soitec SA (SLOIF)
129.95
+8.00
(+6.56%)
USD |
OTCM |
Aug 27, 16:00
Soitec Max Drawdown (5Y) : 91.02% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 91.02% |
| June 30, 2026 | 91.02% |
| May 31, 2026 | 91.02% |
| April 30, 2026 | 91.02% |
| March 31, 2026 | 91.02% |
| February 28, 2026 | 91.02% |
| January 31, 2026 | 91.02% |
| December 31, 2025 | 91.02% |
| November 30, 2025 | 89.47% |
| October 31, 2025 | 86.28% |
| September 30, 2025 | 86.28% |
| August 31, 2025 | 84.58% |
| July 31, 2025 | 82.40% |
| June 30, 2025 | 82.32% |
| May 31, 2025 | 82.32% |
| April 30, 2025 | 82.32% |
| March 31, 2025 | 79.35% |
| February 28, 2025 | 78.64% |
| January 31, 2025 | 75.44% |
| December 31, 2024 | 75.44% |
| November 30, 2024 | 75.44% |
| October 31, 2024 | 69.23% |
| September 30, 2024 | 64.55% |
| August 31, 2024 | 64.55% |
| July 31, 2024 | 64.55% |
| Date | Value |
|---|---|
| June 30, 2024 | 64.55% |
| May 31, 2024 | 64.55% |
| April 30, 2024 | 64.55% |
| March 31, 2024 | 62.09% |
| February 29, 2024 | 58.59% |
| January 31, 2024 | 58.59% |
| December 31, 2023 | 58.59% |
| November 30, 2023 | 58.59% |
| October 31, 2023 | 58.59% |
| September 30, 2023 | 58.59% |
| August 31, 2023 | 58.59% |
| July 31, 2023 | 58.59% |
| June 30, 2023 | 58.59% |
| May 31, 2023 | 58.59% |
| April 30, 2023 | 58.59% |
| March 31, 2023 | 58.59% |
| February 28, 2023 | 58.59% |
| January 31, 2023 | 58.59% |
| December 31, 2022 | 58.59% |
| November 30, 2022 | 58.59% |
| October 31, 2022 | 58.59% |
| September 30, 2022 | 47.35% |
| August 31, 2022 | 47.35% |
| July 31, 2022 | 46.62% |
| June 30, 2022 | 46.16% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Sequans Communications SA | 98.58% |
| Analog Devices, Inc. | 32.20% |
| Advanced Micro Devices, Inc. | 65.45% |
| Amkor Technology, Inc. | 65.85% |
| ASML Holding NV | 56.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.30 |
| Beta (5Y) | 1.556 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 89.90% |
| Historical Sharpe Ratio (5Y) | -0.1777 |
| Historical Sortino (5Y) | -0.4322 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.56% |