Sanofi SA (SNY)
49.16
-0.20
(-0.41%)
USD |
NASDAQ |
Apr 26, 14:28
Sanofi Max Drawdown (5Y): 33.52% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 33.52% |
| February 29, 2024 | 33.52% |
| January 31, 2024 | 33.52% |
| December 31, 2023 | 33.52% |
| November 30, 2023 | 33.52% |
| October 31, 2023 | 33.52% |
| September 30, 2023 | 33.52% |
| August 31, 2023 | 33.52% |
| July 31, 2023 | 33.52% |
| June 30, 2023 | 33.52% |
| May 31, 2023 | 33.52% |
| April 30, 2023 | 33.52% |
| March 31, 2023 | 33.52% |
| February 28, 2023 | 33.52% |
| January 31, 2023 | 33.52% |
| December 31, 2022 | 33.52% |
| November 30, 2022 | 33.52% |
| October 31, 2022 | 33.52% |
| September 30, 2022 | 33.52% |
| August 31, 2022 | 27.68% |
| July 31, 2022 | 26.40% |
| June 30, 2022 | 26.40% |
| May 31, 2022 | 26.40% |
| April 30, 2022 | 26.40% |
| March 31, 2022 | 26.40% |
| Date | Value |
|---|---|
| February 28, 2022 | 26.40% |
| January 31, 2022 | 26.40% |
| December 31, 2021 | 26.40% |
| November 30, 2021 | 26.40% |
| October 31, 2021 | 26.40% |
| September 30, 2021 | 27.58% |
| August 31, 2021 | 27.58% |
| July 31, 2021 | 30.36% |
| June 30, 2021 | 30.36% |
| May 31, 2021 | 30.36% |
| April 30, 2021 | 30.36% |
| March 31, 2021 | 30.36% |
| February 28, 2021 | 30.36% |
| January 31, 2021 | 30.36% |
| December 31, 2020 | 30.36% |
| November 30, 2020 | 30.85% |
| October 31, 2020 | 30.85% |
| September 30, 2020 | 30.85% |
| August 31, 2020 | 30.85% |
| July 31, 2020 | 30.85% |
| June 30, 2020 | 30.85% |
| May 31, 2020 | 30.85% |
| April 30, 2020 | 30.85% |
| March 31, 2020 | 30.85% |
| February 29, 2020 | 30.85% |
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
26.40%
Minimum
Oct 2021
33.52%
Maximum
Sep 2022
30.73%
Average
30.85%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| AstraZeneca PLC | 24.93% |
| GSK PLC | 50.14% |
| Novo Nordisk A/S | 23.65% |
| Regeneron Pharmaceuticals Inc | 53.84% |
| Inhibrx Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.183 |
| Beta (5Y) | 0.6127 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.00% |
| Historical Sharpe Ratio (5Y) | 0.1659 |
| Historical Sortino (5Y) | 0.2354 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.43% |