Sanofi SA (SNY)
47.98
+0.20
(+0.42%)
USD |
NASDAQ |
Nov 21, 16:00
47.98
0.00 (0.00%)
After-Hours: 18:33
Sanofi Max Drawdown (5Y): 33.52% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 33.52% |
| September 30, 2024 | 33.52% |
| August 31, 2024 | 33.52% |
| July 31, 2024 | 33.52% |
| June 30, 2024 | 33.52% |
| May 31, 2024 | 33.52% |
| April 30, 2024 | 33.52% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| February 28, 2022 | 26.40% |
| January 31, 2022 | 26.40% |
| December 31, 2021 | 26.40% |
| November 30, 2021 | 27.58% |
| October 31, 2021 | 27.58% |
| September 30, 2021 | 30.36% |
| August 31, 2021 | 30.36% |
| 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 | 30.85% |
| December 31, 2020 | 30.85% |
| November 30, 2020 | 30.85% |
| October 31, 2020 | 30.85% |
| September 30, 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
Dec 2021
33.52%
Maximum
Sep 2022
31.19%
Average
30.85%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| AstraZeneca PLC | 24.93% |
| GSK PLC | 38.66% |
| Eli Lilly and Co | 22.48% |
| Novavax Inc | 98.82% |
| Regeneron Pharmaceuticals Inc | 47.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.577 |
| Beta (5Y) | 0.6168 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.41% |
| Historical Sharpe Ratio (5Y) | 0.1873 |
| Historical Sortino (5Y) | 0.2743 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.43% |