Sanofi SA (SNYNF)
100.00
+4.46
(+4.66%)
USD |
OTCM |
May 01, 15:49
Sanofi Max Drawdown (5Y): 34.79% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 34.79% |
| March 31, 2024 | 34.79% |
| February 29, 2024 | 34.79% |
| January 31, 2024 | 34.79% |
| December 31, 2023 | 34.79% |
| November 30, 2023 | 34.79% |
| October 31, 2023 | 34.79% |
| September 30, 2023 | 34.79% |
| August 31, 2023 | 34.79% |
| July 31, 2023 | 34.79% |
| June 30, 2023 | 34.79% |
| May 31, 2023 | 34.79% |
| April 30, 2023 | 34.79% |
| March 31, 2023 | 34.79% |
| February 28, 2023 | 34.79% |
| January 31, 2023 | 34.79% |
| December 31, 2022 | 34.79% |
| November 30, 2022 | 34.79% |
| October 31, 2022 | 34.79% |
| September 30, 2022 | 34.79% |
| August 31, 2022 | 31.64% |
| July 31, 2022 | 25.50% |
| June 30, 2022 | 25.50% |
| May 31, 2022 | 25.50% |
| April 30, 2022 | 25.50% |
| Date | Value |
|---|---|
| March 31, 2022 | 25.50% |
| February 28, 2022 | 25.50% |
| January 31, 2022 | 25.50% |
| December 31, 2021 | 25.50% |
| November 30, 2021 | 25.62% |
| October 31, 2021 | 26.14% |
| September 30, 2021 | 26.94% |
| August 31, 2021 | 26.94% |
| July 31, 2021 | 29.78% |
| June 30, 2021 | 29.78% |
| May 31, 2021 | 29.78% |
| April 30, 2021 | 29.78% |
| March 31, 2021 | 29.78% |
| February 28, 2021 | 29.78% |
| January 31, 2021 | 29.78% |
| December 31, 2020 | 30.28% |
| November 30, 2020 | 31.24% |
| October 31, 2020 | 31.24% |
| September 30, 2020 | 31.24% |
| August 31, 2020 | 31.24% |
| July 31, 2020 | 31.24% |
| June 30, 2020 | 31.24% |
| May 31, 2020 | 31.24% |
| April 30, 2020 | 31.24% |
| March 31, 2020 | 31.24% |
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
25.50%
Minimum
Dec 2021
79.97%
Maximum
May 2019
36.03%
Average
31.24%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| DBV Technologies SA | 97.67% |
| Cellectis SA | 97.08% |
| PHAXIAM Therapeutics SA (DELISTED) | 98.46% |
| Genfit SA | 88.42% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.221 |
| Beta (5Y) | 0.31 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.45% |
| Historical Sharpe Ratio (5Y) | 0.1912 |
| Historical Sortino (5Y) | 0.2711 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.24% |