Sopra Steria Group SA (SPSAF)
190.00
0.00 (0.00%)
USD |
OTCM |
Oct 07, 16:00
Sopra Steria Group Max Drawdown (5Y) : 38.98% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 38.98% |
| August 31, 2026 | 38.98% |
| July 31, 2026 | 38.98% |
| June 30, 2026 | 38.98% |
| May 31, 2026 | 38.98% |
| April 30, 2026 | 38.98% |
| March 31, 2026 | 37.64% |
| February 28, 2026 | 36.37% |
| January 31, 2026 | 36.37% |
| December 31, 2025 | 36.37% |
| November 30, 2025 | 36.37% |
| October 31, 2025 | 27.69% |
| September 30, 2025 | 27.69% |
| August 31, 2025 | 27.69% |
| July 31, 2025 | 27.69% |
| June 30, 2025 | 30.91% |
| May 31, 2025 | 34.07% |
| April 30, 2025 | 34.07% |
| March 31, 2025 | 34.07% |
| February 28, 2025 | 34.07% |
| January 31, 2025 | 34.07% |
| December 31, 2024 | 34.07% |
| November 30, 2024 | 34.07% |
| October 31, 2024 | 34.07% |
| September 30, 2024 | 34.07% |
| Date | Value |
|---|---|
| August 31, 2024 | 34.07% |
| July 31, 2024 | 34.07% |
| June 30, 2024 | 34.07% |
| May 31, 2024 | 34.07% |
| April 30, 2024 | 34.07% |
| March 31, 2024 | 34.07% |
| February 29, 2024 | 34.07% |
| January 31, 2024 | 34.07% |
| December 31, 2023 | 34.07% |
| November 30, 2023 | 34.07% |
| October 31, 2023 | 34.07% |
| September 30, 2023 | 34.07% |
| August 31, 2023 | 34.07% |
| July 31, 2023 | 34.07% |
| June 30, 2023 | 34.07% |
| May 31, 2023 | 34.07% |
| April 30, 2023 | 34.07% |
| March 31, 2023 | 34.07% |
| February 28, 2023 | 34.07% |
| January 31, 2023 | 34.07% |
| December 31, 2022 | 34.07% |
| November 30, 2022 | 34.07% |
| October 31, 2022 | 34.07% |
| September 30, 2022 | 34.07% |
| August 31, 2022 | 34.07% |
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
| Capgemini SE | 57.69% |
| Atos Group | 100.0% |
| OVH Groupe SA | -- |
| Reply SpA | 56.27% |
| CSP, Inc. | 73.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.278 |
| Beta (5Y) | 0.1122 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.02% |
| Historical Sharpe Ratio (5Y) | -0.0862 |
| Historical Sortino (5Y) | -0.1366 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.56% |