Sopra Steria Group SA (SPSAF)
197.03
0.00 (0.00%)
USD |
OTCM |
Nov 21, 16:00
Sopra Steria Group Max Drawdown (5Y): 42.86% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 42.86% |
| August 31, 2024 | 42.86% |
| July 31, 2024 | 42.86% |
| June 30, 2024 | 42.86% |
| May 31, 2024 | 42.86% |
| April 30, 2024 | 42.86% |
| March 31, 2024 | 42.86% |
| February 29, 2024 | 42.86% |
| January 31, 2024 | 42.86% |
| December 31, 2023 | 42.86% |
| November 30, 2023 | 42.86% |
| October 31, 2023 | 42.86% |
| September 30, 2023 | 42.86% |
| August 31, 2023 | 42.86% |
| July 31, 2023 | 42.86% |
| June 30, 2023 | 42.86% |
| May 31, 2023 | 42.86% |
| April 30, 2023 | 42.86% |
| March 31, 2023 | 42.86% |
| February 28, 2023 | 42.86% |
| January 31, 2023 | 42.86% |
| December 31, 2022 | 42.86% |
| November 30, 2022 | 42.86% |
| October 31, 2022 | 42.86% |
| September 30, 2022 | 42.86% |
| Date | Value |
|---|---|
| August 31, 2022 | 42.86% |
| July 31, 2022 | 42.86% |
| June 30, 2022 | 42.86% |
| May 31, 2022 | 42.86% |
| April 30, 2022 | 42.86% |
| March 31, 2022 | 42.86% |
| February 28, 2022 | 42.86% |
| January 31, 2022 | 42.86% |
| December 31, 2021 | 42.86% |
| November 30, 2021 | 42.86% |
| October 31, 2021 | 42.86% |
| September 30, 2021 | 42.86% |
| August 31, 2021 | 42.86% |
| July 31, 2021 | 42.86% |
| June 30, 2021 | 42.86% |
| May 31, 2021 | 42.86% |
| April 30, 2021 | 42.86% |
| March 31, 2021 | 42.86% |
| February 28, 2021 | 42.86% |
| January 31, 2021 | 42.86% |
| December 31, 2020 | 42.86% |
| November 30, 2020 | 42.86% |
| October 31, 2020 | 42.86% |
| September 30, 2020 | 42.86% |
| August 31, 2020 | 42.86% |
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
8.65%
Minimum
Nov 2019
42.86%
Maximum
Mar 2020
40.54%
Average
42.86%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Sequans Communications SA | 96.23% |
| Capgemini SE | 54.44% |
| Atos SE | 99.36% |
| AMTD Digital Inc | -- |
| Alten | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.492 |
| Beta (5Y) | 0.6911 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.13% |
| Historical Sharpe Ratio (5Y) | 0.3631 |
| Historical Sortino (5Y) | 0.4526 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.45% |