Stellantis NV (STLA)
13.72
+0.02
(+0.18%)
USD |
NYSE |
Nov 04, 13:38
Stellantis Max Drawdown (5Y): 70.30% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 70.30% |
| September 30, 2024 | 70.30% |
| August 31, 2024 | 70.30% |
| July 31, 2024 | 70.30% |
| June 30, 2024 | 70.30% |
| May 31, 2024 | 70.30% |
| April 30, 2024 | 70.30% |
| March 31, 2024 | 70.30% |
| February 29, 2024 | 70.30% |
| January 31, 2024 | 70.30% |
| December 31, 2023 | 70.30% |
| November 30, 2023 | 70.30% |
| October 31, 2023 | 70.30% |
| September 30, 2023 | 70.30% |
| August 31, 2023 | 70.30% |
| July 31, 2023 | 70.30% |
| June 30, 2023 | 70.30% |
| May 31, 2023 | 70.30% |
| April 30, 2023 | 70.30% |
| March 31, 2023 | 70.30% |
| February 28, 2023 | 70.30% |
| January 31, 2023 | 70.30% |
| December 31, 2022 | 70.30% |
| November 30, 2022 | 70.30% |
| October 31, 2022 | 70.30% |
| Date | Value |
|---|---|
| September 30, 2022 | 70.30% |
| August 31, 2022 | 70.30% |
| July 31, 2022 | 70.30% |
| June 30, 2022 | 70.30% |
| May 31, 2022 | 70.30% |
| April 30, 2022 | 70.30% |
| March 31, 2022 | 70.30% |
| February 28, 2022 | 70.30% |
| January 31, 2022 | 70.30% |
| December 31, 2021 | 70.30% |
| November 30, 2021 | 70.30% |
| October 31, 2021 | 70.30% |
| September 30, 2021 | 70.30% |
| August 31, 2021 | 70.30% |
| July 31, 2021 | 70.30% |
| June 30, 2021 | 70.30% |
| May 31, 2021 | 70.30% |
| April 30, 2021 | 70.30% |
| March 31, 2021 | 70.30% |
| February 28, 2021 | 70.30% |
| January 31, 2021 | 70.30% |
| December 31, 2020 | 70.30% |
| November 30, 2020 | 70.30% |
| October 31, 2020 | 70.30% |
| September 30, 2020 | 70.30% |
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
48.22%
Minimum
Nov 2019
70.30%
Maximum
Mar 2020
68.83%
Average
70.30%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Toyota Motor Corp | 36.79% |
| Tesla Inc | 73.63% |
| General Motors Co | 59.94% |
| Ford Motor Co | 66.06% |
| Rivian Automotive Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.19 |
| Beta (5Y) | 1.562 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.84% |
| Historical Sharpe Ratio (5Y) | 0.0728 |
| Historical Sortino (5Y) | 0.1024 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.49% |