Thales (THLEF)

139.00 -8.90 (-6.02%) USD  |  OTCM  |  Dec 20, 16:00
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Thales Max Drawdown (5Y): 54.49% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Veolia Environnement SA 48.67%
Sodexo 57.79%
Vinci SA 47.27%
Safran SA 65.58%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.1310
Beta (5Y) 0.5690
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 32.46%
Historical Sharpe Ratio (5Y) 0.23
Historical Sortino (5Y) 0.3798
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.61%