Thales (THLEF)
150.00
-5.20
(-3.35%)
USD |
OTCM |
Nov 22, 15:08
Thales Max Drawdown (5Y): 54.49% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 54.49% |
| August 31, 2024 | 54.49% |
| July 31, 2024 | 54.49% |
| June 30, 2024 | 54.49% |
| May 31, 2024 | 54.49% |
| April 30, 2024 | 54.49% |
| March 31, 2024 | 54.49% |
| February 29, 2024 | 54.49% |
| January 31, 2024 | 54.49% |
| December 31, 2023 | 54.49% |
| November 30, 2023 | 54.49% |
| October 31, 2023 | 54.49% |
| September 30, 2023 | 54.49% |
| August 31, 2023 | 54.49% |
| July 31, 2023 | 54.49% |
| June 30, 2023 | 54.49% |
| May 31, 2023 | 54.49% |
| April 30, 2023 | 54.49% |
| March 31, 2023 | 54.49% |
| February 28, 2023 | 54.49% |
| January 31, 2023 | 54.49% |
| December 31, 2022 | 54.49% |
| November 30, 2022 | 54.49% |
| October 31, 2022 | 54.49% |
| September 30, 2022 | 54.49% |
| Date | Value |
|---|---|
| August 31, 2022 | 54.49% |
| July 31, 2022 | 54.49% |
| June 30, 2022 | 54.49% |
| May 31, 2022 | 54.49% |
| April 30, 2022 | 54.49% |
| March 31, 2022 | 54.49% |
| February 28, 2022 | 54.49% |
| January 31, 2022 | 54.49% |
| December 31, 2021 | 54.49% |
| November 30, 2021 | 54.49% |
| October 31, 2021 | 54.49% |
| September 30, 2021 | 54.49% |
| August 31, 2021 | 54.49% |
| July 31, 2021 | 54.49% |
| June 30, 2021 | 54.49% |
| May 31, 2021 | 54.49% |
| April 30, 2021 | 54.49% |
| March 31, 2021 | 54.49% |
| February 28, 2021 | 54.49% |
| January 31, 2021 | 54.49% |
| December 31, 2020 | 54.49% |
| November 30, 2020 | 54.49% |
| October 31, 2020 | 54.49% |
| September 30, 2020 | 54.49% |
| August 31, 2020 | 54.49% |
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
33.43%
Minimum
Nov 2019
54.49%
Maximum
Mar 2020
53.06%
Average
54.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Veolia Environnement SA | 48.67% |
| Sodexo | 57.79% |
| Vinci SA | 47.27% |
| Safran SA | 65.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.942 |
| Beta (5Y) | 0.6041 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.50% |
| Historical Sharpe Ratio (5Y) | 0.1943 |
| Historical Sortino (5Y) | 0.3169 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.61% |