Thales (THLEF)
178.00
+0.80
(+0.45%)
USD |
OTCM |
May 07, 15:59
Thales Max Drawdown (5Y): 54.49% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
July 31, 2020 | 54.49% |
June 30, 2020 | 54.49% |
May 31, 2020 | 54.49% |
April 30, 2020 | 54.49% |
March 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
23.53%
Minimum
Sep 2019
54.49%
Maximum
Mar 2020
50.43%
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% |
Schneider Electric SE | 45.09% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.001 |
Beta (5Y) | 0.6608 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.90% |
Historical Sharpe Ratio (5Y) | 0.163 |
Historical Sortino (5Y) | 0.2708 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.00% |