Teleperformance SE (TLPFY)
53.66
-0.28
(-0.52%)
USD |
OTCM |
May 07, 13:06
Teleperformance Max Drawdown (5Y): 79.50% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 79.50% |
| March 31, 2024 | 79.50% |
| February 29, 2024 | 76.54% |
| January 31, 2024 | 76.54% |
| December 31, 2023 | 76.54% |
| November 30, 2023 | 76.54% |
| October 31, 2023 | 76.54% |
| September 30, 2023 | 72.86% |
| August 31, 2023 | 71.96% |
| July 31, 2023 | 67.77% |
| June 30, 2023 | 66.50% |
| May 31, 2023 | 66.07% |
| April 30, 2023 | 56.53% |
| March 31, 2023 | 56.07% |
| February 28, 2023 | 56.07% |
| January 31, 2023 | 56.07% |
| December 31, 2022 | 56.07% |
| November 30, 2022 | 56.07% |
| October 31, 2022 | 46.08% |
| September 30, 2022 | 45.71% |
| August 31, 2022 | 37.72% |
| July 31, 2022 | 35.58% |
| June 30, 2022 | 35.58% |
| May 31, 2022 | 35.41% |
| April 30, 2022 | 35.41% |
| Date | Value |
|---|---|
| March 31, 2022 | 35.41% |
| February 28, 2022 | 35.41% |
| January 31, 2022 | 35.41% |
| December 31, 2021 | 35.41% |
| November 30, 2021 | 35.41% |
| October 31, 2021 | 35.41% |
| September 30, 2021 | 35.41% |
| August 31, 2021 | 35.41% |
| July 31, 2021 | 35.41% |
| June 30, 2021 | 35.41% |
| May 31, 2021 | 35.41% |
| April 30, 2021 | 35.41% |
| March 31, 2021 | 35.41% |
| February 28, 2021 | 35.41% |
| January 31, 2021 | 35.41% |
| December 31, 2020 | 35.41% |
| November 30, 2020 | 35.41% |
| October 31, 2020 | 35.41% |
| September 30, 2020 | 35.41% |
| August 31, 2020 | 35.41% |
| July 31, 2020 | 35.41% |
| June 30, 2020 | 35.41% |
| May 31, 2020 | 35.41% |
| April 30, 2020 | 35.41% |
| March 31, 2020 | 35.41% |
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
24.03%
Minimum
May 2019
79.50%
Maximum
Mar 2024
43.68%
Average
35.41%
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) | -24.92 |
| Beta (5Y) | 0.9554 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.21% |
| Historical Sharpe Ratio (5Y) | -0.3836 |
| Historical Sortino (5Y) | -0.4714 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.24% |