Vinci SA (VCISY)
29.71
-0.07
(-0.24%)
USD |
OTCM |
Apr 25, 16:00
Vinci Max Drawdown (5Y): 47.27% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 47.27% |
February 29, 2024 | 47.27% |
January 31, 2024 | 47.27% |
December 31, 2023 | 47.27% |
November 30, 2023 | 47.27% |
October 31, 2023 | 47.27% |
September 30, 2023 | 47.27% |
August 31, 2023 | 47.27% |
July 31, 2023 | 47.27% |
June 30, 2023 | 47.27% |
May 31, 2023 | 47.27% |
April 30, 2023 | 47.27% |
March 31, 2023 | 47.27% |
February 28, 2023 | 47.27% |
January 31, 2023 | 47.27% |
December 31, 2022 | 47.27% |
November 30, 2022 | 47.27% |
October 31, 2022 | 47.27% |
September 30, 2022 | 47.27% |
August 31, 2022 | 47.27% |
July 31, 2022 | 47.27% |
June 30, 2022 | 47.27% |
May 31, 2022 | 47.27% |
April 30, 2022 | 47.27% |
March 31, 2022 | 47.27% |
Date | Value |
---|---|
February 28, 2022 | 47.27% |
January 31, 2022 | 47.27% |
December 31, 2021 | 47.27% |
November 30, 2021 | 47.27% |
October 31, 2021 | 47.27% |
September 30, 2021 | 47.27% |
August 31, 2021 | 47.27% |
July 31, 2021 | 47.27% |
June 30, 2021 | 47.27% |
May 31, 2021 | 47.27% |
April 30, 2021 | 47.27% |
March 31, 2021 | 47.27% |
February 28, 2021 | 47.27% |
January 31, 2021 | 47.27% |
December 31, 2020 | 47.27% |
November 30, 2020 | 47.27% |
October 31, 2020 | 47.27% |
September 30, 2020 | 47.27% |
August 31, 2020 | 47.27% |
July 31, 2020 | 47.27% |
June 30, 2020 | 47.27% |
May 31, 2020 | 47.27% |
April 30, 2020 | 47.27% |
March 31, 2020 | 47.27% |
February 29, 2020 | 25.05% |
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
25.05%
Minimum
Dec 2019
47.27%
Maximum
Mar 2020
44.11%
Average
47.27%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Veolia Environnement SA | 48.67% |
Sodexo | 57.79% |
Safran SA | 65.58% |
Schneider Electric SE | 45.09% |
Eiffage SA | 58.69% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.872 |
Beta (5Y) | 0.9839 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.90% |
Historical Sharpe Ratio (5Y) | 0.2412 |
Historical Sortino (5Y) | 0.3074 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.52% |