Veolia Environnement SA (VEOEF)
30.22
+0.32
(+1.07%)
USD |
OTCM |
Nov 15, 14:46
Veolia Environnement Max Drawdown (5Y): 48.43% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 48.43% |
| September 30, 2024 | 48.43% |
| August 31, 2024 | 48.43% |
| July 31, 2024 | 48.43% |
| June 30, 2024 | 48.43% |
| May 31, 2024 | 48.43% |
| April 30, 2024 | 48.43% |
| March 31, 2024 | 48.43% |
| February 29, 2024 | 48.43% |
| January 31, 2024 | 48.43% |
| December 31, 2023 | 48.43% |
| November 30, 2023 | 48.43% |
| October 31, 2023 | 48.43% |
| September 30, 2023 | 48.43% |
| August 31, 2023 | 48.43% |
| July 31, 2023 | 48.43% |
| June 30, 2023 | 48.43% |
| May 31, 2023 | 48.43% |
| April 30, 2023 | 48.43% |
| March 31, 2023 | 48.43% |
| February 28, 2023 | 48.43% |
| January 31, 2023 | 48.43% |
| December 31, 2022 | 48.43% |
| November 30, 2022 | 48.43% |
| October 31, 2022 | 48.43% |
| Date | Value |
|---|---|
| September 30, 2022 | 48.43% |
| August 31, 2022 | 40.63% |
| July 31, 2022 | 40.63% |
| June 30, 2022 | 40.63% |
| May 31, 2022 | 40.63% |
| April 30, 2022 | 40.63% |
| March 31, 2022 | 40.63% |
| February 28, 2022 | 40.63% |
| January 31, 2022 | 43.19% |
| December 31, 2021 | 46.91% |
| November 30, 2021 | 49.43% |
| October 31, 2021 | 49.90% |
| September 30, 2021 | 49.90% |
| August 31, 2021 | 49.90% |
| July 31, 2021 | 49.90% |
| June 30, 2021 | 49.90% |
| May 31, 2021 | 49.90% |
| April 30, 2021 | 49.90% |
| March 31, 2021 | 49.90% |
| February 28, 2021 | 49.90% |
| January 31, 2021 | 49.90% |
| December 31, 2020 | 49.90% |
| November 30, 2020 | 49.90% |
| October 31, 2020 | 49.90% |
| September 30, 2020 | 49.90% |
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
40.63%
Minimum
Feb 2022
49.90%
Maximum
Nov 2019
48.01%
Average
48.43%
Median
Sep 2022
Max Drawdown (5Y) Benchmarks
| Sodexo | 57.79% |
| Vinci SA | 47.27% |
| Safran SA | 65.58% |
| Schneider Electric SE | 45.09% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.444 |
| Beta (5Y) | 1.195 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.98% |
| Historical Sharpe Ratio (5Y) | 0.1815 |
| Historical Sortino (5Y) | 0.2487 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.39% |