Veolia Environnement SA (VEOEF)
30.67
0.00 (0.00%)
USD |
OTCM |
Apr 24, 16:00
Veolia Environnement Max Drawdown (5Y): 48.43% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 49.90% |
| July 31, 2020 | 49.90% |
| June 30, 2020 | 49.90% |
| May 31, 2020 | 49.90% |
| April 30, 2020 | 49.90% |
| March 31, 2020 | 49.90% |
| February 29, 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
Apr 2019
48.18%
Average
49.90%
Median
Apr 2019
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) | -5.916 |
| Beta (5Y) | 1.153 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.83% |
| Historical Sharpe Ratio (5Y) | 0.2783 |
| Historical Sortino (5Y) | 0.378 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.45% |