Veolia Environnement SA (VEOEY)

13.95 +0.07 (+0.50%) USD  |  OTCM  |  Dec 20, 16:00
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Veolia Environnement Max Drawdown (5Y): 48.67% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Sodexo 57.79%
Vinci SA 47.27%
Safran SA 65.58%
Schneider Electric SE 45.09%
Eiffage SA 58.69%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -11.96
Beta (5Y) 1.247
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 33.14%
Historical Sharpe Ratio (5Y) 0.1416
Historical Sortino (5Y) 0.1983
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.05%