Vivendi SE (VIVHY)
10.51
+0.25
(+2.44%)
USD |
OTCM |
May 03, 16:00
Vivendi Max Drawdown (5Y): 44.94% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 44.94% |
March 31, 2024 | 44.94% |
February 29, 2024 | 44.94% |
January 31, 2024 | 44.94% |
December 31, 2023 | 44.94% |
November 30, 2023 | 44.94% |
October 31, 2023 | 44.94% |
September 30, 2023 | 44.94% |
August 31, 2023 | 44.94% |
July 31, 2023 | 44.94% |
June 30, 2023 | 44.94% |
May 31, 2023 | 44.94% |
April 30, 2023 | 44.94% |
March 31, 2023 | 44.94% |
February 28, 2023 | 44.94% |
January 31, 2023 | 44.94% |
December 31, 2022 | 44.94% |
November 30, 2022 | 44.94% |
October 31, 2022 | 44.94% |
September 30, 2022 | 43.52% |
August 31, 2022 | 33.95% |
July 31, 2022 | 33.62% |
June 30, 2022 | 33.62% |
May 31, 2022 | 33.62% |
April 30, 2022 | 33.62% |
Date | Value |
---|---|
March 31, 2022 | 33.62% |
February 28, 2022 | 33.62% |
January 31, 2022 | 33.62% |
December 31, 2021 | 33.62% |
November 30, 2021 | 33.62% |
October 31, 2021 | 33.62% |
September 30, 2021 | 33.62% |
August 31, 2021 | 33.62% |
July 31, 2021 | 33.62% |
June 30, 2021 | 33.62% |
May 31, 2021 | 33.62% |
April 30, 2021 | 33.62% |
March 31, 2021 | 33.62% |
February 28, 2021 | 33.62% |
January 31, 2021 | 33.62% |
December 31, 2020 | 33.62% |
November 30, 2020 | 33.62% |
October 31, 2020 | 33.62% |
September 30, 2020 | 33.62% |
August 31, 2020 | 33.62% |
July 31, 2020 | 33.62% |
June 30, 2020 | 33.62% |
May 31, 2020 | 33.62% |
April 30, 2020 | 33.62% |
March 31, 2020 | 33.62% |
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
29.74%
Minimum
May 2019
44.94%
Maximum
Oct 2022
36.73%
Average
33.62%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Orange SA | 38.92% |
Publicis Groupe SA | 67.58% |
Criteo SA | 88.75% |
JCDecaux SE | 73.23% |
Television Francaise 1 SA | 68.91% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.652 |
Beta (5Y) | 0.8176 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.19% |
Historical Sharpe Ratio (5Y) | 0.0904 |
Historical Sortino (5Y) | 0.129 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.68% |