Valeo SA (VLEEY)

4.552 +0.04 (+0.93%) USD  |  OTCM  |  Dec 20, 16:00
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Valeo Max Drawdown (5Y): 84.14% 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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Hermes International SA 45.60%
Lvmh Moet Hennessy Louis Vuitton SE 38.56%
Michelin 49.86%
Kering SA 74.41%
Accor SA 65.02%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -50.25
Beta (5Y) 1.666
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 47.77%
Historical Sharpe Ratio (5Y) -0.586
Historical Sortino (5Y) -0.8134
Monthly Value at Risk (VaR) 5% (5Y Lookback) 22.64%