Valeo SA (VLEEY)
4.642
+0.01
(+0.26%)
USD |
OTCM |
Nov 14, 12:31
Valeo Max Drawdown (5Y): 84.14% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 84.14% |
| September 30, 2024 | 84.14% |
| August 31, 2024 | 84.14% |
| July 31, 2024 | 84.14% |
| June 30, 2024 | 84.14% |
| May 31, 2024 | 84.14% |
| April 30, 2024 | 84.14% |
| March 31, 2024 | 84.14% |
| February 29, 2024 | 84.14% |
| January 31, 2024 | 84.14% |
| December 31, 2023 | 84.14% |
| November 30, 2023 | 84.14% |
| October 31, 2023 | 84.14% |
| September 30, 2023 | 84.14% |
| August 31, 2023 | 84.14% |
| July 31, 2023 | 84.14% |
| June 30, 2023 | 84.14% |
| May 31, 2023 | 84.14% |
| April 30, 2023 | 84.14% |
| March 31, 2023 | 84.14% |
| February 28, 2023 | 84.14% |
| January 31, 2023 | 84.14% |
| December 31, 2022 | 84.14% |
| November 30, 2022 | 84.14% |
| October 31, 2022 | 84.14% |
| Date | Value |
|---|---|
| September 30, 2022 | 84.14% |
| August 31, 2022 | 84.14% |
| July 31, 2022 | 84.14% |
| June 30, 2022 | 84.14% |
| May 31, 2022 | 84.14% |
| April 30, 2022 | 84.14% |
| March 31, 2022 | 84.14% |
| February 28, 2022 | 84.14% |
| January 31, 2022 | 84.14% |
| December 31, 2021 | 84.14% |
| November 30, 2021 | 84.14% |
| October 31, 2021 | 84.14% |
| September 30, 2021 | 84.14% |
| August 31, 2021 | 84.14% |
| July 31, 2021 | 84.14% |
| June 30, 2021 | 84.14% |
| May 31, 2021 | 84.14% |
| April 30, 2021 | 84.14% |
| March 31, 2021 | 84.14% |
| February 28, 2021 | 84.14% |
| January 31, 2021 | 84.14% |
| December 31, 2020 | 84.14% |
| November 30, 2020 | 84.14% |
| October 31, 2020 | 84.14% |
| September 30, 2020 | 84.14% |
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
66.03%
Minimum
Nov 2019
84.14%
Maximum
Mar 2020
82.95%
Average
84.14%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Hermes International SA | 45.60% |
| Lvmh Moet Hennessy Louis Vuitton SE | 35.68% |
| Michelin | 49.86% |
| Kering SA | 71.84% |
| Accor SA | 65.02% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -46.97 |
| Beta (5Y) | 1.730 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.40% |
| Historical Sharpe Ratio (5Y) | -0.5197 |
| Historical Sortino (5Y) | -0.719 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.78% |