Valeo SA (VLEEY)
4.59
-0.09
(-1.92%)
USD |
OTCM |
Apr 01, 16:00
Valeo Max Drawdown (5Y): 80.21% for March 31, 2025
View 4,000+ Financial Data Types:
Add
Browse
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Hermes International SA | 45.60% |
| Lvmh Moet Hennessy Louis Vuitton SE | 38.56% |
| Michelin | 49.68% |
| Kering SA | 75.46% |
| Accor SA | 65.02% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -35.34 |
| Beta (5Y) | 1.507 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.13% |
| Historical Sharpe Ratio (5Y) | -0.2669 |
| Historical Sortino (5Y) | -0.3959 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.28% |