Vallourec SA (VLOWY)
3.40
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Vallourec Max Drawdown (5Y): 96.07% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 96.07% |
March 31, 2024 | 96.07% |
February 29, 2024 | 96.07% |
January 31, 2024 | 96.07% |
December 31, 2023 | 96.07% |
November 30, 2023 | 96.07% |
October 31, 2023 | 96.07% |
September 30, 2023 | 96.07% |
August 31, 2023 | 96.07% |
July 31, 2023 | 96.07% |
June 30, 2023 | 96.07% |
May 31, 2023 | 96.07% |
April 30, 2023 | 96.07% |
March 31, 2023 | 96.07% |
February 28, 2023 | 96.07% |
January 31, 2023 | 96.07% |
December 31, 2022 | 96.07% |
November 30, 2022 | 96.07% |
October 31, 2022 | 96.07% |
September 30, 2022 | 96.07% |
August 31, 2022 | 96.07% |
July 31, 2022 | 96.07% |
June 30, 2022 | 96.07% |
May 31, 2022 | 96.07% |
April 30, 2022 | 96.07% |
Date | Value |
---|---|
March 31, 2022 | 96.07% |
February 28, 2022 | 96.07% |
January 31, 2022 | 96.07% |
December 31, 2021 | 96.07% |
November 30, 2021 | 96.07% |
October 31, 2021 | 96.07% |
September 30, 2021 | 96.07% |
August 31, 2021 | 96.07% |
July 31, 2021 | 96.07% |
June 30, 2021 | 96.07% |
May 31, 2021 | 96.07% |
April 30, 2021 | 96.07% |
March 31, 2021 | 96.07% |
February 28, 2021 | 96.07% |
January 31, 2021 | 96.07% |
December 31, 2020 | 96.07% |
November 30, 2020 | 96.77% |
October 31, 2020 | 96.77% |
September 30, 2020 | 96.77% |
August 31, 2020 | 96.77% |
July 31, 2020 | 96.77% |
June 30, 2020 | 96.77% |
May 31, 2020 | 96.77% |
April 30, 2020 | 96.77% |
March 31, 2020 | 96.77% |
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
96.07%
Minimum
Dec 2020
96.77%
Maximum
May 2019
96.29%
Average
96.07%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Constellium SE | 72.33% |
Arkema SA | 62.02% |
Robertet SA | 33.43% |
Vicat SA | -- |
Imerys | 58.74% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -41.00 |
Beta (5Y) | 1.870 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 78.75% |
Historical Sharpe Ratio (5Y) | -0.2561 |
Historical Sortino (5Y) | -0.4481 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.95% |