Wendel SE (WNDLF)

98.34 0.00 (0.00%) USD  |  OTCM  |  Dec 20, 16:00
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Wendel Max Drawdown (5Y): 61.61% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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270.00
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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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Median

Max Drawdown (5Y) Benchmarks

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Eurazeo SE 50.46%
Peugeot Invest 39.58%
Tikehau Capital SCA --
Amundi SA --
AMTD IDEA Group 97.93%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -17.71
Beta (5Y) 0.8098
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 35.18%
Historical Sharpe Ratio (5Y) -0.1959
Historical Sortino (5Y) -0.2826
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.31%