Wendel SE (WNDLF)
96.11
0.00 (0.00%)
USD |
OTCM |
Nov 21, 16:00
Wendel Max Drawdown (5Y): 61.61% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 61.61% |
| August 31, 2024 | 61.61% |
| July 31, 2024 | 61.61% |
| June 30, 2024 | 61.61% |
| May 31, 2024 | 61.61% |
| April 30, 2024 | 61.61% |
| March 31, 2024 | 61.61% |
| February 29, 2024 | 61.61% |
| January 31, 2024 | 61.61% |
| December 31, 2023 | 61.61% |
| November 30, 2023 | 61.61% |
| October 31, 2023 | 61.61% |
| September 30, 2023 | 61.61% |
| August 31, 2023 | 61.61% |
| July 31, 2023 | 61.61% |
| June 30, 2023 | 61.61% |
| May 31, 2023 | 61.61% |
| April 30, 2023 | 61.61% |
| March 31, 2023 | 61.61% |
| February 28, 2023 | 61.61% |
| January 31, 2023 | 61.61% |
| December 31, 2022 | 61.61% |
| November 30, 2022 | 61.61% |
| October 31, 2022 | 61.61% |
| September 30, 2022 | 61.61% |
| Date | Value |
|---|---|
| August 31, 2022 | 61.61% |
| July 31, 2022 | 61.61% |
| June 30, 2022 | 61.61% |
| May 31, 2022 | 61.61% |
| April 30, 2022 | 61.61% |
| March 31, 2022 | 61.61% |
| February 28, 2022 | 61.61% |
| January 31, 2022 | 61.61% |
| December 31, 2021 | 61.61% |
| November 30, 2021 | 61.61% |
| October 31, 2021 | 61.61% |
| September 30, 2021 | 61.61% |
| August 31, 2021 | 61.61% |
| July 31, 2021 | 61.61% |
| June 30, 2021 | 61.61% |
| May 31, 2021 | 61.61% |
| April 30, 2021 | 61.61% |
| March 31, 2021 | 61.61% |
| February 28, 2021 | 61.61% |
| January 31, 2021 | 61.61% |
| December 31, 2020 | 61.61% |
| November 30, 2020 | 61.61% |
| October 31, 2020 | 61.61% |
| September 30, 2020 | 61.61% |
| August 31, 2020 | 61.61% |
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
40.85%
Minimum
Nov 2019
61.61%
Maximum
Apr 2020
60.13%
Average
61.61%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Eurazeo SE | 50.46% |
| Peugeot Invest | 39.58% |
| Tikehau Capital SCA | -- |
| Amundi SA | -- |
| AMTD IDEA Group | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.88 |
| Beta (5Y) | 0.8346 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.26% |
| Historical Sharpe Ratio (5Y) | -0.1552 |
| Historical Sortino (5Y) | -0.2266 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.31% |