CAC 40 Total Price Index in EURO
Period \ Rolling Returns Annualized % Current Value | 2.5th Percentile | Median Value | 97.5th Percentile |
CAC 40 |
|---|---|
| 90 | 17.20 | -62.07 | 8.76 | 85.17 |
| 365 | 9.50 | -36.78 | 7.09 | 43.61 |
| 1095 | 5.17 | -20.63 | 4.26 | 18.42 |
| 1825 | 4.96 | -10.13 | 4.04 | 11.72 |
| 2555 | 6.49 | -4.51 | 3.08 | 7.81 |
| 3650 | 6.73 | -5.07 | 2.02 | 7.74 |
Correlation matrix 3Yr | 5Yr | 7Yr | 10Yr |
CAC 40 |
|---|---|
| CAC 40 | 1.00 | 1.00 | 1.00 | 1.00 |
| Start Date | End Date | Days | Max Drop (%) | Start Value | End Value | Min Value |
|---|---|---|---|---|---|---|
| May 2, 1998 | Dec. 1, 1998 | 213 days | 23.92 | 12283.89 | 12425.19 | 9345.48 |
| Nov. 2, 1999 | Jan. 1, 2000 | 60 days | 5.01 | 17412.21 | 18092.07 | 16539.87 |
| July 2, 2000 | July 1, 2021 | 7669 days | 60.48 | 19361.70 | 19521.73 | 7652.02 |
| Nov. 2, 2021 | Jan. 1, 2023 | 425 days | 19.44 | 20903.56 | 21239.33 | 16839.49 |
| March 2, 2023 | June 1, 2023 | 91 days | 5.24 | 21892.68 | 21911.03 | 20744.79 |
| June 2, 2023 | Nov. 1, 2023 | 152 days | 8.16 | 21911.03 | 22043.71 | 20122.18 |
| Feb. 2, 2024 | Jan. 1, 2026 | 699 days | 11.83 | 23980.13 | 25075.83 | 21143.42 |
| Jan. 2, 2026 | July 1, 2026 | 180 days | 8.90 | 25075.83 | 24868.03 | 22843.73 |