CAC 40 Total Price Index in EURO
Period \ Rolling Returns Annualized % Current Value | 2.5th Percentile | Median Value | 97.5th Percentile |
CAC 40 |
|---|---|
| 90 | -1.78 | -62.07 | 8.68 | 85.17 |
| 365 | 0.01 | -36.78 | 7.09 | 43.61 |
| 1095 | 9.83 | -20.63 | 4.11 | 18.42 |
| 1825 | 9.71 | -10.13 | 3.70 | 11.72 |
| 2555 | 4.81 | -4.51 | 2.62 | 7.80 |
| 3650 | 5.53 | -5.07 | 1.95 | 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 | Aug. 1, 2025 | 546 days | 11.83 | 23980.13 | 22303.30 | 21143.42 |