Hermes International SA (HESAY)
240.10
-2.88
(-1.19%)
USD |
OTCM |
May 02, 11:39
Hermes International Max Drawdown (5Y): 45.60% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 45.60% |
| March 31, 2024 | 45.60% |
| February 29, 2024 | 45.60% |
| January 31, 2024 | 45.60% |
| December 31, 2023 | 45.60% |
| November 30, 2023 | 45.60% |
| October 31, 2023 | 45.60% |
| September 30, 2023 | 45.60% |
| August 31, 2023 | 45.60% |
| July 31, 2023 | 45.60% |
| June 30, 2023 | 45.60% |
| May 31, 2023 | 45.60% |
| April 30, 2023 | 45.60% |
| March 31, 2023 | 45.60% |
| February 28, 2023 | 45.60% |
| January 31, 2023 | 45.60% |
| December 31, 2022 | 45.60% |
| November 30, 2022 | 45.60% |
| October 31, 2022 | 45.60% |
| September 30, 2022 | 45.60% |
| August 31, 2022 | 45.60% |
| July 31, 2022 | 45.60% |
| June 30, 2022 | 45.60% |
| May 31, 2022 | 43.04% |
| April 30, 2022 | 35.89% |
| Date | Value |
|---|---|
| March 31, 2022 | 35.89% |
| February 28, 2022 | 30.57% |
| January 31, 2022 | 30.57% |
| December 31, 2021 | 30.57% |
| November 30, 2021 | 30.57% |
| October 31, 2021 | 30.57% |
| September 30, 2021 | 30.57% |
| August 31, 2021 | 30.57% |
| July 31, 2021 | 30.57% |
| June 30, 2021 | 30.57% |
| May 31, 2021 | 30.57% |
| April 30, 2021 | 30.57% |
| March 31, 2021 | 30.57% |
| February 28, 2021 | 30.57% |
| January 31, 2021 | 30.57% |
| December 31, 2020 | 30.57% |
| November 30, 2020 | 30.57% |
| October 31, 2020 | 30.57% |
| September 30, 2020 | 30.57% |
| August 31, 2020 | 30.57% |
| July 31, 2020 | 30.57% |
| June 30, 2020 | 30.57% |
| May 31, 2020 | 30.57% |
| April 30, 2020 | 30.57% |
| March 31, 2020 | 30.57% |
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
25.72%
Minimum
May 2019
45.60%
Maximum
Jun 2022
35.91%
Average
30.57%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Lvmh Moet Hennessy Louis Vuitton SE | 35.68% |
| Valeo SA | 84.14% |
| Michelin | 49.86% |
| Kering SA | 61.49% |
| Accor SA | 65.02% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 13.98 |
| Beta (5Y) | 1.123 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.00% |
| Historical Sharpe Ratio (5Y) | 0.8547 |
| Historical Sortino (5Y) | 1.552 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.98% |