Remy Cointreau (REMYF)
94.22
-3.00
(-3.09%)
USD |
OTCM |
May 02, 09:59
Remy Cointreau Max Drawdown (5Y): 60.06% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 60.06% |
| March 31, 2024 | 59.91% |
| February 29, 2024 | 59.91% |
| January 31, 2024 | 59.91% |
| December 31, 2023 | 53.52% |
| November 30, 2023 | 53.52% |
| October 31, 2023 | 53.52% |
| September 30, 2023 | 49.87% |
| August 31, 2023 | 38.24% |
| July 31, 2023 | 38.24% |
| June 30, 2023 | 38.24% |
| May 31, 2023 | 38.01% |
| April 30, 2023 | 38.01% |
| March 31, 2023 | 38.01% |
| February 28, 2023 | 38.01% |
| January 31, 2023 | 38.01% |
| December 31, 2022 | 38.01% |
| November 30, 2022 | 38.01% |
| October 31, 2022 | 38.01% |
| September 30, 2022 | 37.68% |
| August 31, 2022 | 37.68% |
| July 31, 2022 | 37.68% |
| June 30, 2022 | 37.68% |
| May 31, 2022 | 37.68% |
| April 30, 2022 | 37.68% |
| Date | Value |
|---|---|
| March 31, 2022 | 37.68% |
| February 28, 2022 | 37.68% |
| January 31, 2022 | 37.68% |
| December 31, 2021 | 37.68% |
| November 30, 2021 | 37.68% |
| October 31, 2021 | 37.68% |
| September 30, 2021 | 37.68% |
| August 31, 2021 | 39.82% |
| July 31, 2021 | 39.82% |
| June 30, 2021 | 39.82% |
| May 31, 2021 | 39.82% |
| April 30, 2021 | 39.82% |
| March 31, 2021 | 39.82% |
| February 28, 2021 | 39.82% |
| January 31, 2021 | 42.26% |
| December 31, 2020 | 46.42% |
| November 30, 2020 | 46.69% |
| October 31, 2020 | 49.27% |
| September 30, 2020 | 49.27% |
| August 31, 2020 | 49.27% |
| July 31, 2020 | 50.88% |
| June 30, 2020 | 54.98% |
| May 31, 2020 | 54.98% |
| April 30, 2020 | 54.98% |
| March 31, 2020 | 54.98% |
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
37.68%
Minimum
Sep 2021
62.29%
Maximum
May 2019
45.81%
Average
39.82%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
| L'Oreal SA | 39.10% |
| Pernod Ricard SA | 36.12% |
| Marie Brizard Wine and Spirits SA | 96.04% |
| Laurent-Perrier | 28.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.39 |
| Beta (5Y) | 0.8559 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.58% |
| Historical Sharpe Ratio (5Y) | -0.2241 |
| Historical Sortino (5Y) | -0.3716 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.14% |