Essilorluxottica (ESLOY)
113.37
+1.48
(+1.32%)
USD |
OTCM |
May 17, 16:00
Essilorluxottica Max Drawdown (5Y): 37.98% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 37.98% |
March 31, 2024 | 37.98% |
February 29, 2024 | 37.98% |
January 31, 2024 | 37.98% |
December 31, 2023 | 37.98% |
November 30, 2023 | 37.98% |
October 31, 2023 | 37.98% |
September 30, 2023 | 37.98% |
August 31, 2023 | 37.98% |
July 31, 2023 | 37.98% |
June 30, 2023 | 37.98% |
May 31, 2023 | 37.98% |
April 30, 2023 | 37.98% |
March 31, 2023 | 37.98% |
February 28, 2023 | 37.98% |
January 31, 2023 | 37.98% |
December 31, 2022 | 37.98% |
November 30, 2022 | 37.98% |
October 31, 2022 | 37.98% |
September 30, 2022 | 37.98% |
August 31, 2022 | 37.22% |
July 31, 2022 | 37.22% |
June 30, 2022 | 37.22% |
May 31, 2022 | 37.22% |
April 30, 2022 | 37.22% |
Date | Value |
---|---|
March 31, 2022 | 37.22% |
February 28, 2022 | 37.22% |
January 31, 2022 | 37.22% |
December 31, 2021 | 37.22% |
November 30, 2021 | 37.22% |
October 31, 2021 | 37.22% |
September 30, 2021 | 37.22% |
August 31, 2021 | 37.22% |
July 31, 2021 | 37.22% |
June 30, 2021 | 37.22% |
May 31, 2021 | 37.22% |
April 30, 2021 | 37.22% |
March 31, 2021 | 37.22% |
February 28, 2021 | 37.22% |
January 31, 2021 | 37.22% |
December 31, 2020 | 37.22% |
November 30, 2020 | 37.22% |
October 31, 2020 | 37.22% |
September 30, 2020 | 37.22% |
August 31, 2020 | 37.22% |
July 31, 2020 | 37.22% |
June 30, 2020 | 37.22% |
May 31, 2020 | 37.22% |
April 30, 2020 | 37.22% |
March 31, 2020 | 35.33% |
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
28.13%
Minimum
May 2019
37.98%
Maximum
Sep 2022
35.93%
Average
37.22%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
DBV Technologies SA | 97.67% |
Cellectis SA | 97.08% |
PHAXIAM Therapeutics SA (DELISTED) | 98.46% |
Genfit SA | 88.42% |
Innate Pharma SA | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.659 |
Beta (5Y) | 1.169 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.90% |
Historical Sharpe Ratio (5Y) | 0.4225 |
Historical Sortino (5Y) | 0.6302 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.64% |