Essilorluxottica (ESLOY)

120.15 -0.14 (-0.12%) USD  |  OTCM  |  Dec 20, 16:00
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Essilorluxottica Max Drawdown (5Y): 37.98% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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DBV Technologies SA 98.19%
Cellectis SA 97.08%
Genfit SA 88.42%
Innate Pharma SA 82.44%
Inventiva SA --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -7.168
Beta (5Y) 1.173
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 26.73%
Historical Sharpe Ratio (5Y) 0.3181
Historical Sortino (5Y) 0.4792
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.64%