Hermes International SA (HESAF)
2499.78
+43.28
(+1.76%)
USD |
OTCM |
Dec 05, 16:00
Hermes International Max Drawdown (5Y): 48.79% for Nov. 30, 2025
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| LVMH Moët Hennessy Louis Vuitton SE | 46.56% |
| Kering SA | 79.44% |
| Valeo SE | 79.60% |
| Compagnie Générale des Établissements Michelin SCA | 49.68% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.447 |
| Beta (5Y) | 1.179 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.83% |
| Historical Sharpe Ratio (5Y) | 0.5402 |
| Historical Sortino (5Y) | 1.066 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.43% |