Hermes International SA (HESAF)
2535.75
+129.75
(+5.39%)
USD |
OTCM |
May 03, 16:00
Hermes International Max Drawdown (5Y): 48.79% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 48.79% |
| March 31, 2024 | 48.79% |
| February 29, 2024 | 48.79% |
| January 31, 2024 | 48.79% |
| December 31, 2023 | 48.79% |
| November 30, 2023 | 48.79% |
| October 31, 2023 | 48.79% |
| September 30, 2023 | 48.79% |
| August 31, 2023 | 48.79% |
| July 31, 2023 | 48.79% |
| June 30, 2023 | 48.79% |
| May 31, 2023 | 48.79% |
| April 30, 2023 | 48.79% |
| March 31, 2023 | 48.79% |
| February 28, 2023 | 48.79% |
| January 31, 2023 | 48.79% |
| December 31, 2022 | 48.79% |
| November 30, 2022 | 48.79% |
| October 31, 2022 | 48.79% |
| September 30, 2022 | 48.79% |
| August 31, 2022 | 48.79% |
| July 31, 2022 | 48.79% |
| June 30, 2022 | 48.79% |
| May 31, 2022 | 46.57% |
| April 30, 2022 | 38.95% |
| Date | Value |
|---|---|
| March 31, 2022 | 38.95% |
| February 28, 2022 | 31.83% |
| January 31, 2022 | 31.75% |
| December 31, 2021 | 31.75% |
| November 30, 2021 | 31.75% |
| October 31, 2021 | 31.75% |
| September 30, 2021 | 31.75% |
| August 31, 2021 | 31.75% |
| July 31, 2021 | 31.75% |
| June 30, 2021 | 31.75% |
| May 31, 2021 | 31.75% |
| April 30, 2021 | 31.75% |
| March 31, 2021 | 31.75% |
| February 28, 2021 | 31.75% |
| January 31, 2021 | 31.75% |
| December 31, 2020 | 31.75% |
| November 30, 2020 | 31.75% |
| October 31, 2020 | 31.75% |
| September 30, 2020 | 31.75% |
| August 31, 2020 | 31.75% |
| July 31, 2020 | 31.75% |
| June 30, 2020 | 31.75% |
| May 31, 2020 | 31.75% |
| April 30, 2020 | 31.75% |
| March 31, 2020 | 31.75% |
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
25.32%
Minimum
May 2019
48.79%
Maximum
Jun 2022
37.70%
Average
31.75%
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% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 16.68 |
| Beta (5Y) | 0.8918 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.55% |
| Historical Sharpe Ratio (5Y) | 0.8177 |
| Historical Sortino (5Y) | 1.448 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.24% |