Hermes International SA (HESAY)
266.50
+2.09
(+0.79%)
USD |
OTCM |
Mar 27, 15:59
Hermes International Max Drawdown (5Y): 45.60% for Feb. 28, 2025
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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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Max Drawdown (5Y) Benchmarks
| Lvmh Moet Hennessy Louis Vuitton SE | 38.56% |
| Kering SA | 74.41% |
| Valeo SA | 84.14% |
| Michelin | 49.86% |
| Accor SA | 65.02% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 15.27 |
| Beta (5Y) | 1.075 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.64% |
| Historical Sharpe Ratio (5Y) | 0.9687 |
| Historical Sortino (5Y) | 1.962 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.10% |