Hermes International SA (HESAY)

239.00 +0.95 (+0.40%) USD  |  OTCM  |  Dec 20, 16:00
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Hermes International Max Drawdown (5Y): 45.60% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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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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Max Drawdown (5Y) Benchmarks

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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) 7.932
Beta (5Y) 1.079
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 31.80%
Historical Sharpe Ratio (5Y) 0.7027
Historical Sortino (5Y) 1.374
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.11%