Imerys (IMYSF)

28.69 0.00 (0.00%) USD  |  OTCM  |  Dec 24, 16:00
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Imerys Max Drawdown (5Y): 58.74% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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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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Constellium SE 79.68%
Arkema SA 62.02%
Air Liquide SA 31.30%
Robertet SA 33.43%
Vicat SA --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -14.07
Beta (5Y) 0.6684
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 36.91%
Historical Sharpe Ratio (5Y) -0.1393
Historical Sortino (5Y) -0.1899
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.57%