Interparfums Inc (IPAR)

128.02 -2.30 (-1.76%) USD  |  NASDAQ  |  Dec 20, 16:00
127.64 -0.38 (-0.30%) After-Hours: 20:00
More

Interparfums Max Drawdown (5Y): 54.94% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for IPAR.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Procter & Gamble Co 23.77%
Acme United Corp 52.48%
The Estee Lauder Companies Inc 82.40%
Edgewell Personal Care Co 80.27%
United-Guardian Inc 76.03%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.071
Beta (5Y) 1.196
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 38.06%
Historical Sharpe Ratio (5Y) 0.3653
Historical Sortino (5Y) 0.6373
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.42%