L'Occitane International SA (LCCTF)
4.40
0.00 (0.00%)
USD |
OTCM |
Apr 26, 16:00
L'Occitane International Max Drawdown (5Y): 48.21% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 48.21% |
| February 29, 2024 | 48.21% |
| January 31, 2024 | 48.21% |
| December 31, 2023 | 48.21% |
| November 30, 2023 | 48.21% |
| October 31, 2023 | 48.21% |
| September 30, 2023 | 48.21% |
| August 31, 2023 | 48.21% |
| July 31, 2023 | 48.21% |
| June 30, 2023 | 48.21% |
| May 31, 2023 | 48.21% |
| April 30, 2023 | 48.21% |
| March 31, 2023 | 48.21% |
| February 28, 2023 | 48.21% |
| January 31, 2023 | 48.21% |
| December 31, 2022 | 48.21% |
| November 30, 2022 | 48.21% |
| October 31, 2022 | 48.21% |
| September 30, 2022 | 48.21% |
| August 31, 2022 | 48.21% |
| July 31, 2022 | 48.21% |
| June 30, 2022 | 48.21% |
| May 31, 2022 | 48.21% |
| April 30, 2022 | 48.21% |
| March 31, 2022 | 48.21% |
| Date | Value |
|---|---|
| February 28, 2022 | 48.21% |
| January 31, 2022 | 48.21% |
| December 31, 2021 | 48.21% |
| November 30, 2021 | 48.21% |
| October 31, 2021 | 48.21% |
| September 30, 2021 | 48.21% |
| August 31, 2021 | 48.21% |
| July 31, 2021 | 48.21% |
| June 30, 2021 | 48.21% |
| May 31, 2021 | 48.21% |
| April 30, 2021 | 48.21% |
| March 31, 2021 | 48.21% |
| February 28, 2021 | 52.69% |
| January 31, 2021 | 53.82% |
| December 31, 2020 | 53.82% |
| November 30, 2020 | 53.82% |
| October 31, 2020 | 53.82% |
| September 30, 2020 | 53.82% |
| August 31, 2020 | 53.82% |
| July 31, 2020 | 53.82% |
| June 30, 2020 | 53.82% |
| May 31, 2020 | 53.82% |
| April 30, 2020 | 53.82% |
| March 31, 2020 | 53.82% |
| February 29, 2020 | 53.82% |
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
48.21%
Minimum
Mar 2021
53.82%
Maximum
Apr 2019
50.35%
Average
48.21%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
| Adecoagro SA | 73.17% |
| B&M European Value Retail SA | 61.37% |
| Acme United Corp | 52.48% |
| Splash Beverage Group Inc | 98.29% |
| Fresh Vine Wine Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 9.213 |
| Beta (5Y) | 0.4289 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.16% |
| Historical Sharpe Ratio (5Y) | 0.3075 |
| Historical Sortino (5Y) | 0.564 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.56% |