Laurent-Perrier (LPRRF)

134.40 0.00 (0.00%) USD  |  OTCM  |  Dec 20, 16:00
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Laurent-Perrier Max Drawdown (5Y): 29.30% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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Danone SA 43.42%
L'Oreal SA 39.10%
Pernod Ricard SA --
Remy Cointreau 75.57%
Bic 64.23%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 3.983
Beta (5Y) 0.0124
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 17.90%
Historical Sharpe Ratio (5Y) 0.2317
Historical Sortino (5Y) 0.5223
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.16%