Laurent-Perrier (LPRRF)
134.40
0.00 (0.00%)
USD |
OTCM |
Nov 04, 16:00
Laurent-Perrier Max Drawdown (5Y): 29.30% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 29.30% |
| August 31, 2024 | 29.30% |
| July 31, 2024 | 29.30% |
| June 30, 2024 | 29.30% |
| May 31, 2024 | 29.30% |
| April 30, 2024 | 29.30% |
| March 31, 2024 | 29.30% |
| February 29, 2024 | 29.30% |
| January 31, 2024 | 29.30% |
| December 31, 2023 | 29.30% |
| November 30, 2023 | 29.30% |
| October 31, 2023 | 29.30% |
| September 30, 2023 | 29.30% |
| August 31, 2023 | 29.30% |
| July 31, 2023 | 29.30% |
| June 30, 2023 | 29.30% |
| May 31, 2023 | 29.30% |
| April 30, 2023 | 29.30% |
| March 31, 2023 | 29.30% |
| February 28, 2023 | 29.30% |
| January 31, 2023 | 29.30% |
| December 31, 2022 | 29.30% |
| November 30, 2022 | 29.30% |
| October 31, 2022 | 29.30% |
| September 30, 2022 | 29.30% |
| Date | Value |
|---|---|
| August 31, 2022 | 29.30% |
| July 31, 2022 | 29.30% |
| June 30, 2022 | 29.30% |
| May 31, 2022 | 29.30% |
| April 30, 2022 | 29.30% |
| March 31, 2022 | 29.30% |
| February 28, 2022 | 29.30% |
| January 31, 2022 | 29.30% |
| December 31, 2021 | 29.30% |
| November 30, 2021 | 29.30% |
| October 31, 2021 | 29.30% |
| September 30, 2021 | 32.46% |
| August 31, 2021 | 32.46% |
| July 31, 2021 | 32.46% |
| June 30, 2021 | 32.46% |
| May 31, 2021 | 32.46% |
| April 30, 2021 | 32.46% |
| March 31, 2021 | 41.69% |
| February 28, 2021 | 41.69% |
| January 31, 2021 | 41.69% |
| December 31, 2020 | 41.69% |
| November 30, 2020 | 41.69% |
| October 31, 2020 | 41.69% |
| September 30, 2020 | 41.69% |
| August 31, 2020 | 41.69% |
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
29.30%
Minimum
Oct 2021
41.69%
Maximum
Nov 2019
33.19%
Average
29.30%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Danone SA | 43.42% |
| L'Oreal SA | 39.10% |
| Pernod Ricard SA | -- |
| Remy Cointreau | 73.08% |
| Bic | 64.23% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.081 |
| Beta (5Y) | 0.0122 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.95% |
| Historical Sharpe Ratio (5Y) | 0.2367 |
| Historical Sortino (5Y) | 0.5329 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.16% |