Laurent-Perrier (LPRRF)
134.40
0.00 (0.00%)
USD |
OTCM |
Nov 21, 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% |