Laurent-Perrier (LPRRF)
134.40
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Laurent-Perrier Max Drawdown (5Y): 28.46% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 28.46% |
| March 31, 2024 | 28.46% |
| February 29, 2024 | 28.46% |
| January 31, 2024 | 28.46% |
| December 31, 2023 | 28.46% |
| November 30, 2023 | 28.46% |
| October 31, 2023 | 28.46% |
| September 30, 2023 | 28.46% |
| August 31, 2023 | 28.46% |
| July 31, 2023 | 28.46% |
| June 30, 2023 | 28.46% |
| May 31, 2023 | 28.46% |
| April 30, 2023 | 28.46% |
| March 31, 2023 | 28.46% |
| February 28, 2023 | 28.46% |
| January 31, 2023 | 28.46% |
| December 31, 2022 | 28.46% |
| November 30, 2022 | 28.46% |
| October 31, 2022 | 28.46% |
| September 30, 2022 | 28.46% |
| August 31, 2022 | 28.46% |
| July 31, 2022 | 28.46% |
| June 30, 2022 | 28.46% |
| May 31, 2022 | 28.46% |
| April 30, 2022 | 28.46% |
| Date | Value |
|---|---|
| March 31, 2022 | 28.46% |
| February 28, 2022 | 28.46% |
| January 31, 2022 | 28.46% |
| December 31, 2021 | 28.46% |
| November 30, 2021 | 28.46% |
| October 31, 2021 | 28.46% |
| September 30, 2021 | 30.54% |
| August 31, 2021 | 30.54% |
| July 31, 2021 | 30.54% |
| June 30, 2021 | 30.54% |
| May 31, 2021 | 30.54% |
| April 30, 2021 | 30.54% |
| March 31, 2021 | 40.03% |
| February 28, 2021 | 40.03% |
| January 31, 2021 | 40.03% |
| December 31, 2020 | 40.03% |
| November 30, 2020 | 40.03% |
| October 31, 2020 | 40.03% |
| September 30, 2020 | 40.03% |
| August 31, 2020 | 40.03% |
| July 31, 2020 | 40.03% |
| June 30, 2020 | 40.03% |
| May 31, 2020 | 40.03% |
| April 30, 2020 | 40.03% |
| March 31, 2020 | 40.03% |
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
28.46%
Minimum
Oct 2021
44.51%
Maximum
May 2019
33.64%
Average
28.46%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| L'Oreal SA | 39.10% |
| Pernod Ricard SA | 36.12% |
| Remy Cointreau | 60.28% |
| Marie Brizard Wine and Spirits SA | 96.04% |
| Bic | 64.23% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.284 |
| Beta (5Y) | 0.0417 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.62% |
| Historical Sharpe Ratio (5Y) | 0.2013 |
| Historical Sortino (5Y) | 0.4068 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.01% |