L'Oreal SA (LRLCF)
472.80
-12.20
(-2.52%)
USD |
OTCM |
Apr 25, 12:00
L'Oreal Max Drawdown (5Y): 38.60% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 38.60% |
| February 29, 2024 | 38.60% |
| January 31, 2024 | 38.60% |
| December 31, 2023 | 38.60% |
| November 30, 2023 | 38.60% |
| October 31, 2023 | 38.60% |
| September 30, 2023 | 38.60% |
| August 31, 2023 | 38.60% |
| July 31, 2023 | 38.60% |
| June 30, 2023 | 38.60% |
| May 31, 2023 | 38.60% |
| April 30, 2023 | 38.60% |
| March 31, 2023 | 38.60% |
| February 28, 2023 | 38.60% |
| January 31, 2023 | 38.60% |
| December 31, 2022 | 38.60% |
| November 30, 2022 | 38.60% |
| October 31, 2022 | 36.89% |
| September 30, 2022 | 35.72% |
| August 31, 2022 | 35.41% |
| July 31, 2022 | 35.41% |
| June 30, 2022 | 35.41% |
| May 31, 2022 | 34.00% |
| April 30, 2022 | 28.65% |
| March 31, 2022 | 28.65% |
| Date | Value |
|---|---|
| February 28, 2022 | 28.65% |
| January 31, 2022 | 28.65% |
| December 31, 2021 | 28.65% |
| November 30, 2021 | 28.65% |
| October 31, 2021 | 28.65% |
| September 30, 2021 | 28.65% |
| August 31, 2021 | 28.65% |
| July 31, 2021 | 28.65% |
| June 30, 2021 | 28.65% |
| May 31, 2021 | 28.65% |
| April 30, 2021 | 28.65% |
| March 31, 2021 | 28.65% |
| February 28, 2021 | 28.65% |
| January 31, 2021 | 28.65% |
| December 31, 2020 | 28.65% |
| November 30, 2020 | 28.65% |
| October 31, 2020 | 28.65% |
| September 30, 2020 | 28.65% |
| August 31, 2020 | 28.65% |
| July 31, 2020 | 28.65% |
| June 30, 2020 | 28.65% |
| May 31, 2020 | 28.65% |
| April 30, 2020 | 28.65% |
| March 31, 2020 | 28.65% |
| February 29, 2020 | 19.68% |
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
19.68%
Minimum
Apr 2019
38.60%
Maximum
Nov 2022
30.51%
Average
28.65%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Pernod Ricard SA | 33.94% |
| Remy Cointreau | 60.03% |
| Marie Brizard Wine and Spirits SA | 96.04% |
| Laurent-Perrier | 28.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.4365 |
| Beta (5Y) | 0.9191 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.29% |
| Historical Sharpe Ratio (5Y) | 0.4572 |
| Historical Sortino (5Y) | 0.8142 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.37% |