L'Oreal SA (LRLCY)
76.25
-1.86
(-2.38%)
USD |
OTCM |
Mar 21, 16:00
L'Oreal Max Drawdown (5Y): 39.10% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Danone SA | 43.42% |
| Pernod Ricard SA | -- |
| Remy Cointreau | 78.46% |
| Bic | 64.23% |
| Laurent-Perrier | 29.30% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.430 |
| Beta (5Y) | 0.8965 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.03% |
| Historical Sharpe Ratio (5Y) | 0.2156 |
| Historical Sortino (5Y) | 0.3865 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.36% |