Lvmh Moet Hennessy Louis Vuitton SE (LVMHF)
844.85
+7.85
(+0.94%)
USD |
OTCM |
Apr 26, 15:49
Lvmh Moet Hennessy Louis Vuitton Max Drawdown (5Y): 37.30% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 37.30% |
February 29, 2024 | 37.30% |
January 31, 2024 | 37.30% |
December 31, 2023 | 37.30% |
November 30, 2023 | 37.30% |
October 31, 2023 | 37.30% |
September 30, 2023 | 37.30% |
August 31, 2023 | 37.30% |
July 31, 2023 | 37.30% |
June 30, 2023 | 37.30% |
May 31, 2023 | 37.30% |
April 30, 2023 | 37.30% |
March 31, 2023 | 37.30% |
February 28, 2023 | 37.30% |
January 31, 2023 | 37.30% |
December 31, 2022 | 37.30% |
November 30, 2022 | 37.30% |
October 31, 2022 | 37.30% |
September 30, 2022 | 37.30% |
August 31, 2022 | 37.30% |
July 31, 2022 | 37.30% |
June 30, 2022 | 37.30% |
May 31, 2022 | 37.30% |
April 30, 2022 | 37.30% |
March 31, 2022 | 37.30% |
Date | Value |
---|---|
February 28, 2022 | 37.30% |
January 31, 2022 | 37.30% |
December 31, 2021 | 37.30% |
November 30, 2021 | 37.30% |
October 31, 2021 | 37.30% |
September 30, 2021 | 37.30% |
August 31, 2021 | 37.30% |
July 31, 2021 | 37.30% |
June 30, 2021 | 37.30% |
May 31, 2021 | 37.30% |
April 30, 2021 | 37.30% |
March 31, 2021 | 37.30% |
February 28, 2021 | 37.30% |
January 31, 2021 | 37.30% |
December 31, 2020 | 37.30% |
November 30, 2020 | 37.30% |
October 31, 2020 | 37.30% |
September 30, 2020 | 37.30% |
August 31, 2020 | 37.30% |
July 31, 2020 | 37.30% |
June 30, 2020 | 37.30% |
May 31, 2020 | 37.30% |
April 30, 2020 | 37.30% |
March 31, 2020 | 37.30% |
February 29, 2020 | 24.89% |
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
24.89%
Minimum
Nov 2019
37.30%
Maximum
Mar 2020
35.09%
Average
37.30%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Hermes International SA | 45.60% |
Valeo SA | 84.14% |
Michelin | 49.86% |
Kering SA | 57.04% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.400 |
Beta (5Y) | 1.173 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.66% |
Historical Sharpe Ratio (5Y) | 0.6646 |
Historical Sortino (5Y) | 1.105 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.59% |