Lvmh Moet Hennessy Louis Vuitton SE (LVMUY)
129.12
+0.13
(+0.10%)
USD |
OTCM |
Mar 25, 16:00
Lvmh Moet Hennessy Louis Vuitton Max Drawdown (5Y): 38.56% 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
| Hermes International SA | 45.60% |
| Valeo SA | 84.14% |
| Michelin | 49.86% |
| Kering SA | 74.41% |
| Accor SA | 65.02% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.053 |
| Beta (5Y) | 1.107 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.22% |
| Historical Sharpe Ratio (5Y) | 0.369 |
| Historical Sortino (5Y) | 0.7218 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.38% |