Pernod Ricard (PDRDF)
68.21
+0.21
(+0.31%)
USD |
OTCM |
Oct 08, 16:00
Pernod Ricard Max Drawdown (5Y) : 67.92% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 67.92% |
| August 31, 2026 | 67.92% |
| July 31, 2026 | 67.92% |
| June 30, 2026 | 67.64% |
| May 31, 2026 | 67.64% |
| April 30, 2026 | 67.64% |
| March 31, 2026 | 67.64% |
| February 28, 2026 | 61.02% |
| January 31, 2026 | 61.02% |
| December 31, 2025 | 60.80% |
| November 30, 2025 | 59.57% |
| October 31, 2025 | 58.08% |
| September 30, 2025 | 58.08% |
| August 31, 2025 | 58.08% |
| July 31, 2025 | 58.08% |
| June 30, 2025 | 58.08% |
| May 31, 2025 | 58.08% |
| April 30, 2025 | 58.08% |
| March 31, 2025 | 56.52% |
| February 28, 2025 | 55.86% |
| January 31, 2025 | 53.54% |
| December 31, 2024 | 52.71% |
| November 30, 2024 | 51.84% |
| October 31, 2024 | 46.95% |
| September 30, 2024 | 43.39% |
| Date | Value |
|---|---|
| August 31, 2024 | 43.39% |
| July 31, 2024 | 42.58% |
| June 30, 2024 | 42.50% |
| May 31, 2024 | 38.24% |
| April 30, 2024 | 37.89% |
| March 31, 2024 | 34.81% |
| February 29, 2024 | 34.81% |
| January 31, 2024 | 34.81% |
| December 31, 2023 | 34.73% |
| November 30, 2023 | 34.73% |
| October 31, 2023 | 34.73% |
| September 30, 2023 | 34.73% |
| August 31, 2023 | 34.73% |
| July 31, 2023 | 34.73% |
| June 30, 2023 | 34.73% |
| May 31, 2023 | 34.73% |
| April 30, 2023 | 34.73% |
| March 31, 2023 | 34.73% |
| February 28, 2023 | 34.73% |
| January 31, 2023 | 34.73% |
| December 31, 2022 | 34.73% |
| November 30, 2022 | 34.73% |
| October 31, 2022 | 34.73% |
| September 30, 2022 | 34.73% |
| August 31, 2022 | 34.73% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Rémy Cointreau SA | 82.25% |
| Brown-Forman Corp. | 68.82% |
| Willamette Valley Vineyards, Inc. | 89.90% |
| L'Oréal SA | 39.08% |
| Treasury Wine Estates Limited - ADR | 76.18% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.55 |
| Beta (5Y) | 0.4904 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.95% |
| Historical Sharpe Ratio (5Y) | -0.8341 |
| Historical Sortino (5Y) | -1.212 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.41% |