Kering SA (PPRUY)
23.26
+0.82
(+3.63%)
USD |
OTCM |
Nov 14, 12:30
Kering Max Drawdown (5Y): 71.84% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 71.84% |
| September 30, 2024 | 70.97% |
| August 31, 2024 | 68.03% |
| July 31, 2024 | 64.50% |
| June 30, 2024 | 62.02% |
| May 31, 2024 | 61.49% |
| April 30, 2024 | 61.49% |
| March 31, 2024 | 57.04% |
| February 29, 2024 | 57.04% |
| January 31, 2024 | 57.04% |
| December 31, 2023 | 54.58% |
| November 30, 2023 | 54.58% |
| October 31, 2023 | 54.58% |
| September 30, 2023 | 52.66% |
| August 31, 2023 | 52.66% |
| July 31, 2023 | 52.66% |
| June 30, 2023 | 52.66% |
| May 31, 2023 | 52.66% |
| April 30, 2023 | 52.66% |
| March 31, 2023 | 52.66% |
| February 28, 2023 | 52.66% |
| January 31, 2023 | 52.66% |
| December 31, 2022 | 52.66% |
| November 30, 2022 | 52.66% |
| October 31, 2022 | 52.66% |
| Date | Value |
|---|---|
| September 30, 2022 | 52.00% |
| August 31, 2022 | 49.06% |
| July 31, 2022 | 49.06% |
| June 30, 2022 | 49.06% |
| May 31, 2022 | 49.06% |
| April 30, 2022 | 45.21% |
| March 31, 2022 | 45.21% |
| February 28, 2022 | 45.21% |
| January 31, 2022 | 45.21% |
| December 31, 2021 | 45.21% |
| November 30, 2021 | 45.21% |
| October 31, 2021 | 45.21% |
| September 30, 2021 | 45.21% |
| August 31, 2021 | 45.21% |
| July 31, 2021 | 45.21% |
| June 30, 2021 | 45.21% |
| May 31, 2021 | 45.21% |
| April 30, 2021 | 45.21% |
| March 31, 2021 | 45.21% |
| February 28, 2021 | 45.21% |
| January 31, 2021 | 45.21% |
| December 31, 2020 | 45.21% |
| November 30, 2020 | 45.21% |
| October 31, 2020 | 45.21% |
| September 30, 2020 | 45.21% |
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
35.24%
Minimum
Nov 2019
71.84%
Maximum
Oct 2024
49.86%
Average
47.13%
Median
Max Drawdown (5Y) Benchmarks
| Lvmh Moet Hennessy Louis Vuitton SE | 35.68% |
| Hermes International SA | 45.60% |
| Valeo SA | 84.14% |
| Michelin | 49.86% |
| Accor SA | 65.02% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -31.49 |
| Beta (5Y) | 1.224 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.97% |
| Historical Sharpe Ratio (5Y) | -0.4365 |
| Historical Sortino (5Y) | -0.7515 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.83% |