Pernod Ricard SA (PRNDY)
30.46
+0.18
(+0.59%)
USD |
OTCM |
May 03, 16:00
Pernod Ricard Max Drawdown (5Y): 36.12% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 36.12% |
| March 31, 2024 | 33.94% |
| February 29, 2024 | 33.94% |
| January 31, 2024 | 33.94% |
| December 31, 2023 | 32.50% |
| November 30, 2023 | 32.50% |
| October 31, 2023 | 32.50% |
| September 30, 2023 | 32.50% |
| August 31, 2023 | 32.50% |
| July 31, 2023 | 32.50% |
| June 30, 2023 | 32.50% |
| May 31, 2023 | 32.50% |
| April 30, 2023 | 32.50% |
| March 31, 2023 | 32.50% |
| February 28, 2023 | 32.50% |
| January 31, 2023 | 32.50% |
| December 31, 2022 | 32.50% |
| November 30, 2022 | 32.50% |
| October 31, 2022 | 32.50% |
| September 30, 2022 | 32.50% |
| August 31, 2022 | 32.50% |
| July 31, 2022 | 32.50% |
| June 30, 2022 | 32.50% |
| May 31, 2022 | 32.50% |
| April 30, 2022 | 32.50% |
| Date | Value |
|---|---|
| March 31, 2022 | 32.50% |
| February 28, 2022 | 32.50% |
| January 31, 2022 | 32.50% |
| December 31, 2021 | 32.50% |
| November 30, 2021 | 32.50% |
| October 31, 2021 | 32.50% |
| September 30, 2021 | 32.50% |
| August 31, 2021 | 32.50% |
| July 31, 2021 | 32.50% |
| June 30, 2021 | 32.50% |
| May 31, 2021 | 32.50% |
| April 30, 2021 | 32.50% |
| March 31, 2021 | 32.50% |
| February 28, 2021 | 32.50% |
| January 31, 2021 | 32.50% |
| December 31, 2020 | 32.50% |
| November 30, 2020 | 32.50% |
| October 31, 2020 | 32.50% |
| September 30, 2020 | 32.50% |
| August 31, 2020 | 32.50% |
| July 31, 2020 | 32.50% |
| June 30, 2020 | 32.50% |
| May 31, 2020 | 32.50% |
| April 30, 2020 | 32.50% |
| March 31, 2020 | 32.50% |
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
21.24%
Minimum
May 2019
36.12%
Maximum
Apr 2024
30.76%
Average
32.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| L'Oreal SA | 39.10% |
| Remy Cointreau | 60.28% |
| Marie Brizard Wine and Spirits SA | 96.04% |
| Bic | 64.23% |
| Laurent-Perrier | 28.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.38 |
| Beta (5Y) | 0.6742 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.31% |
| Historical Sharpe Ratio (5Y) | -0.1232 |
| Historical Sortino (5Y) | -0.182 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.61% |