Remy Cointreau (REMYY)

6.05 0.00 (0.00%) USD  |  OTCM  |  Dec 20, 16:00
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Remy Cointreau Max Drawdown (5Y): 75.57% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Pernod Ricard SA --
Danone SA 43.42%
L'Oreal SA 39.10%
Bic 64.23%
Laurent-Perrier 29.30%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -23.67
Beta (5Y) 0.6505
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 30.39%
Historical Sharpe Ratio (5Y) -0.4928
Historical Sortino (5Y) -0.8082
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.66%