Remy Cointreau (REMYY)
9.69
+0.23
(+2.43%)
USD |
OTCM |
May 03, 16:00
Remy Cointreau Max Drawdown (5Y): 60.28% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 60.28% |
| March 31, 2024 | 60.03% |
| February 29, 2024 | 60.03% |
| January 31, 2024 | 60.03% |
| December 31, 2023 | 54.05% |
| November 30, 2023 | 54.05% |
| October 31, 2023 | 54.05% |
| September 30, 2023 | 49.83% |
| August 31, 2023 | 41.29% |
| July 31, 2023 | 41.29% |
| June 30, 2023 | 41.29% |
| May 31, 2023 | 41.29% |
| April 30, 2023 | 41.29% |
| March 31, 2023 | 41.29% |
| February 28, 2023 | 41.29% |
| January 31, 2023 | 41.29% |
| December 31, 2022 | 41.29% |
| November 30, 2022 | 41.29% |
| October 31, 2022 | 41.29% |
| September 30, 2022 | 41.29% |
| August 31, 2022 | 41.29% |
| July 31, 2022 | 41.29% |
| June 30, 2022 | 41.29% |
| May 31, 2022 | 41.29% |
| April 30, 2022 | 41.29% |
| Date | Value |
|---|---|
| March 31, 2022 | 41.29% |
| February 28, 2022 | 41.29% |
| January 31, 2022 | 41.29% |
| December 31, 2021 | 41.29% |
| November 30, 2021 | 41.29% |
| October 31, 2021 | 41.29% |
| September 30, 2021 | 41.29% |
| August 31, 2021 | 41.29% |
| July 31, 2021 | 41.29% |
| June 30, 2021 | 41.29% |
| May 31, 2021 | 41.29% |
| April 30, 2021 | 41.29% |
| March 31, 2021 | 41.29% |
| February 28, 2021 | 41.29% |
| January 31, 2021 | 41.29% |
| December 31, 2020 | 41.29% |
| November 30, 2020 | 41.29% |
| October 31, 2020 | 41.29% |
| September 30, 2020 | 41.29% |
| August 31, 2020 | 41.29% |
| July 31, 2020 | 41.29% |
| June 30, 2020 | 41.29% |
| May 31, 2020 | 41.29% |
| April 30, 2020 | 41.29% |
| March 31, 2020 | 41.29% |
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
37.10%
Minimum
May 2019
60.28%
Maximum
Apr 2024
42.63%
Average
41.29%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| L'Oreal SA | 39.10% |
| Pernod Ricard SA | 36.12% |
| Marie Brizard Wine and Spirits SA | 96.04% |
| Bic | 64.23% |
| Laurent-Perrier | 28.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.91 |
| Beta (5Y) | 0.6096 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.38% |
| Historical Sharpe Ratio (5Y) | -0.2423 |
| Historical Sortino (5Y) | -0.3949 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.37% |