Remy Cointreau (REMYY)
6.125
+0.05
(+0.75%)
USD |
OTCM |
Nov 05, 15:58
Remy Cointreau Max Drawdown (5Y): 73.08% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 73.08% |
| September 30, 2024 | 70.96% |
| August 31, 2024 | 67.72% |
| July 31, 2024 | 67.71% |
| June 30, 2024 | 65.46% |
| May 31, 2024 | 61.71% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
34.09%
Minimum
Nov 2019
73.08%
Maximum
Oct 2024
45.50%
Average
41.29%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Danone SA | 43.42% |
| L'Oreal SA | 39.10% |
| Pernod Ricard SA | -- |
| Bic | 64.23% |
| Laurent-Perrier | 29.30% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.32 |
| Beta (5Y) | 0.6597 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.14% |
| Historical Sharpe Ratio (5Y) | -0.4914 |
| Historical Sortino (5Y) | -0.803 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.45% |