Barclays PLC (BCS)
10.26
+0.01
(+0.10%)
USD |
NYSE |
May 03, 16:00
10.24
-0.02
(-0.19%)
Pre-Market: 20:00
Barclays Max Drawdown (5Y): 76.01% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 76.01% |
March 31, 2024 | 76.01% |
February 29, 2024 | 76.01% |
January 31, 2024 | 76.01% |
December 31, 2023 | 76.01% |
November 30, 2023 | 76.01% |
October 31, 2023 | 76.01% |
September 30, 2023 | 76.01% |
August 31, 2023 | 76.01% |
July 31, 2023 | 76.01% |
June 30, 2023 | 76.01% |
May 31, 2023 | 76.01% |
April 30, 2023 | 76.01% |
March 31, 2023 | 76.01% |
February 28, 2023 | 76.01% |
January 31, 2023 | 76.01% |
December 31, 2022 | 76.01% |
November 30, 2022 | 76.01% |
October 31, 2022 | 76.01% |
September 30, 2022 | 76.01% |
August 31, 2022 | 76.01% |
July 31, 2022 | 76.01% |
June 30, 2022 | 76.01% |
May 31, 2022 | 76.01% |
April 30, 2022 | 76.01% |
Date | Value |
---|---|
March 31, 2022 | 76.01% |
February 28, 2022 | 76.01% |
January 31, 2022 | 76.01% |
December 31, 2021 | 76.01% |
November 30, 2021 | 76.01% |
October 31, 2021 | 76.01% |
September 30, 2021 | 76.01% |
August 31, 2021 | 76.01% |
July 31, 2021 | 76.01% |
June 30, 2021 | 76.01% |
May 31, 2021 | 76.01% |
April 30, 2021 | 76.01% |
March 31, 2021 | 76.01% |
February 28, 2021 | 76.01% |
January 31, 2021 | 76.01% |
December 31, 2020 | 76.01% |
November 30, 2020 | 76.01% |
October 31, 2020 | 76.01% |
September 30, 2020 | 76.01% |
August 31, 2020 | 76.01% |
July 31, 2020 | 76.01% |
June 30, 2020 | 76.01% |
May 31, 2020 | 76.01% |
April 30, 2020 | 76.01% |
March 31, 2020 | 76.01% |
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
61.41%
Minimum
May 2019
76.01%
Maximum
Mar 2020
73.58%
Average
76.01%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
HSBC Holdings PLC | 63.37% |
Lloyds Banking Group PLC | 71.47% |
NatWest Group PLC | 75.68% |
Banco Santander SA | 73.82% |
Blackstone Inc | 49.26% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.30 |
Beta (5Y) | 1.430 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.04% |
Historical Sharpe Ratio (5Y) | 0.1052 |
Historical Sortino (5Y) | 0.1424 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.34% |