British American Tobacco PLC (BTI)
29.80
+0.38
(+1.29%)
USD |
NYSE |
May 02, 16:00
30.03
+0.23
(+0.77%)
Pre-Market: 06:09
British American Tobacco Max Drawdown (5Y): 56.33% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 56.33% |
March 31, 2024 | 56.33% |
February 29, 2024 | 56.33% |
January 31, 2024 | 56.33% |
December 31, 2023 | 56.33% |
November 30, 2023 | 56.33% |
October 31, 2023 | 56.33% |
September 30, 2023 | 56.33% |
August 31, 2023 | 56.33% |
July 31, 2023 | 56.33% |
June 30, 2023 | 56.33% |
May 31, 2023 | 56.33% |
April 30, 2023 | 56.33% |
March 31, 2023 | 56.33% |
February 28, 2023 | 56.33% |
January 31, 2023 | 56.33% |
December 31, 2022 | 56.33% |
November 30, 2022 | 56.33% |
October 31, 2022 | 56.33% |
September 30, 2022 | 56.33% |
August 31, 2022 | 56.33% |
July 31, 2022 | 56.33% |
June 30, 2022 | 56.33% |
May 31, 2022 | 56.33% |
April 30, 2022 | 56.33% |
Date | Value |
---|---|
March 31, 2022 | 56.33% |
February 28, 2022 | 56.33% |
January 31, 2022 | 56.33% |
December 31, 2021 | 56.33% |
November 30, 2021 | 56.33% |
October 31, 2021 | 56.33% |
September 30, 2021 | 56.33% |
August 31, 2021 | 56.33% |
July 31, 2021 | 56.33% |
June 30, 2021 | 56.33% |
May 31, 2021 | 56.33% |
April 30, 2021 | 56.33% |
March 31, 2021 | 56.33% |
February 28, 2021 | 56.33% |
January 31, 2021 | 56.33% |
December 31, 2020 | 56.33% |
November 30, 2020 | 56.33% |
October 31, 2020 | 56.33% |
September 30, 2020 | 56.33% |
August 31, 2020 | 56.33% |
July 31, 2020 | 56.33% |
June 30, 2020 | 56.33% |
May 31, 2020 | 56.33% |
April 30, 2020 | 56.33% |
March 31, 2020 | 56.33% |
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
54.64%
Minimum
May 2019
56.33%
Maximum
Mar 2020
56.05%
Average
56.33%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Altria Group Inc | 53.62% |
Philip Morris International Inc | 42.75% |
Imperial Brands PLC | 65.12% |
Unilever PLC | 30.13% |
Archer-Daniels Midland Co | 46.16% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.137 |
Beta (5Y) | 0.5457 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.63% |
Historical Sharpe Ratio (5Y) | -0.0023 |
Historical Sortino (5Y) | -0.0037 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.21% |