Compass Group PLC (CMPGY)
28.51
+0.38
(+1.35%)
USD |
OTCM |
May 06, 16:01
Compass Group Max Drawdown (5Y): 57.37% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 57.37% |
March 31, 2024 | 57.37% |
February 29, 2024 | 57.37% |
January 31, 2024 | 57.37% |
December 31, 2023 | 57.37% |
November 30, 2023 | 57.37% |
October 31, 2023 | 57.37% |
September 30, 2023 | 57.37% |
August 31, 2023 | 57.37% |
July 31, 2023 | 57.37% |
June 30, 2023 | 57.37% |
May 31, 2023 | 57.37% |
April 30, 2023 | 57.37% |
March 31, 2023 | 57.37% |
February 28, 2023 | 57.37% |
January 31, 2023 | 57.37% |
December 31, 2022 | 57.37% |
November 30, 2022 | 57.37% |
October 31, 2022 | 57.37% |
September 30, 2022 | 57.37% |
August 31, 2022 | 57.37% |
July 31, 2022 | 57.37% |
June 30, 2022 | 57.37% |
May 31, 2022 | 57.37% |
April 30, 2022 | 57.37% |
Date | Value |
---|---|
March 31, 2022 | 57.37% |
February 28, 2022 | 57.37% |
January 31, 2022 | 57.37% |
December 31, 2021 | 57.37% |
November 30, 2021 | 57.37% |
October 31, 2021 | 57.37% |
September 30, 2021 | 57.37% |
August 31, 2021 | 57.37% |
July 31, 2021 | 57.37% |
June 30, 2021 | 57.37% |
May 31, 2021 | 57.37% |
April 30, 2021 | 57.37% |
March 31, 2021 | 57.37% |
February 28, 2021 | 57.37% |
January 31, 2021 | 57.37% |
December 31, 2020 | 57.37% |
November 30, 2020 | 57.37% |
October 31, 2020 | 57.37% |
September 30, 2020 | 57.37% |
August 31, 2020 | 57.37% |
July 31, 2020 | 57.37% |
June 30, 2020 | 57.37% |
May 31, 2020 | 57.37% |
April 30, 2020 | 57.37% |
March 31, 2020 | 57.37% |
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
16.92%
Minimum
Aug 2019
57.37%
Maximum
Mar 2020
50.76%
Average
57.37%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Carnival PLC | 91.43% |
InterContinental Hotels Group PLC | 59.29% |
Capri Holdings Ltd | 90.03% |
Selina Hospitality PLC | -- |
Perfect Moment Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.550 |
Beta (5Y) | 1.039 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.75% |
Historical Sharpe Ratio (5Y) | 0.0955 |
Historical Sortino (5Y) | 0.1064 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.98% |