easyJet PLC (ESYJY)
6.76
-0.09
(-1.31%)
USD |
OTCM |
May 03, 16:00
easyJet Max Drawdown (5Y): 83.91% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 83.91% |
| March 31, 2024 | 83.91% |
| February 29, 2024 | 83.91% |
| January 31, 2024 | 83.91% |
| December 31, 2023 | 83.91% |
| November 30, 2023 | 83.91% |
| October 31, 2023 | 83.91% |
| September 30, 2023 | 83.91% |
| August 31, 2023 | 83.91% |
| July 31, 2023 | 83.91% |
| June 30, 2023 | 83.91% |
| May 31, 2023 | 83.91% |
| April 30, 2023 | 83.91% |
| March 31, 2023 | 83.91% |
| February 28, 2023 | 83.91% |
| January 31, 2023 | 83.91% |
| December 31, 2022 | 83.91% |
| November 30, 2022 | 83.91% |
| October 31, 2022 | 83.91% |
| September 30, 2022 | 83.33% |
| August 31, 2022 | 77.93% |
| July 31, 2022 | 77.57% |
| June 30, 2022 | 75.36% |
| May 31, 2022 | 74.94% |
| April 30, 2022 | 74.94% |
| Date | Value |
|---|---|
| March 31, 2022 | 74.94% |
| February 28, 2022 | 74.94% |
| January 31, 2022 | 74.94% |
| December 31, 2021 | 74.94% |
| November 30, 2021 | 74.94% |
| October 31, 2021 | 74.94% |
| September 30, 2021 | 74.94% |
| August 31, 2021 | 74.94% |
| July 31, 2021 | 74.94% |
| June 30, 2021 | 74.94% |
| May 31, 2021 | 74.94% |
| April 30, 2021 | 74.94% |
| March 31, 2021 | 74.94% |
| February 28, 2021 | 74.94% |
| January 31, 2021 | 74.94% |
| December 31, 2020 | 74.94% |
| November 30, 2020 | 74.94% |
| October 31, 2020 | 74.94% |
| September 30, 2020 | 74.94% |
| August 31, 2020 | 74.94% |
| July 31, 2020 | 74.94% |
| June 30, 2020 | 74.94% |
| May 31, 2020 | 74.94% |
| April 30, 2020 | 74.94% |
| March 31, 2020 | 74.85% |
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
61.46%
Minimum
May 2019
83.91%
Maximum
Oct 2022
75.77%
Average
74.94%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Pentair PLC | 67.99% |
| RELX PLC | 37.75% |
| KNOT Offshore Partners LP | 74.53% |
| Rentokil Initial PLC | 43.66% |
| CNH Industrial NV | 65.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -39.85 |
| Beta (5Y) | 2.396 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.80% |
| Historical Sharpe Ratio (5Y) | -0.1998 |
| Historical Sortino (5Y) | -0.3495 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.32% |