Greencore Group PLC (GNCGY)
8.50
0.00 (0.00%)
USD |
OTCM |
May 31, 16:00
Greencore Group Max Drawdown (5Y): 78.33% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 78.33% |
April 30, 2024 | 78.33% |
March 31, 2024 | 78.33% |
February 29, 2024 | 78.33% |
January 31, 2024 | 78.33% |
December 31, 2023 | 78.33% |
November 30, 2023 | 78.33% |
October 31, 2023 | 78.33% |
September 30, 2023 | 78.33% |
August 31, 2023 | 78.33% |
July 31, 2023 | 78.33% |
June 30, 2023 | 78.33% |
May 31, 2023 | 78.33% |
April 30, 2023 | 78.33% |
March 31, 2023 | 78.33% |
February 28, 2023 | 78.33% |
January 31, 2023 | 78.33% |
December 31, 2022 | 78.33% |
November 30, 2022 | 78.33% |
October 31, 2022 | 78.22% |
September 30, 2022 | 78.22% |
August 31, 2022 | 78.22% |
July 31, 2022 | 78.22% |
June 30, 2022 | 78.22% |
May 31, 2022 | 78.22% |
Date | Value |
---|---|
April 30, 2022 | 78.22% |
March 31, 2022 | 78.22% |
February 28, 2022 | 78.22% |
January 31, 2022 | 78.22% |
December 31, 2021 | 78.22% |
November 30, 2021 | 78.22% |
October 31, 2021 | 78.22% |
September 30, 2021 | 78.22% |
August 31, 2021 | 78.22% |
July 31, 2021 | 78.22% |
June 30, 2021 | 78.22% |
May 31, 2021 | 78.22% |
April 30, 2021 | 78.22% |
March 31, 2021 | 78.22% |
February 28, 2021 | 78.22% |
January 31, 2021 | 78.22% |
December 31, 2020 | 78.22% |
November 30, 2020 | 78.22% |
October 31, 2020 | 78.22% |
September 30, 2020 | 78.22% |
August 31, 2020 | 78.22% |
July 31, 2020 | 78.22% |
June 30, 2020 | 78.22% |
May 31, 2020 | 78.22% |
April 30, 2020 | 78.22% |
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
67.86%
Minimum
Jun 2019
78.33%
Maximum
Nov 2022
76.70%
Average
78.22%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Kerry Group PLC | 49.79% |
Dole PLC | -- |
Glanbia PLC | 56.08% |
Origin Enterprises PLC | -- |
C&C Group PLC | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -20.24 |
Beta (5Y) | 0.9859 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.10% |
Historical Sharpe Ratio (5Y) | -0.1561 |
Historical Sortino (5Y) | -0.1972 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.84% |