GSK PLC (GSK)
43.34
+0.78
(+1.82%)
USD |
NYSE |
May 02, 16:00
43.40
+0.06
(+0.13%)
After-Hours: 20:00
GSK Max Drawdown (5Y): 50.14% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 50.14% |
| March 31, 2024 | 50.14% |
| February 29, 2024 | 50.14% |
| January 31, 2024 | 50.14% |
| December 31, 2023 | 50.14% |
| November 30, 2023 | 50.14% |
| October 31, 2023 | 50.14% |
| September 30, 2023 | 50.14% |
| August 31, 2023 | 50.14% |
| July 31, 2023 | 50.14% |
| June 30, 2023 | 50.14% |
| May 31, 2023 | 50.14% |
| April 30, 2023 | 50.14% |
| March 31, 2023 | 50.14% |
| February 28, 2023 | 50.14% |
| January 31, 2023 | 50.14% |
| December 31, 2022 | 50.14% |
| November 30, 2022 | 50.14% |
| October 31, 2022 | 50.14% |
| September 30, 2022 | 50.14% |
| August 31, 2022 | 43.49% |
| July 31, 2022 | 32.41% |
| June 30, 2022 | 32.41% |
| May 31, 2022 | 32.41% |
| April 30, 2022 | 32.41% |
| Date | Value |
|---|---|
| March 31, 2022 | 32.41% |
| February 28, 2022 | 32.41% |
| January 31, 2022 | 32.41% |
| December 31, 2021 | 32.41% |
| November 30, 2021 | 32.41% |
| October 31, 2021 | 32.41% |
| September 30, 2021 | 32.41% |
| August 31, 2021 | 32.41% |
| July 31, 2021 | 32.41% |
| June 30, 2021 | 32.41% |
| May 31, 2021 | 32.41% |
| April 30, 2021 | 32.41% |
| March 31, 2021 | 32.41% |
| February 28, 2021 | 32.41% |
| January 31, 2021 | 32.41% |
| December 31, 2020 | 32.41% |
| November 30, 2020 | 32.41% |
| October 31, 2020 | 32.41% |
| September 30, 2020 | 32.41% |
| August 31, 2020 | 32.41% |
| July 31, 2020 | 32.41% |
| June 30, 2020 | 32.41% |
| May 31, 2020 | 32.41% |
| April 30, 2020 | 32.41% |
| March 31, 2020 | 32.41% |
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
26.66%
Minimum
May 2019
50.14%
Maximum
Sep 2022
37.55%
Average
32.41%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| AstraZeneca PLC | 24.93% |
| Novo Nordisk A/S | 23.65% |
| Pfizer Inc | 54.78% |
| Sanofi SA | 33.52% |
| Moderna Inc | 85.65% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.389 |
| Beta (5Y) | 0.4981 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.03% |
| Historical Sharpe Ratio (5Y) | 0.1128 |
| Historical Sortino (5Y) | 0.1448 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.10% |