IMI plc (IMIAF)
21.73
0.00 (0.00%)
USD |
OTCM |
May 06, 16:00
IMI Max Drawdown (5Y): 53.78% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 53.78% |
| March 31, 2024 | 53.78% |
| February 29, 2024 | 53.78% |
| January 31, 2024 | 53.78% |
| December 31, 2023 | 53.78% |
| November 30, 2023 | 53.78% |
| October 31, 2023 | 53.78% |
| September 30, 2023 | 53.78% |
| August 31, 2023 | 53.78% |
| July 31, 2023 | 53.78% |
| June 30, 2023 | 53.78% |
| May 31, 2023 | 53.78% |
| April 30, 2023 | 53.78% |
| March 31, 2023 | 53.78% |
| February 28, 2023 | 53.78% |
| January 31, 2023 | 53.78% |
| December 31, 2022 | 53.78% |
| November 30, 2022 | 53.78% |
| October 31, 2022 | 53.78% |
| September 30, 2022 | 53.78% |
| August 31, 2022 | 53.78% |
| July 31, 2022 | 53.78% |
| June 30, 2022 | 53.78% |
| May 31, 2022 | 53.78% |
| April 30, 2022 | 53.78% |
| Date | Value |
|---|---|
| March 31, 2022 | 53.78% |
| February 28, 2022 | 53.78% |
| January 31, 2022 | 53.78% |
| December 31, 2021 | 53.78% |
| November 30, 2021 | 53.78% |
| October 31, 2021 | 53.99% |
| September 30, 2021 | 53.99% |
| August 31, 2021 | 57.91% |
| July 31, 2021 | 57.91% |
| June 30, 2021 | 57.91% |
| May 31, 2021 | 57.91% |
| April 30, 2021 | 57.91% |
| March 31, 2021 | 57.91% |
| February 28, 2021 | 57.91% |
| January 31, 2021 | 57.91% |
| December 31, 2020 | 57.91% |
| November 30, 2020 | 61.57% |
| October 31, 2020 | 61.57% |
| September 30, 2020 | 61.57% |
| August 31, 2020 | 61.57% |
| July 31, 2020 | 61.57% |
| June 30, 2020 | 61.57% |
| May 31, 2020 | 61.57% |
| April 30, 2020 | 61.57% |
| March 31, 2020 | 61.57% |
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
53.78%
Minimum
Nov 2021
61.57%
Maximum
May 2019
56.88%
Average
53.89%
Median
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) | -1.735 |
| Beta (5Y) | 1.064 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.14% |
| Historical Sharpe Ratio (5Y) | 0.2725 |
| Historical Sortino (5Y) | 0.3292 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.66% |