Prudential PLC (PUK)
19.00
+0.42
(+2.26%)
USD |
NYSE |
May 03, 16:00
19.00
0.00 (0.00%)
Pre-Market: 20:00
Prudential Max Drawdown (5Y): 63.36% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 63.36% |
March 31, 2024 | 63.36% |
February 29, 2024 | 63.36% |
January 31, 2024 | 63.36% |
December 31, 2023 | 63.36% |
November 30, 2023 | 63.36% |
October 31, 2023 | 63.36% |
September 30, 2023 | 63.36% |
August 31, 2023 | 63.36% |
July 31, 2023 | 63.36% |
June 30, 2023 | 63.36% |
May 31, 2023 | 63.36% |
April 30, 2023 | 63.36% |
March 31, 2023 | 63.36% |
February 28, 2023 | 63.36% |
January 31, 2023 | 63.36% |
December 31, 2022 | 63.36% |
November 30, 2022 | 63.36% |
October 31, 2022 | 63.36% |
September 30, 2022 | 63.36% |
August 31, 2022 | 63.36% |
July 31, 2022 | 63.36% |
June 30, 2022 | 63.36% |
May 31, 2022 | 63.36% |
April 30, 2022 | 63.36% |
Date | Value |
---|---|
March 31, 2022 | 63.36% |
February 28, 2022 | 63.36% |
January 31, 2022 | 63.36% |
December 31, 2021 | 63.36% |
November 30, 2021 | 63.36% |
October 31, 2021 | 63.36% |
September 30, 2021 | 63.36% |
August 31, 2021 | 63.36% |
July 31, 2021 | 63.36% |
June 30, 2021 | 63.36% |
May 31, 2021 | 63.36% |
April 30, 2021 | 63.36% |
March 31, 2021 | 63.36% |
February 28, 2021 | 63.36% |
January 31, 2021 | 63.36% |
December 31, 2020 | 63.36% |
November 30, 2020 | 63.36% |
October 31, 2020 | 63.36% |
September 30, 2020 | 63.36% |
August 31, 2020 | 63.36% |
July 31, 2020 | 63.36% |
June 30, 2020 | 63.36% |
May 31, 2020 | 63.36% |
April 30, 2020 | 63.36% |
March 31, 2020 | 63.36% |
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
41.45%
Minimum
May 2019
63.36%
Maximum
Mar 2020
59.71%
Average
63.36%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Lloyds Banking Group PLC | 71.47% |
Barclays PLC | 76.01% |
HSBC Holdings PLC | 63.37% |
Willis Towers Watson PLC | 32.95% |
Argo Blockchain PLC | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -29.14 |
Beta (5Y) | 1.267 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.54% |
Historical Sharpe Ratio (5Y) | -0.38 |
Historical Sortino (5Y) | -0.5844 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.49% |