Smurfit Kappa Group PLC (SMFTF)
42.81
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Smurfit Kappa Group Max Drawdown (5Y): 54.63% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 54.63% |
March 31, 2024 | 54.63% |
February 29, 2024 | 54.63% |
January 31, 2024 | 54.63% |
December 31, 2023 | 54.63% |
November 30, 2023 | 54.63% |
October 31, 2023 | 54.63% |
September 30, 2023 | 54.63% |
August 31, 2023 | 54.63% |
July 31, 2023 | 54.63% |
June 30, 2023 | 54.63% |
May 31, 2023 | 54.63% |
April 30, 2023 | 54.63% |
March 31, 2023 | 54.63% |
February 28, 2023 | 54.63% |
January 31, 2023 | 54.63% |
December 31, 2022 | 54.63% |
November 30, 2022 | 54.63% |
October 31, 2022 | 54.63% |
September 30, 2022 | 51.89% |
August 31, 2022 | 50.93% |
July 31, 2022 | 50.93% |
June 30, 2022 | 50.93% |
May 31, 2022 | 50.93% |
April 30, 2022 | 50.93% |
Date | Value |
---|---|
March 31, 2022 | 50.93% |
February 28, 2022 | 50.93% |
January 31, 2022 | 50.93% |
December 31, 2021 | 50.93% |
November 30, 2021 | 50.93% |
October 31, 2021 | 50.93% |
September 30, 2021 | 50.93% |
August 31, 2021 | 50.93% |
July 31, 2021 | 50.93% |
June 30, 2021 | 50.93% |
May 31, 2021 | 50.93% |
April 30, 2021 | 50.93% |
March 31, 2021 | 50.93% |
February 28, 2021 | 50.93% |
January 31, 2021 | 50.93% |
December 31, 2020 | 50.93% |
November 30, 2020 | 50.93% |
October 31, 2020 | 50.93% |
September 30, 2020 | 50.93% |
August 31, 2020 | 50.93% |
July 31, 2020 | 50.93% |
June 30, 2020 | 50.93% |
May 31, 2020 | 50.93% |
April 30, 2020 | 50.93% |
March 31, 2020 | 50.93% |
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
44.40%
Minimum
May 2019
54.63%
Maximum
Oct 2022
51.03%
Average
50.93%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Aptiv PLC | 66.81% |
Adient PLC | 92.23% |
PDD Holdings Inc | 87.41% |
Carbon Revolution PLC | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.060 |
Beta (5Y) | 1.061 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.98% |
Historical Sharpe Ratio (5Y) | 0.2437 |
Historical Sortino (5Y) | 0.3521 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.46% |