Savills PLC (SVLPF)
14.01
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Savills Max Drawdown (5Y): 53.48% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 53.48% |
March 31, 2024 | 53.48% |
February 29, 2024 | 53.48% |
January 31, 2024 | 53.48% |
December 31, 2023 | 53.48% |
November 30, 2023 | 53.48% |
October 31, 2023 | 53.48% |
September 30, 2023 | 53.48% |
August 31, 2023 | 53.48% |
July 31, 2023 | 53.48% |
June 30, 2023 | 53.48% |
May 31, 2023 | 53.48% |
April 30, 2023 | 53.48% |
March 31, 2023 | 53.48% |
February 28, 2023 | 53.48% |
January 31, 2023 | 53.48% |
December 31, 2022 | 53.48% |
November 30, 2022 | 53.48% |
October 31, 2022 | 53.48% |
September 30, 2022 | 53.48% |
August 31, 2022 | 42.28% |
July 31, 2022 | 42.28% |
June 30, 2022 | 42.28% |
May 31, 2022 | 42.28% |
April 30, 2022 | 42.28% |
Date | Value |
---|---|
March 31, 2022 | 42.28% |
February 28, 2022 | 42.28% |
January 31, 2022 | 42.28% |
December 31, 2021 | 42.28% |
November 30, 2021 | 43.57% |
October 31, 2021 | 43.57% |
September 30, 2021 | 43.57% |
August 31, 2021 | 43.57% |
July 31, 2021 | 43.57% |
June 30, 2021 | 43.57% |
May 31, 2021 | 43.57% |
April 30, 2021 | 43.57% |
March 31, 2021 | 47.20% |
February 28, 2021 | 47.20% |
January 31, 2021 | 47.20% |
December 31, 2020 | 47.20% |
November 30, 2020 | 47.20% |
October 31, 2020 | 47.20% |
September 30, 2020 | 47.20% |
August 31, 2020 | 47.20% |
July 31, 2020 | 47.20% |
June 30, 2020 | 47.20% |
May 31, 2020 | 47.20% |
April 30, 2020 | 47.20% |
March 31, 2020 | 47.20% |
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
42.28%
Minimum
Dec 2021
53.48%
Maximum
Sep 2022
48.07%
Average
47.20%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Foxtons Group PLC | 88.39% |
Cushman & Wakefield PLC | 71.84% |
MDJM Ltd | 85.97% |
Harworth Group PLC | -- |
Murano Global Investments PLC | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.132 |
Beta (5Y) | 0.4327 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.17% |
Historical Sharpe Ratio (5Y) | -0.0352 |
Historical Sortino (5Y) | -0.0467 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.53% |