Amcor PLC (AMCR)
10.47
+0.13
(+1.26%)
USD |
NYSE |
Nov 21, 16:00
10.44
-0.03
(-0.29%)
Pre-Market: 08:21
Amcor Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Carnival PLC | 91.43% |
| InterContinental Hotels Group PLC | 59.29% |
| Capri Holdings Ltd | 90.03% |
| International Game Technology PLC | 85.91% |
| Perfect Moment Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.583 |
| Beta (5Y) | 0.8570 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.34% |
| Historical Sharpe Ratio (5Y) | 0.2251 |
| Historical Sortino (5Y) | 0.3226 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.94% |