Admiral Group PLC (AMIGF)
33.77
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Admiral Group Max Drawdown (5Y): 56.22% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 56.22% |
| March 31, 2024 | 56.22% |
| February 29, 2024 | 56.22% |
| January 31, 2024 | 56.22% |
| December 31, 2023 | 56.22% |
| November 30, 2023 | 56.22% |
| October 31, 2023 | 56.22% |
| September 30, 2023 | 56.22% |
| August 31, 2023 | 56.22% |
| July 31, 2023 | 56.22% |
| June 30, 2023 | 56.22% |
| May 31, 2023 | 56.22% |
| April 30, 2023 | 56.22% |
| March 31, 2023 | 56.22% |
| February 28, 2023 | 56.22% |
| January 31, 2023 | 56.22% |
| December 31, 2022 | 56.22% |
| November 30, 2022 | 56.22% |
| October 31, 2022 | 56.22% |
| September 30, 2022 | 56.22% |
| August 31, 2022 | 56.22% |
| July 31, 2022 | 56.22% |
| June 30, 2022 | 43.62% |
| May 31, 2022 | 41.72% |
| April 30, 2022 | 35.73% |
| Date | Value |
|---|---|
| March 31, 2022 | 35.73% |
| February 28, 2022 | 23.55% |
| January 31, 2022 | 23.55% |
| December 31, 2021 | 23.55% |
| November 30, 2021 | 23.55% |
| October 31, 2021 | 25.58% |
| September 30, 2021 | 25.58% |
| August 31, 2021 | 25.58% |
| July 31, 2021 | 25.58% |
| June 30, 2021 | 25.58% |
| May 31, 2021 | 25.58% |
| April 30, 2021 | 25.58% |
| March 31, 2021 | 25.58% |
| February 28, 2021 | 25.58% |
| January 31, 2021 | 25.58% |
| December 31, 2020 | 25.58% |
| November 30, 2020 | 25.58% |
| October 31, 2020 | 25.58% |
| September 30, 2020 | 25.58% |
| August 31, 2020 | 25.58% |
| July 31, 2020 | 25.58% |
| June 30, 2020 | 25.58% |
| May 31, 2020 | 25.58% |
| April 30, 2020 | 25.58% |
| March 31, 2020 | 25.58% |
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
23.55%
Minimum
Nov 2021
56.22%
Maximum
Jul 2022
37.86%
Average
28.16%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.447 |
| Beta (5Y) | 0.1868 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.45% |
| Historical Sharpe Ratio (5Y) | 0.2217 |
| Historical Sortino (5Y) | 0.2771 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.25% |