Associated British Foods PLC (ASBFY)
34.23
-0.21
(-0.60%)
USD |
OTCM |
May 22, 16:00
Associated British Foods Max Drawdown (5Y): 63.93% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 63.93% |
March 31, 2024 | 63.93% |
February 29, 2024 | 63.93% |
January 31, 2024 | 63.93% |
December 31, 2023 | 63.93% |
November 30, 2023 | 63.93% |
October 31, 2023 | 63.93% |
September 30, 2023 | 63.93% |
August 31, 2023 | 63.93% |
July 31, 2023 | 63.93% |
June 30, 2023 | 63.93% |
May 31, 2023 | 63.93% |
April 30, 2023 | 63.93% |
March 31, 2023 | 63.93% |
February 28, 2023 | 63.93% |
January 31, 2023 | 63.93% |
December 31, 2022 | 63.93% |
November 30, 2022 | 63.93% |
October 31, 2022 | 63.93% |
September 30, 2022 | 63.93% |
August 31, 2022 | 62.91% |
July 31, 2022 | 62.91% |
June 30, 2022 | 62.91% |
May 31, 2022 | 62.91% |
April 30, 2022 | 62.91% |
Date | Value |
---|---|
March 31, 2022 | 62.91% |
February 28, 2022 | 62.91% |
January 31, 2022 | 62.91% |
December 31, 2021 | 62.91% |
November 30, 2021 | 62.91% |
October 31, 2021 | 62.91% |
September 30, 2021 | 62.91% |
August 31, 2021 | 62.91% |
July 31, 2021 | 62.91% |
June 30, 2021 | 62.91% |
May 31, 2021 | 62.91% |
April 30, 2021 | 62.91% |
March 31, 2021 | 62.91% |
February 28, 2021 | 62.91% |
January 31, 2021 | 62.91% |
December 31, 2020 | 62.91% |
November 30, 2020 | 62.91% |
October 31, 2020 | 62.91% |
September 30, 2020 | 62.91% |
August 31, 2020 | 62.91% |
July 31, 2020 | 62.91% |
June 30, 2020 | 62.91% |
May 31, 2020 | 62.91% |
April 30, 2020 | 62.91% |
March 31, 2020 | 62.91% |
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
49.58%
Minimum
May 2019
63.93%
Maximum
Sep 2022
61.03%
Average
62.91%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
British American Tobacco PLC | 56.33% |
Coca-Cola Europacific Partners PLC | 48.77% |
Diageo PLC | 41.15% |
Unilever PLC | 30.13% |
Nomad Foods Ltd | 59.04% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.87 |
Beta (5Y) | 1.355 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.30% |
Historical Sharpe Ratio (5Y) | -0.0205 |
Historical Sortino (5Y) | -0.0326 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.75% |