Ashtead Group PLC (ASHTF)
68.69
-3.27
(-4.54%)
USD |
OTCM |
Jun 14, 16:00
Ashtead Group Max Drawdown (5Y): 56.54% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 56.54% |
April 30, 2024 | 56.54% |
March 31, 2024 | 56.54% |
February 29, 2024 | 56.54% |
January 31, 2024 | 56.54% |
December 31, 2023 | 56.54% |
November 30, 2023 | 56.54% |
October 31, 2023 | 56.54% |
September 30, 2023 | 56.54% |
August 31, 2023 | 56.54% |
July 31, 2023 | 56.54% |
June 30, 2023 | 56.54% |
May 31, 2023 | 56.54% |
April 30, 2023 | 56.54% |
March 31, 2023 | 56.54% |
February 28, 2023 | 56.54% |
January 31, 2023 | 56.54% |
December 31, 2022 | 56.54% |
November 30, 2022 | 56.54% |
October 31, 2022 | 56.54% |
September 30, 2022 | 56.54% |
August 31, 2022 | 56.54% |
July 31, 2022 | 56.54% |
June 30, 2022 | 56.54% |
May 31, 2022 | 56.54% |
Date | Value |
---|---|
April 30, 2022 | 56.54% |
March 31, 2022 | 56.54% |
February 28, 2022 | 56.54% |
January 31, 2022 | 56.54% |
December 31, 2021 | 56.54% |
November 30, 2021 | 56.54% |
October 31, 2021 | 56.54% |
September 30, 2021 | 56.54% |
August 31, 2021 | 56.54% |
July 31, 2021 | 56.54% |
June 30, 2021 | 56.54% |
May 31, 2021 | 56.54% |
April 30, 2021 | 56.54% |
March 31, 2021 | 56.54% |
February 28, 2021 | 56.54% |
January 31, 2021 | 56.54% |
December 31, 2020 | 56.54% |
November 30, 2020 | 56.54% |
October 31, 2020 | 56.54% |
September 30, 2020 | 56.54% |
August 31, 2020 | 56.54% |
July 31, 2020 | 56.54% |
June 30, 2020 | 56.54% |
May 31, 2020 | 56.54% |
April 30, 2020 | 56.54% |
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
40.39%
Minimum
Jun 2019
56.54%
Maximum
Mar 2020
54.12%
Average
56.54%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
RELX PLC | 37.75% |
Pentair PLC | 67.99% |
KNOT Offshore Partners LP | 74.53% |
Rentokil Initial PLC | 43.66% |
CNH Industrial NV | 65.82% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.624 |
Beta (5Y) | 1.618 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.84% |
Historical Sharpe Ratio (5Y) | 0.6222 |
Historical Sortino (5Y) | 0.793 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.77% |