ASOS PLC (ASOMF)
4.07
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
ASOS Max Drawdown (5Y): 94.78% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 94.78% |
| March 31, 2024 | 94.48% |
| February 29, 2024 | 94.48% |
| January 31, 2024 | 94.48% |
| December 31, 2023 | 94.48% |
| November 30, 2023 | 94.48% |
| October 31, 2023 | 94.48% |
| September 30, 2023 | 94.48% |
| August 31, 2023 | 94.48% |
| July 31, 2023 | 94.48% |
| June 30, 2023 | 94.48% |
| May 31, 2023 | 94.48% |
| April 30, 2023 | 94.48% |
| March 31, 2023 | 94.48% |
| February 28, 2023 | 94.48% |
| January 31, 2023 | 94.48% |
| December 31, 2022 | 94.48% |
| November 30, 2022 | 94.48% |
| October 31, 2022 | 94.48% |
| September 30, 2022 | 93.71% |
| August 31, 2022 | 91.74% |
| July 31, 2022 | 90.26% |
| June 30, 2022 | 90.26% |
| May 31, 2022 | 84.53% |
| April 30, 2022 | 82.51% |
| Date | Value |
|---|---|
| March 31, 2022 | 74.49% |
| February 28, 2022 | 74.49% |
| January 31, 2022 | 73.99% |
| December 31, 2021 | 73.99% |
| November 30, 2021 | 73.99% |
| October 31, 2021 | 73.99% |
| September 30, 2021 | 73.99% |
| August 31, 2021 | 73.99% |
| July 31, 2021 | 73.99% |
| June 30, 2021 | 73.99% |
| May 31, 2021 | 73.99% |
| April 30, 2021 | 73.99% |
| March 31, 2021 | 73.99% |
| February 28, 2021 | 73.99% |
| January 31, 2021 | 73.99% |
| December 31, 2020 | 73.99% |
| November 30, 2020 | 73.99% |
| October 31, 2020 | 73.99% |
| September 30, 2020 | 73.99% |
| August 31, 2020 | 73.99% |
| July 31, 2020 | 73.99% |
| June 30, 2020 | 73.99% |
| May 31, 2020 | 73.99% |
| April 30, 2020 | 73.99% |
| March 31, 2020 | 73.92% |
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
73.92%
Minimum
Sep 2019
94.78%
Maximum
Apr 2024
82.02%
Average
74.49%
Median
Feb 2022
Max Drawdown (5Y) Benchmarks
| Carnival PLC | 91.43% |
| InterContinental Hotels Group PLC | 59.29% |
| Capri Holdings Ltd | 90.03% |
| Selina Hospitality PLC | -- |
| Perfect Moment Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -55.92 |
| Beta (5Y) | 1.246 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 68.87% |
| Historical Sharpe Ratio (5Y) | -0.6104 |
| Historical Sortino (5Y) | -0.8795 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 39.34% |