ASOS PLC (ASOMY)
4.79
+0.01
(+0.21%)
USD |
OTCM |
Dec 04, 13:11
ASOS Max Drawdown (5Y): 95.48% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| November 30, 2024 | 95.48% |
| October 31, 2024 | 95.48% |
| September 30, 2024 | 95.48% |
| August 31, 2024 | 95.48% |
| July 31, 2024 | 95.48% |
| June 30, 2024 | 95.48% |
| May 31, 2024 | 95.48% |
| April 30, 2024 | 95.48% |
| March 31, 2024 | 95.48% |
| February 29, 2024 | 95.48% |
| January 31, 2024 | 95.48% |
| December 31, 2023 | 95.48% |
| November 30, 2023 | 95.48% |
| October 31, 2023 | 95.48% |
| September 30, 2023 | 95.48% |
| August 31, 2023 | 95.48% |
| July 31, 2023 | 95.48% |
| June 30, 2023 | 95.48% |
| May 31, 2023 | 95.33% |
| April 30, 2023 | 94.89% |
| March 31, 2023 | 94.89% |
| February 28, 2023 | 94.89% |
| January 31, 2023 | 94.89% |
| December 31, 2022 | 94.89% |
| November 30, 2022 | 94.89% |
| Date | Value |
|---|---|
| October 31, 2022 | 94.89% |
| September 30, 2022 | 94.21% |
| August 31, 2022 | 92.53% |
| July 31, 2022 | 91.09% |
| June 30, 2022 | 91.09% |
| May 31, 2022 | 88.43% |
| April 30, 2022 | 88.43% |
| March 31, 2022 | 88.43% |
| February 28, 2022 | 88.43% |
| January 31, 2022 | 88.43% |
| December 31, 2021 | 88.43% |
| November 30, 2021 | 88.43% |
| October 31, 2021 | 88.43% |
| September 30, 2021 | 88.43% |
| August 31, 2021 | 88.43% |
| July 31, 2021 | 88.43% |
| June 30, 2021 | 88.43% |
| May 31, 2021 | 88.43% |
| April 30, 2021 | 88.43% |
| March 31, 2021 | 88.43% |
| February 28, 2021 | 88.43% |
| January 31, 2021 | 88.43% |
| December 31, 2020 | 88.43% |
| November 30, 2020 | 88.43% |
| October 31, 2020 | 88.43% |
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
77.41%
Minimum
Dec 2019
95.48%
Maximum
Jun 2023
91.11%
Average
89.76%
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) | -80.51 |
| Beta (5Y) | 3.217 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 80.66% |
| Historical Sharpe Ratio (5Y) | -0.4654 |
| Historical Sortino (5Y) | -0.7892 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.79% |