Auto Trader Group PLC (ATDRY)
2.569
-0.04
(-1.57%)
USD |
OTCM |
Jun 14, 12:18
Auto Trader Group Max Drawdown (5Y): 47.26% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 47.26% |
April 30, 2024 | 47.26% |
March 31, 2024 | 47.26% |
February 29, 2024 | 47.26% |
January 31, 2024 | 47.26% |
December 31, 2023 | 47.26% |
November 30, 2023 | 47.26% |
October 31, 2023 | 47.26% |
September 30, 2023 | 47.26% |
August 31, 2023 | 47.26% |
July 31, 2023 | 47.26% |
June 30, 2023 | 47.26% |
May 31, 2023 | 47.26% |
April 30, 2023 | 47.26% |
March 31, 2023 | 47.26% |
February 28, 2023 | 47.26% |
January 31, 2023 | 47.26% |
December 31, 2022 | 47.26% |
November 30, 2022 | 47.26% |
October 31, 2022 | 47.26% |
September 30, 2022 | 47.26% |
August 31, 2022 | 47.26% |
July 31, 2022 | 47.26% |
June 30, 2022 | 47.26% |
May 31, 2022 | 47.26% |
Date | Value |
---|---|
April 30, 2022 | 47.26% |
March 31, 2022 | 47.26% |
February 28, 2022 | 47.26% |
January 31, 2022 | 47.26% |
December 31, 2021 | 47.26% |
November 30, 2021 | 47.26% |
October 31, 2021 | 47.26% |
September 30, 2021 | 47.26% |
August 31, 2021 | 47.26% |
July 31, 2021 | 47.26% |
June 30, 2021 | 47.26% |
May 31, 2021 | 47.26% |
April 30, 2021 | 47.26% |
March 31, 2021 | 47.26% |
February 28, 2021 | 47.26% |
January 31, 2021 | 47.26% |
December 31, 2020 | 47.26% |
November 30, 2020 | 47.26% |
October 31, 2020 | 47.26% |
September 30, 2020 | 47.26% |
August 31, 2020 | 47.26% |
July 31, 2020 | 47.26% |
June 30, 2020 | 47.26% |
May 31, 2020 | 47.26% |
April 30, 2020 | 47.26% |
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
47.12%
Minimum
Jun 2019
47.26%
Maximum
Mar 2020
47.24%
Average
47.26%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Liberty Global Ltd | 71.81% |
Pearson PLC | 68.85% |
Vodafone Group PLC | 61.13% |
WPP PLC | 72.87% |
IHS Holding Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.08 |
Beta (5Y) | 1.140 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.60% |
Historical Sharpe Ratio (5Y) | 0.1603 |
Historical Sortino (5Y) | 0.234 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.30% |