AstraZeneca PLC (AZNCF)
134.95
-2.04
(-1.49%)
USD |
OTCM |
Sep 26, 16:00
AstraZeneca Max Drawdown (5Y): 25.65% for Aug. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2023 | 25.65% |
| July 31, 2023 | 25.65% |
| June 30, 2023 | 25.65% |
| May 31, 2023 | 25.65% |
| April 30, 2023 | 25.65% |
| March 31, 2023 | 25.65% |
| February 28, 2023 | 25.65% |
| January 31, 2023 | 25.65% |
| December 31, 2022 | 25.65% |
| November 30, 2022 | 25.65% |
| October 31, 2022 | 25.65% |
| September 30, 2022 | 25.65% |
| August 31, 2022 | 24.28% |
| July 31, 2022 | 24.28% |
| June 30, 2022 | 24.28% |
| May 31, 2022 | 24.28% |
| April 30, 2022 | 24.28% |
| March 31, 2022 | 24.28% |
| February 28, 2022 | 24.28% |
| January 31, 2022 | 24.28% |
| December 31, 2021 | 24.28% |
| November 30, 2021 | 29.60% |
| October 31, 2021 | 29.60% |
| September 30, 2021 | 32.59% |
| August 31, 2021 | 32.59% |
| Date | Value |
|---|---|
| July 31, 2021 | 32.59% |
| June 30, 2021 | 32.59% |
| May 31, 2021 | 32.59% |
| April 30, 2021 | 32.59% |
| March 31, 2021 | 32.59% |
| February 28, 2021 | 32.59% |
| January 31, 2021 | 32.59% |
| December 31, 2020 | 32.59% |
| November 30, 2020 | 32.59% |
| October 31, 2020 | 32.59% |
| September 30, 2020 | 32.59% |
| August 31, 2020 | 32.59% |
| July 31, 2020 | 32.59% |
| June 30, 2020 | 32.59% |
| May 31, 2020 | 32.59% |
| April 30, 2020 | 32.59% |
| March 31, 2020 | 32.59% |
| February 29, 2020 | 32.59% |
| January 31, 2020 | 32.59% |
| December 31, 2019 | 32.59% |
| November 30, 2019 | 32.59% |
| October 31, 2019 | 32.59% |
| September 30, 2019 | 32.59% |
| August 31, 2019 | 32.59% |
| July 31, 2019 | 32.59% |
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
24.28%
Minimum
Dec 2021
32.59%
Maximum
Sep 2018
29.86%
Average
32.59%
Median
Sep 2018
Max Drawdown (5Y) Benchmarks
| GSK PLC | 50.14% |
| Adaptimmune Therapeutics PLC | 96.57% |
| Akari Therapeutics PLC | 98.50% |
| Biodexa Pharmaceuticals Plc | 99.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.462 |
| Beta (5Y) | 0.514 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.82% |
| Historical Sharpe Ratio (5Y) | 0.6259 |
| Historical Sortino (5Y) | 1.119 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.28% |