Burberry Group PLC (BBRYF)
14.07
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Burberry Group Max Drawdown (5Y): 57.01% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 57.01% |
March 31, 2024 | 57.01% |
February 29, 2024 | 57.01% |
January 31, 2024 | 57.01% |
December 31, 2023 | 57.01% |
November 30, 2023 | 57.01% |
October 31, 2023 | 57.01% |
September 30, 2023 | 57.01% |
August 31, 2023 | 57.01% |
July 31, 2023 | 57.01% |
June 30, 2023 | 57.01% |
May 31, 2023 | 57.01% |
April 30, 2023 | 57.01% |
March 31, 2023 | 57.01% |
February 28, 2023 | 57.01% |
January 31, 2023 | 57.01% |
December 31, 2022 | 57.01% |
November 30, 2022 | 57.01% |
October 31, 2022 | 57.01% |
September 30, 2022 | 57.01% |
August 31, 2022 | 57.01% |
July 31, 2022 | 57.01% |
June 30, 2022 | 57.01% |
May 31, 2022 | 57.01% |
April 30, 2022 | 57.01% |
Date | Value |
---|---|
March 31, 2022 | 57.01% |
February 28, 2022 | 57.01% |
January 31, 2022 | 57.01% |
December 31, 2021 | 57.01% |
November 30, 2021 | 57.01% |
October 31, 2021 | 57.01% |
September 30, 2021 | 57.01% |
August 31, 2021 | 57.01% |
July 31, 2021 | 57.01% |
June 30, 2021 | 57.01% |
May 31, 2021 | 57.01% |
April 30, 2021 | 57.01% |
March 31, 2021 | 57.01% |
February 28, 2021 | 57.01% |
January 31, 2021 | 57.01% |
December 31, 2020 | 57.01% |
November 30, 2020 | 57.01% |
October 31, 2020 | 57.01% |
September 30, 2020 | 57.01% |
August 31, 2020 | 57.01% |
July 31, 2020 | 57.01% |
June 30, 2020 | 57.01% |
May 31, 2020 | 57.01% |
April 30, 2020 | 57.01% |
March 31, 2020 | 57.01% |
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
52.46%
Minimum
May 2019
57.01%
Maximum
Mar 2020
56.25%
Average
57.01%
Median
Mar 2020
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) | -19.33 |
Beta (5Y) | 0.7769 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.20% |
Historical Sharpe Ratio (5Y) | -0.2869 |
Historical Sortino (5Y) | -0.406 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.98% |